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Trade: CHZ/USDT/720/KCB/FWMA/5534

Strategy
CHZ/USDT/720/KCB/FWMA/5534
Pair
CHZ_USDT
Interval
12h
Score
319027
Daily Profit
0.517629
Profit Factor
2.684315
Profitability
30.927835
Streak
11.415729
Best Strategy
Training Data Length
2227.500000
Evaluation Time
2025-10-11 12:58
Expiration Time
2025-12-16 21:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1162803.2205 1153017.8428 9785.3776 456055.0893 327718.1133 128336.976
Total P&L (%) 1162.8032 1153.0178 9.7854 456.0551 327.7181 128.337
Avg Daily Profit (%) 0.522 0.5176 0.0044 0.0771 0.0653 0.0371
Buy And Hold Return (%) 207.7136 207.7136 207.7136 207.7136 207.7136 207.7136
Max Trade Drawdown -108839 -85097 -167787 -1037380 -980015 -521611
Profit Factor 1.8254 2.6843 1.0135 1.0664 1.0881 1.0407
Total Trades 387 194 193 387 194 193
Winning Trades 115 60 55 115 60 55
Losing Trades 272 134 138 272 134 138
Profitability (%) 29.7158 30.9278 28.4974 29.7158 30.9278 28.4974
Ratio Avg Win / Avg Loss 4.3175 5.995 2.543 2.5223 2.4301 2.6113
Largest Winning Trade 950723 950723 52797 949958 949958 265523
Largest Losing Trade -40407 -19312 -40407 -218041 -218041 -136302
Avg Bars in Trades 11 10 11 11 10 11
Avg Bars in Winners 24 23 26 24 23 26
Avg Bars in Losers 5 4 5 5 4 5
Bars Traded 4282 2039 2243 4282 2039 2243
Profit Streak 10.9157 11.4157 0 10.9157 11.4157 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 260357 319027 -570947 -248122 -244018 -497418
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4455,
    "evaluation_days": 2227.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574640000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760176719013,
    "expiration_time": 1765914480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 10,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    }
}
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": [
        [
            1162803.2204582293,
            1153017.8428453212,
            9785.3776129079,
            456055.0892845691,
            327718.1133134141,
            128336.9759711544
        ],
        [
            1162.80322,
            1153.017843,
            9.785378,
            456.055089,
            327.718113,
            128.336976
        ],
        [
            0.522022,
            0.517629,
            0.004393,
            0.077053,
            0.065265,
            0.037073
        ],
        [
            207.713626,
            207.713626,
            207.713626,
            207.713626,
            207.713626,
            207.713626
        ],
        [
            -108839,
            -85097,
            -167787,
            -1037380,
            -980015,
            -521611
        ],
        [
            1.825394,
            2.684315,
            1.013512,
            1.066395,
            1.088121,
            1.040744
        ],
        [
            387,
            194,
            193,
            387,
            194,
            193
        ],
        [
            115,
            60,
            55,
            115,
            60,
            55
        ],
        [
            272,
            134,
            138,
            272,
            134,
            138
        ],
        [
            29.715762,
            30.927835,
            28.497409,
            29.715762,
            30.927835,
            28.497409
        ],
        [
            4.317453,
            5.99497,
            2.542993,
            2.522256,
            2.430137,
            2.61132
        ],
        [
            950723,
            950723,
            52797,
            949958,
            949958,
            265523
        ],
        [
            -40407,
            -19312,
            -40407,
            -218041,
            -218041,
            -136302
        ],
        [
            11,
            10,
            11,
            11,
            10,
            11
        ],
        [
            24,
            23,
            26,
            24,
            23,
            26
        ],
        [
            5,
            4,
            5,
            5,
            4,
            5
        ],
        [
            4282,
            2039,
            2243,
            4282,
            2039,
            2243
        ],
        [
            10.915729,
            11.415729,
            0,
            10.915729,
            11.415729,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            260357,
            319027,
            -570947,
            -248122,
            -244018,
            -497418
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4455,
    "evaluation_days": 2227.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574640000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760176719013,
    "expiration_time": 1765914480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 10,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    }
}

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)