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Trade: CHZ/USDT/720/KCL/FWMA/3172

Strategy
CHZ/USDT/720/KCL/FWMA/3172
Pair
CHZ_USDT
Interval
12h
Score
379723
Daily Profit
1.377827
Profit Factor
8.398471
Profitability
29.069767
Streak
0.000000
Best Strategy
Training Data Length
2215.000000
Evaluation Time
2025-09-28 18:02
Expiration Time
2025-12-04 00:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3051885.9669 2960934.7389 90951.2281 3100331.7484 2597989.6998 502342.0486
Total P&L (%) 3051.886 2960.9347 90.9512 3100.3317 2597.9897 502.342
Avg Daily Profit (%) 1.3778 1.3368 0.0411 0.1566 0.1489 0.0811
Buy And Hold Return (%) 316.8385 316.8385 316.8385 316.8385 316.8385 316.8385
Max Trade Drawdown -60882 -56927 -45332 -3026783 -2036652 -2127907
Profit Factor 8.3985 14.3592 1.4765 1.246 1.4088 1.0804
Total Trades 86 43 43 86 43 43
Winning Trades 25 11 14 25 11 14
Losing Trades 61 32 29 61 32 29
Profitability (%) 29.0698 25.5814 32.5581 29.0698 25.5814 32.5581
Ratio Avg Win / Avg Loss 20.4923 41.7723 3.0585 3.0402 4.0983 2.238
Largest Winning Trade 2940413 2940413 51595 3253022 3253022 1789371
Largest Losing Trade -22204 -19065 -22204 -1264163 -555198 -1264163
Avg Bars in Trades 49 54 43 49 54 43
Avg Bars in Winners 125 153 102 125 153 102
Avg Bars in Losers 18 20 15 18 20 15
Bars Traded 4238 2361 1877 4238 2361 1877
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 379723 -5041 -308293 -3116 -19233 -231617
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4430,
    "evaluation_days": 2215,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571961600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071734892,
    "expiration_time": 1764802080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 99,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 29,
            "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": [
        [
            3051885.9669339294,
            2960934.738871719,
            90951.2280622099,
            3100331.748417433,
            2597989.6998368236,
            502342.0485806102
        ],
        [
            3051.885967,
            2960.934739,
            90.951228,
            3100.331748,
            2597.9897,
            502.342049
        ],
        [
            1.377827,
            1.336765,
            0.041062,
            0.156594,
            0.148873,
            0.081101
        ],
        [
            316.838451,
            316.838451,
            316.838451,
            316.838451,
            316.838451,
            316.838451
        ],
        [
            -60882,
            -56927,
            -45332,
            -3026783,
            -2036652,
            -2127907
        ],
        [
            8.398471,
            14.35922,
            1.476528,
            1.245991,
            1.408795,
            1.080398
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            61,
            32,
            29,
            61,
            32,
            29
        ],
        [
            29.069767,
            25.581395,
            32.55814,
            29.069767,
            25.581395,
            32.55814
        ],
        [
            20.49227,
            41.772277,
            3.058521,
            3.040217,
            4.098312,
            2.237967
        ],
        [
            2940413,
            2940413,
            51595,
            3253022,
            3253022,
            1789371
        ],
        [
            -22204,
            -19065,
            -22204,
            -1264163,
            -555198,
            -1264163
        ],
        [
            49,
            54,
            43,
            49,
            54,
            43
        ],
        [
            125,
            153,
            102,
            125,
            153,
            102
        ],
        [
            18,
            20,
            15,
            18,
            20,
            15
        ],
        [
            4238,
            2361,
            1877,
            4238,
            2361,
            1877
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            379723,
            -5041,
            -308293,
            -3116,
            -19233,
            -231617
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4430,
    "evaluation_days": 2215,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571961600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071734892,
    "expiration_time": 1764802080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 99,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 29,
            "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)