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Trade: CHZ/USDT/720/HLC3/DCL/4692

Strategy
CHZ/USDT/720/HLC3/DCL/4692
Pair
CHZ_USDT
Interval
12h
Score
782957
Daily Profit
1.102313
Profit Factor
11.139717
Profitability
47.058824
Streak
7.918464
Best Strategy
Training Data Length
2224.000000
Evaluation Time
2025-10-08 01:02
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 2371863.1428 2451543.7607 -79680.618 -48333.8059 79583.3792 -127917.1851
Total P&L (%) 2371.8631 2451.5438 -79.6806 -48.3338 79.5834 -127.9172
Avg Daily Profit (%) 1.0665 1.1023 -0.0358 -0.0297 0.0263 0
Buy And Hold Return (%) 293.0033 293.0033 293.0033 293.0033 293.0033 293.0033
Max Trade Drawdown -166954 -122490 -141417 -446631 -323335 -148839
Profit Factor 5.531 11.1397 0.7171 0.9361 1.1869 0.6127
Total Trades 67 34 33 67 34 33
Winning Trades 30 16 14 30 16 14
Losing Trades 37 18 19 37 18 19
Profitability (%) 44.7761 47.0588 42.4242 44.7761 47.0588 42.4242
Ratio Avg Win / Avg Loss 6.8216 12.5322 0.9733 1.1545 1.3353 0.8315
Largest Winning Trade 2534741 2534741 35836 395531 395531 44727
Largest Losing Trade -82553 -47985 -82553 -228369 -228369 -93775
Avg Bars in Trades 63 25 102 63 25 102
Avg Bars in Winners 87 26 157 87 26 157
Avg Bars in Losers 43 24 61 43 24 61
Bars Traded 4240 860 3380 4240 860 3380
Profit Streak 7.4185 7.9185 0 7.4185 7.9185 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -101047 782957 -583748 -701740 -338633 -583748
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4448,
    "evaluation_days": 2224,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575417600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759874555296,
    "expiration_time": 1765603008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 178
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 117,
            "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": [
        [
            2371863.142781321,
            2451543.760737977,
            -79680.6179566558,
            -48333.8059455353,
            79583.3791933903,
            -127917.1851389256
        ],
        [
            2371.863143,
            2451.543761,
            -79.680618,
            -48.333806,
            79.583379,
            -127.917185
        ],
        [
            1.066485,
            1.102313,
            -0.035828,
            -0.029688,
            0.026329,
            0
        ],
        [
            293.003349,
            293.003349,
            293.003349,
            293.003349,
            293.003349,
            293.003349
        ],
        [
            -166954,
            -122490,
            -141417,
            -446631,
            -323335,
            -148839
        ],
        [
            5.531037,
            11.139717,
            0.717138,
            0.936074,
            1.186891,
            0.612687
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            44.776119,
            47.058824,
            42.424242,
            44.776119,
            47.058824,
            42.424242
        ],
        [
            6.821612,
            12.532181,
            0.973258,
            1.154492,
            1.335253,
            0.831503
        ],
        [
            2534741,
            2534741,
            35836,
            395531,
            395531,
            44727
        ],
        [
            -82553,
            -47985,
            -82553,
            -228369,
            -228369,
            -93775
        ],
        [
            63,
            25,
            102,
            63,
            25,
            102
        ],
        [
            87,
            26,
            157,
            87,
            26,
            157
        ],
        [
            43,
            24,
            61,
            43,
            24,
            61
        ],
        [
            4240,
            860,
            3380,
            4240,
            860,
            3380
        ],
        [
            7.418464,
            7.918464,
            0,
            7.418464,
            7.918464,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -101047,
            782957,
            -583748,
            -701740,
            -338633,
            -583748
        ]
    ]
}
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": 1575417600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759874555296,
    "expiration_time": 1765603008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 178
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 117,
            "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)