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Trade: CHZ/USDT/120/RMA/MIDPRICE/8229

Strategy
CHZ/USDT/120/RMA/MIDPRICE/8229
Pair
CHZ_USDT
Interval
2h
Score
568035
Daily Profit
1.006859
Profit Factor
4.110957
Profitability
38.775510
Streak
7.467726
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 20:13
Expiration Time
2025-12-13 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2097619.7579 2043024.5817 54595.1762 1468645.5165 2625653.5569 -1157008.0404
Total P&L (%) 2097.6198 2043.0246 54.5952 1468.6455 2625.6536 -1157.008
Avg Daily Profit (%) 1.0069 0.9807 0.0262 0.1322 0.1588 0
Buy And Hold Return (%) 427.171 427.171 427.171 427.171 427.171 427.171
Max Trade Drawdown -125886 -76333 -82433 -5003421 -3206819 -2960775
Profit Factor 4.111 7.681 1.1482 1.0834 1.3355 0.8818
Total Trades 147 73 74 147 73 74
Winning Trades 57 29 28 57 29 28
Losing Trades 90 44 46 90 44 46
Profitability (%) 38.7755 39.726 37.8378 38.7755 39.726 37.8378
Ratio Avg Win / Avg Loss 6.491 11.6539 1.8863 1.7106 2.0262 1.4487
Largest Winning Trade 1920736 1920736 55246 5508969 5508969 1815916
Largest Losing Trade -35023 -25231 -35023 -1524255 -754921 -1524255
Avg Bars in Trades 165 171 159 165 171 159
Avg Bars in Winners 311 302 321 311 302 321
Avg Bars in Losers 72 84 61 72 84 61
Bars Traded 24305 12502 11803 24305 12502 11803
Profit Streak 7.4677 0 20.5511 7.4677 0 20.5511
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 568035 -55629 -448709 -149822 -67425 -647745
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580313600000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759166011523,
    "expiration_time": 1765641600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 170,
            "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": [
        [
            2097619.7578849853,
            2043024.5816758182,
            54595.1762091671,
            1468645.516483512,
            2625653.5569022945,
            -1157008.0404187813
        ],
        [
            2097.619758,
            2043.024582,
            54.595176,
            1468.645516,
            2625.653557,
            -1157.00804
        ],
        [
            1.006859,
            0.980653,
            0.026206,
            0.132222,
            0.15878,
            0
        ],
        [
            427.171018,
            427.171018,
            427.171018,
            427.171018,
            427.171018,
            427.171018
        ],
        [
            -125886,
            -76333,
            -82433,
            -5003421,
            -3206819,
            -2960775
        ],
        [
            4.110957,
            7.680976,
            1.148167,
            1.083369,
            1.33547,
            0.881811
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            90,
            44,
            46,
            90,
            44,
            46
        ],
        [
            38.77551,
            39.726027,
            37.837838,
            38.77551,
            39.726027,
            37.837838
        ],
        [
            6.490985,
            11.653895,
            1.886274,
            1.710582,
            2.02623,
            1.448689
        ],
        [
            1920736,
            1920736,
            55246,
            5508969,
            5508969,
            1815916
        ],
        [
            -35023,
            -25231,
            -35023,
            -1524255,
            -754921,
            -1524255
        ],
        [
            165,
            171,
            159,
            165,
            171,
            159
        ],
        [
            311,
            302,
            321,
            311,
            302,
            321
        ],
        [
            72,
            84,
            61,
            72,
            84,
            61
        ],
        [
            24305,
            12502,
            11803,
            24305,
            12502,
            11803
        ],
        [
            7.467726,
            0,
            20.551059,
            7.467726,
            0,
            20.551059
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
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            1.45
        ],
        [
            568035,
            -55629,
            -448709,
            -149822,
            -67425,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580313600000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759166011523,
    "expiration_time": 1765641600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 170,
            "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)