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Trade: CHZ/USDT/720/SUPERTREND/DCM/1396

Strategy
CHZ/USDT/720/SUPERTREND/DCM/1396
Pair
CHZ_USDT
Interval
12h
Score
334058
Daily Profit
0.222142
Profit Factor
1.442004
Profitability
47.368421
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-26 02:34
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 -1288459.2635 152819.1224 -1441278.3859 -14166634.2884 13411226.8636 -27577861.1519
Total P&L (%) -1288.4593 152.8191 -1441.2784 -14166.6343 13411.2269 -27577.8612
Avg Daily Profit (%) -0.5828 0.0691 -0.6519 0 0.2221 0
Buy And Hold Return (%) 472.4138 472.4138 472.4138 472.4138 472.4138 472.4138
Max Trade Drawdown -1657148 -62356 -1661445 -29655713 -7133889 -28214650
Profit Factor 0.3486 1.6475 0.1727 0.7866 1.442 0.2347
Total Trades 76 38 38 76 38 38
Winning Trades 50 25 25 33 18 15
Losing Trades 26 13 13 43 20 23
Profitability (%) 65.7895 65.7895 65.7895 43.4211 47.3684 39.4737
Ratio Avg Win / Avg Loss 0.1813 0.8567 0.0898 1.0249 1.6022 0.3598
Largest Winning Trade 91069 91069 38290 9852415 9852415 2529202
Largest Losing Trade -1645160 -46445 -1645160 -6671548 -4060502 -6671548
Avg Bars in Trades 53 74 33 53 74 33
Avg Bars in Winners 32 37 26 90 129 43
Avg Bars in Losers 95 144 45 25 24 26
Bars Traded 4078 2812 1266 4078 2812 1266
Profit Streak 28.482 31.982 0 0 0 34.482
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -631690 -263484 -578718 -635447 334058 -584316

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1578484800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843245443,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 52,
            "offset": 0,
            "multiplier": 1.43409
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 250,
            "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": [
        [
            -1288459.2634893428,
            152819.1223847682,
            -1441278.3858741117,
            -14166634.288356485,
            13411226.863565639,
            -27577861.15192213
        ],
        [
            -1288.459263,
            152.819122,
            -1441.278386,
            -14166.634288,
            13411.226864,
            -27577.861152
        ],
        [
            -0.58275,
            0.069118,
            -0.651867,
            0,
            0.222142,
            0
        ],
        [
            472.413793,
            472.413793,
            472.413793,
            472.413793,
            472.413793,
            472.413793
        ],
        [
            -1657148,
            -62356,
            -1661445,
            -29655713,
            -7133889,
            -28214650
        ],
        [
            0.348627,
            1.647493,
            0.172654,
            0.786567,
            1.442004,
            0.234652
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            50,
            25,
            25,
            33,
            18,
            15
        ],
        [
            26,
            13,
            13,
            43,
            20,
            23
        ],
        [
            65.789474,
            65.789474,
            65.789474,
            43.421053,
            47.368421,
            39.473684
        ],
        [
            0.181286,
            0.856696,
            0.08978,
            1.02492,
            1.602226,
            0.3598
        ],
        [
            91069,
            91069,
            38290,
            9852415,
            9852415,
            2529202
        ],
        [
            -1645160,
            -46445,
            -1645160,
            -6671548,
            -4060502,
            -6671548
        ],
        [
            53,
            74,
            33,
            53,
            74,
            33
        ],
        [
            32,
            37,
            26,
            90,
            129,
            43
        ],
        [
            95,
            144,
            45,
            25,
            24,
            26
        ],
        [
            4078,
            2812,
            1266,
            4078,
            2812,
            1266
        ],
        [
            28.482007,
            31.982007,
            0,
            0,
            0,
            34.482007
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -631690,
            -263484,
            -578718,
            -635447,
            334058,
            -584316
        ]
    ]
}
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": 1578484800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843245443,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 52,
            "offset": 0,
            "multiplier": 1.43409
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 250,
            "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)