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Trade: CHZ/USDT/720/DEMA/ALMA/1483

Strategy
CHZ/USDT/720/DEMA/ALMA/1483
Pair
CHZ_USDT
Interval
12h
Score
677405
Daily Profit
0.940568
Profit Factor
4.107954
Profitability
42.944785
Streak
0.000000
Best Strategy
Training Data Length
2224.000000
Evaluation Time
2025-10-07 17:34
Expiration Time
2025-12-13 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2091823.0521 1977720.0973 114102.9548 7871286.9423 6918829.83 952457.1123
Total P&L (%) 2091.8231 1977.7201 114.103 7871.2869 6918.8298 952.4571
Avg Daily Profit (%) 0.9406 0.8893 0.0513 0.1971 0.1913 0.1059
Buy And Hold Return (%) 284.371 284.371 284.371 284.371 284.371 284.371
Max Trade Drawdown -92361 -88594 -78030 -7932784 -6136007 -4470825
Profit Factor 4.108 7.1753 1.3234 1.1912 1.3234 1.0482
Total Trades 163 81 82 163 81 82
Winning Trades 70 35 35 70 35 35
Losing Trades 93 46 47 93 46 47
Profitability (%) 42.9448 43.2099 42.6829 42.9448 43.2099 42.6829
Ratio Avg Win / Avg Loss 5.4577 9.4304 1.7772 1.5826 1.7394 1.4076
Largest Winning Trade 1743200 1743200 52774 6415102 6415102 4716617
Largest Losing Trade -22034 -21585 -22034 -2151290 -2151290 -1857504
Avg Bars in Trades 26 28 23 26 28 23
Avg Bars in Winners 47 52 41 47 52 41
Avg Bars in Losers 10 10 9 10 10 9
Bars Traded 4249 2327 1922 4249 2327 1922
Profit Streak 0 32.107 0 0 32.107 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 677405 286600 -295865 -2655 -4478 -228562
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4448,
    "evaluation_days": 2224,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574510400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847644663,
    "expiration_time": 1765603008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 4,
            "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": [
        [
            2091823.0521341483,
            1977720.0973268712,
            114102.9548072768,
            7871286.9422772415,
            6918829.829950725,
            952457.1123265221
        ],
        [
            2091.823052,
            1977.720097,
            114.102955,
            7871.286942,
            6918.82983,
            952.457112
        ],
        [
            0.940568,
            0.889263,
            0.051305,
            0.197066,
            0.191333,
            0.105888
        ],
        [
            284.370975,
            284.370975,
            284.370975,
            284.370975,
            284.370975,
            284.370975
        ],
        [
            -92361,
            -88594,
            -78030,
            -7932784,
            -6136007,
            -4470825
        ],
        [
            4.107954,
            7.175306,
            1.323428,
            1.191236,
            1.323448,
            1.048179
        ],
        [
            163,
            81,
            82,
            163,
            81,
            82
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            42.944785,
            43.209877,
            42.682927,
            42.944785,
            43.209877,
            42.682927
        ],
        [
            5.45771,
            9.430402,
            1.777175,
            1.582642,
            1.739389,
            1.407554
        ],
        [
            1743200,
            1743200,
            52774,
            6415102,
            6415102,
            4716617
        ],
        [
            -22034,
            -21585,
            -22034,
            -2151290,
            -2151290,
            -1857504
        ],
        [
            26,
            28,
            23,
            26,
            28,
            23
        ],
        [
            47,
            52,
            41,
            47,
            52,
            41
        ],
        [
            10,
            10,
            9,
            10,
            10,
            9
        ],
        [
            4249,
            2327,
            1922,
            4249,
            2327,
            1922
        ],
        [
            0,
            32.106998,
            0,
            0,
            32.106998,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            677405,
            286600,
            -295865,
            -2655,
            -4478,
            -228562
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4448,
    "evaluation_days": 2224,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574510400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759847644663,
    "expiration_time": 1765603008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 4,
            "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)