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Trade: CHZ/USDT/720/SSF/HMA/1095

Strategy
CHZ/USDT/720/SSF/HMA/1095
Pair
CHZ_USDT
Interval
12h
Score
800611
Daily Profit
1.660935
Profit Factor
10.756395
Profitability
47.058824
Streak
97.275786
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-25 21:37
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 3583422.2561 3672328.2405 -88905.9844 -35566.1623 345858.1735 -381424.3358
Total P&L (%) 3583.4223 3672.3282 -88.906 -35.5662 345.8582 -381.4243
Avg Daily Profit (%) 1.6207 1.6609 -0.0402 -0.0199 0.0676 0
Buy And Hold Return (%) 292.8709 292.8709 292.8709 292.8709 292.8709 292.8709
Max Trade Drawdown -153013 -112775 -118873 -837805 -515867 -432472
Profit Factor 5.9366 10.7564 0.7456 0.9832 1.312 0.6213
Total Trades 68 34 34 68 34 34
Winning Trades 32 16 16 32 16 16
Losing Trades 36 18 18 36 18 18
Profitability (%) 47.0588 47.0588 47.0588 47.0588 47.0588 47.0588
Ratio Avg Win / Avg Loss 6.6786 12.1009 0.8388 1.1061 1.4761 0.699
Largest Winning Trade 3756501 3756501 44095 874110 874110 177820
Largest Losing Trade -66004 -41295 -66004 -284656 -200154 -284656
Avg Bars in Trades 61 58 64 61 58 64
Avg Bars in Winners 72 72 71 72 72 71
Avg Bars in Losers 52 46 58 52 46 58
Bars Traded 4202 2002 2200 4202 2002 2200
Profit Streak 51.2758 97.2758 51.2758 51.2758 97.2758 51.2758
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -91148 800611 -581375 -692619 -212165 -581375

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574380800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758825427955,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 61,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 144,
            "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": [
        [
            3583422.2560829567,
            3672328.2404797534,
            -88905.9843967962,
            -35566.1623199075,
            345858.1734513345,
            -381424.3357712417
        ],
        [
            3583.422256,
            3672.32824,
            -88.905984,
            -35.566162,
            345.858173,
            -381.424336
        ],
        [
            1.620725,
            1.660935,
            -0.040211,
            -0.019877,
            0.067632,
            0
        ],
        [
            292.870943,
            292.870943,
            292.870943,
            292.870943,
            292.870943,
            292.870943
        ],
        [
            -153013,
            -112775,
            -118873,
            -837805,
            -515867,
            -432472
        ],
        [
            5.936572,
            10.756395,
            0.745613,
            0.983188,
            1.312046,
            0.621308
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            47.058824,
            47.058824,
            47.058824,
            47.058824,
            47.058824,
            47.058824
        ],
        [
            6.678644,
            12.100944,
            0.838814,
            1.106087,
            1.476052,
            0.698971
        ],
        [
            3756501,
            3756501,
            44095,
            874110,
            874110,
            177820
        ],
        [
            -66004,
            -41295,
            -66004,
            -284656,
            -200154,
            -284656
        ],
        [
            61,
            58,
            64,
            61,
            58,
            64
        ],
        [
            72,
            72,
            71,
            72,
            72,
            71
        ],
        [
            52,
            46,
            58,
            52,
            46,
            58
        ],
        [
            4202,
            2002,
            2200,
            4202,
            2002,
            2200
        ],
        [
            51.275786,
            97.275786,
            51.275786,
            51.275786,
            97.275786,
            51.275786
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -91148,
            800611,
            -581375,
            -692619,
            -212165,
            -581375
        ]
    ]
}
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": 1574380800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758825427955,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 61,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 144,
            "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)