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Trade: CHZ/USDT/720/HILO/SSF/2835

Strategy
CHZ/USDT/720/HILO/SSF/2835
Pair
CHZ_USDT
Interval
12h
Score
515457
Daily Profit
0.170521
Profit Factor
3.227180
Profitability
52.941176
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-26 14:24
Expiration Time
2025-11-29 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -4994310.4285 -46769.2773 -4947541.1512 -327301.8589 4225027.1323 -4552328.9912
Total P&L (%) -4994.3104 -46.7693 -4947.5412 -327.3019 4225.0271 -4552.329
Avg Daily Profit (%) -2.2588 -0.0212 -2.2377 0 0.1705 0
Buy And Hold Return (%) 494.4168 494.4168 494.4168 494.4168 494.4168 494.4168
Max Trade Drawdown -5174571 -117921 -5076288 -4763157 -1308281 -5611603
Profit Factor 0.0985 0.8689 0.0455 0.9611 3.2272 0.3015
Total Trades 67 34 33 67 34 33
Winning Trades 34 16 18 33 18 15
Losing Trades 33 18 15 34 16 18
Profitability (%) 50.7463 47.0588 54.5455 49.2537 52.9412 45.4545
Ratio Avg Win / Avg Loss 0.0956 0.9776 0.0379 0.9902 2.8686 0.3618
Largest Winning Trade 58509 58509 32346 1901439 1901439 716550
Largest Losing Trade -4965512 -51461 -4965512 -4412691 -692825 -4412691
Avg Bars in Trades 63 67 58 63 67 58
Avg Bars in Winners 45 47 42 68 77 56
Avg Bars in Losers 81 84 77 58 56 60
Bars Traded 4233 2296 1937 4233 2296 1937
Profit Streak 24.9753 24.9753 26.4753 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -700656 -581395 -579672 -702068 515457 -582570

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568635200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885861886,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 216,
            "offset": 0,
            "poles": 3
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            -4994310.428485292,
            -46769.2773035842,
            -4947541.151181708,
            -327301.8589227054,
            4225027.132297773,
            -4552328.991220481
        ],
        [
            -4994.310428,
            -46.769277,
            -4947.541151,
            -327.301859,
            4225.027132,
            -4552.328991
        ],
        [
            -2.258847,
            -0.021153,
            -2.237694,
            0,
            0.170521,
            0
        ],
        [
            494.416837,
            494.416837,
            494.416837,
            494.416837,
            494.416837,
            494.416837
        ],
        [
            -5174571,
            -117921,
            -5076288,
            -4763157,
            -1308281,
            -5611603
        ],
        [
            0.098505,
            0.868943,
            0.04546,
            0.961101,
            3.22718,
            0.301479
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            34,
            16,
            18,
            33,
            18,
            15
        ],
        [
            33,
            18,
            15,
            34,
            16,
            18
        ],
        [
            50.746269,
            47.058824,
            54.545455,
            49.253731,
            52.941176,
            45.454545
        ],
        [
            0.095608,
            0.977561,
            0.037884,
            0.990225,
            2.868605,
            0.361774
        ],
        [
            58509,
            58509,
            32346,
            1901439,
            1901439,
            716550
        ],
        [
            -4965512,
            -51461,
            -4965512,
            -4412691,
            -692825,
            -4412691
        ],
        [
            63,
            67,
            58,
            63,
            67,
            58
        ],
        [
            45,
            47,
            42,
            68,
            77,
            56
        ],
        [
            81,
            84,
            77,
            58,
            56,
            60
        ],
        [
            4233,
            2296,
            1937,
            4233,
            2296,
            1937
        ],
        [
            24.975253,
            24.975253,
            26.475253,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -700656,
            -581395,
            -579672,
            -702068,
            515457,
            -582570
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568635200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758885861886,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 216,
            "offset": 0,
            "poles": 3
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)