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Trade: CHZ/USDT/720/SSF/WMA/9299

Strategy
CHZ/USDT/720/SSF/WMA/9299
Pair
CHZ_USDT
Interval
12h
Score
670052
Daily Profit
0.977261
Profit Factor
10.527716
Profitability
47.058824
Streak
120.676038
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-27 19:13
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 2333536.2526 2160724.3893 172811.8634 20087939.5945 8667072.697 11420866.8974
Total P&L (%) 2333.5363 2160.7244 172.8119 20087.9396 8667.0727 11420.8669
Avg Daily Profit (%) 1.0554 0.9773 0.0782 0.2403 0.2025 0.2149
Buy And Hold Return (%) 612.0098 612.0098 612.0098 612.0098 612.0098 612.0098
Max Trade Drawdown -98538 -50311 -92119 -27741635 -7880728 -24595784
Profit Factor 5.6355 10.5277 1.6247 1.3078 1.2976 1.3161
Total Trades 69 34 35 69 34 35
Winning Trades 32 16 16 32 16 16
Losing Trades 37 18 19 37 18 19
Profitability (%) 46.3768 47.0588 45.7143 46.3768 47.0588 45.7143
Ratio Avg Win / Avg Loss 6.516 11.8437 1.9293 1.5122 1.4598 1.5628
Largest Winning Trade 1861133 1861133 47070 9941122 9941122 8951094
Largest Losing Trade -49175 -32362 -49175 -8399575 -4091536 -8399575
Avg Bars in Trades 62 60 64 62 60 64
Avg Bars in Winners 91 91 90 91 91 90
Avg Bars in Losers 37 31 42 37 31 42
Bars Traded 4306 2045 2261 4306 2045 2261
Profit Streak 0 120.676 0 0 120.676 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -88426 670052 -252971 -98061 271165 280156
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1569196800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758989609692,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 108,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 35,
            "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": [
        [
            2333536.2526310687,
            2160724.389255386,
            172811.8633756824,
            20087939.59447465,
            8667072.6970296,
            11420866.897445051
        ],
        [
            2333.536253,
            2160.724389,
            172.811863,
            20087.939594,
            8667.072697,
            11420.866897
        ],
        [
            1.055421,
            0.977261,
            0.07816,
            0.240346,
            0.202538,
            0.214918
        ],
        [
            612.009804,
            612.009804,
            612.009804,
            612.009804,
            612.009804,
            612.009804
        ],
        [
            -98538,
            -50311,
            -92119,
            -27741635,
            -7880728,
            -24595784
        ],
        [
            5.635477,
            10.527716,
            1.624715,
            1.307812,
            1.297558,
            1.316077
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            46.376812,
            47.058824,
            45.714286,
            46.376812,
            47.058824,
            45.714286
        ],
        [
            6.51602,
            11.84368,
            1.929349,
            1.512157,
            1.459752,
            1.562842
        ],
        [
            1861133,
            1861133,
            47070,
            9941122,
            9941122,
            8951094
        ],
        [
            -49175,
            -32362,
            -49175,
            -8399575,
            -4091536,
            -8399575
        ],
        [
            62,
            60,
            64,
            62,
            60,
            64
        ],
        [
            91,
            91,
            90,
            91,
            91,
            90
        ],
        [
            37,
            31,
            42,
            37,
            31,
            42
        ],
        [
            4306,
            2045,
            2261,
            4306,
            2045,
            2261
        ],
        [
            0,
            120.676038,
            0,
            0,
            120.676038,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -88426,
            670052,
            -252971,
            -98061,
            271165,
            280156
        ]
    ]
}
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": 1569196800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758989609692,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 108,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 35,
            "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)