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Trade: CHZ/USDT/720/RMA/ALMA/3740

Strategy
CHZ/USDT/720/RMA/ALMA/3740
Pair
CHZ_USDT
Interval
12h
Score
633967
Daily Profit
1.612496
Profit Factor
10.190394
Profitability
42.105263
Streak
32.182765
Best Strategy
Training Data Length
2221.500000
Evaluation Time
2025-10-05 07:23
Expiration Time
2025-12-10 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3469033.1193 3582160.7601 -113127.6408 -89397.198 16221.981 -105619.179
Total P&L (%) 3469.0331 3582.1608 -113.1276 -89.3972 16.222 -105.6192
Avg Daily Profit (%) 1.5616 1.6125 -0.0509 -0.101 0.0068 0
Buy And Hold Return (%) 908.4436 908.4436 908.4436 908.4436 908.4436 908.4436
Max Trade Drawdown -185664 -135969 -87064 -116921 -86090 -34640
Profit Factor 5.6322 10.1904 0.685 0.7064 1.1076 0.313
Total Trades 75 38 37 75 38 37
Winning Trades 33 16 17 33 16 17
Losing Trades 42 22 20 42 22 20
Profitability (%) 44 42.1053 45.9459 44 42.1053 45.9459
Ratio Avg Win / Avg Loss 7.1683 14.0118 0.8059 0.8991 1.523 0.3682
Largest Winning Trade 3722707 3722707 48283 123256 123256 8767
Largest Losing Trade -92967 -44012 -92967 -74588 -30648 -74588
Avg Bars in Trades 57 49 66 57 49 66
Avg Bars in Winners 79 63 94 79 63 94
Avg Bars in Losers 41 39 42 41 39 42
Bars Traded 4336 1894 2442 4336 1894 2442
Profit Streak 18.1828 32.1828 0 18.1828 32.1828 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 -43344 633967 -582349 -643825 -453122 -582349
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4443,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570320000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759638190866,
    "expiration_time": 1765380528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 23,
            "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": [
        [
            3469033.1193009145,
            3582160.760087672,
            -113127.6407867589,
            -89397.1979779903,
            16221.981017108,
            -105619.1789950983
        ],
        [
            3469.033119,
            3582.16076,
            -113.127641,
            -89.397198,
            16.221981,
            -105.619179
        ],
        [
            1.561572,
            1.612496,
            -0.050924,
            -0.100964,
            0.006767,
            0
        ],
        [
            908.443633,
            908.443633,
            908.443633,
            908.443633,
            908.443633,
            908.443633
        ],
        [
            -185664,
            -135969,
            -87064,
            -116921,
            -86090,
            -34640
        ],
        [
            5.632197,
            10.190394,
            0.68499,
            0.706398,
            1.107611,
            0.312993
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            44,
            42.105263,
            45.945946,
            44,
            42.105263,
            45.945946
        ],
        [
            7.168251,
            14.011792,
            0.80587,
            0.899053,
            1.522965,
            0.368227
        ],
        [
            3722707,
            3722707,
            48283,
            123256,
            123256,
            8767
        ],
        [
            -92967,
            -44012,
            -92967,
            -74588,
            -30648,
            -74588
        ],
        [
            57,
            49,
            66,
            57,
            49,
            66
        ],
        [
            79,
            63,
            94,
            79,
            63,
            94
        ],
        [
            41,
            39,
            42,
            41,
            39,
            42
        ],
        [
            4336,
            1894,
            2442,
            4336,
            1894,
            2442
        ],
        [
            18.182765,
            32.182765,
            0,
            18.182765,
            32.182765,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -43344,
            633967,
            -582349,
            -643825,
            -453122,
            -582349
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4443,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570320000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759638190866,
    "expiration_time": 1765380528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 23,
            "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)