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Trade: CHZ/USDT/720/SSF/MIDPOINT/3630

Strategy
CHZ/USDT/720/SSF/MIDPOINT/3630
Pair
CHZ_USDT
Interval
12h
Score
323299
Daily Profit
0.185387
Profit Factor
2.219555
Profitability
48.571429
Streak
148.858698
Best Strategy
Training Data Length
2226.000000
Evaluation Time
2025-10-09 23:36
Expiration Time
2025-12-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 148436.0918 412671.1018 -264235.01 -101088.9695 -18143.3545 -82945.615
Total P&L (%) 148.4361 412.6711 -264.235 -101.089 -18.1434 -82.9456
Avg Daily Profit (%) 0.0667 0.1854 -0.1187 0 -0.009 -0.0794
Buy And Hold Return (%) 138.9096 138.9096 138.9096 138.9096 138.9096 138.9096
Max Trade Drawdown -439902 -105218 -400508 -174912 -50369 -124543
Profit Factor 1.1515 2.2196 0.5878 0.584 0.7772 0.4866
Total Trades 71 35 36 71 35 36
Winning Trades 35 17 18 29 15 14
Losing Trades 36 18 18 42 20 22
Profitability (%) 49.2958 48.5714 50 40.8451 42.8571 38.8889
Ratio Avg Win / Avg Loss 1.1845 2.3501 0.5878 0.8458 1.0363 0.7647
Largest Winning Trade 468497 468497 45599 34271 29163 34271
Largest Losing Trade -134552 -45916 -134552 -51862 -45846 -51862
Avg Bars in Trades 60 75 46 60 75 46
Avg Bars in Winners 52 54 50 78 108 45
Avg Bars in Losers 68 95 42 48 50 47
Bars Traded 4310 2632 1678 4310 2632 1678
Profit Streak 148.8587 148.8587 309.8587 0 0 0
Trades During Streak 5 2 4 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -392299 323299 -579412 -675615 -581898 -585101
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4452,
    "evaluation_days": 2226,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572868800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760042191553,
    "expiration_time": 1765780992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 49,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 120,
            "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": [
        [
            148436.0917897719,
            412671.1017899368,
            -264235.0100001651,
            -101088.9694695662,
            -18143.3544814197,
            -82945.6149881465
        ],
        [
            148.436092,
            412.671102,
            -264.23501,
            -101.088969,
            -18.143354,
            -82.945615
        ],
        [
            0.066683,
            0.185387,
            -0.118704,
            0,
            -0.008993,
            -0.079428
        ],
        [
            138.909643,
            138.909643,
            138.909643,
            138.909643,
            138.909643,
            138.909643
        ],
        [
            -439902,
            -105218,
            -400508,
            -174912,
            -50369,
            -124543
        ],
        [
            1.151549,
            2.219555,
            0.58783,
            0.584015,
            0.777221,
            0.486627
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            35,
            17,
            18,
            29,
            15,
            14
        ],
        [
            36,
            18,
            18,
            42,
            20,
            22
        ],
        [
            49.295775,
            48.571429,
            50,
            40.84507,
            42.857143,
            38.888889
        ],
        [
            1.18445,
            2.350117,
            0.58783,
            0.845815,
            1.036295,
            0.7647
        ],
        [
            468497,
            468497,
            45599,
            34271,
            29163,
            34271
        ],
        [
            -134552,
            -45916,
            -134552,
            -51862,
            -45846,
            -51862
        ],
        [
            60,
            75,
            46,
            60,
            75,
            46
        ],
        [
            52,
            54,
            50,
            78,
            108,
            45
        ],
        [
            68,
            95,
            42,
            48,
            50,
            47
        ],
        [
            4310,
            2632,
            1678,
            4310,
            2632,
            1678
        ],
        [
            148.858698,
            148.858698,
            309.858698,
            0,
            0,
            0
        ],
        [
            5,
            2,
            4,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -392299,
            323299,
            -579412,
            -675615,
            -581898,
            -585101
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4452,
    "evaluation_days": 2226,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572868800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760042191553,
    "expiration_time": 1765780992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 49,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 120,
            "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)