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Trade: CHZ/USDT/360/LINREG/HMA/9069

Strategy
CHZ/USDT/360/LINREG/HMA/9069
Pair
CHZ_USDT
Interval
6h
Score
751514
Daily Profit
0.616997
Profit Factor
6.071761
Profitability
55.882353
Streak
0.000000
Best Strategy
Training Data Length
2218.000000
Evaluation Time
2025-10-02 03:43
Expiration Time
2025-12-07 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1465425.8689 1368499.3906 96926.4782 1600097.5857 2332003.516 -731905.9302
Total P&L (%) 1465.4259 1368.4994 96.9265 1600.0976 2332.0035 -731.9059
Avg Daily Profit (%) 0.6607 0.617 0.0437 0.1278 0.144 0
Buy And Hold Return (%) 191.5132 191.5132 191.5132 191.5132 191.5132 191.5132
Max Trade Drawdown -149393 -86543 -111650 -8085201 -3168517 -5275146
Profit Factor 3.52 6.0718 1.311 1.0813 1.2559 0.9308
Total Trades 68 34 34 68 34 34
Winning Trades 36 19 17 36 19 17
Losing Trades 32 15 17 32 15 17
Profitability (%) 52.9412 55.8824 50 52.9412 55.8824 50
Ratio Avg Win / Avg Loss 3.1289 4.7935 1.311 0.9611 0.9915 0.9308
Largest Winning Trade 1093827 1093827 50677 2564336 2564336 1816071
Largest Losing Trade -82816 -37969 -82816 -2582518 -1678945 -2582518
Avg Bars in Trades 125 145 106 125 145 106
Avg Bars in Winners 158 182 132 158 182 132
Avg Bars in Losers 89 98 80 89 98 80
Bars Traded 8556 4942 3614 8556 4942 3614
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -94433 751514 -300183 -267893 -1516 -580795
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8872,
    "evaluation_days": 2218,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573063200000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759365814899,
    "expiration_time": 1765090656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 215,
            "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": [
        [
            1465425.8688608904,
            1368499.3906465722,
            96926.478214318,
            1600097.5857352302,
            2332003.5159847657,
            -731905.9302495348
        ],
        [
            1465.425869,
            1368.499391,
            96.926478,
            1600.097586,
            2332.003516,
            -731.90593
        ],
        [
            0.660697,
            0.616997,
            0.0437,
            0.127822,
            0.143985,
            0
        ],
        [
            191.513158,
            191.513158,
            191.513158,
            191.513158,
            191.513158,
            191.513158
        ],
        [
            -149393,
            -86543,
            -111650,
            -8085201,
            -3168517,
            -5275146
        ],
        [
            3.519991,
            6.071761,
            1.310968,
            1.081254,
            1.25592,
            0.930824
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            52.941176,
            55.882353,
            50,
            52.941176,
            55.882353,
            50
        ],
        [
            3.128881,
            4.793495,
            1.310968,
            0.961114,
            0.991516,
            0.930824
        ],
        [
            1093827,
            1093827,
            50677,
            2564336,
            2564336,
            1816071
        ],
        [
            -82816,
            -37969,
            -82816,
            -2582518,
            -1678945,
            -2582518
        ],
        [
            125,
            145,
            106,
            125,
            145,
            106
        ],
        [
            158,
            182,
            132,
            158,
            182,
            132
        ],
        [
            89,
            98,
            80,
            89,
            98,
            80
        ],
        [
            8556,
            4942,
            3614,
            8556,
            4942,
            3614
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -94433,
            751514,
            -300183,
            -267893,
            -1516,
            -580795
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8872,
    "evaluation_days": 2218,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573063200000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759365814899,
    "expiration_time": 1765090656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 215,
            "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)