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Trade: CHZ/USDT/120/KCB/SWMA/2652

Strategy
CHZ/USDT/120/KCB/SWMA/2652
Pair
CHZ_USDT
Interval
2h
Score
585951
Daily Profit
0.569936
Profit Factor
2.159035
Profitability
49.805447
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 02:06
Expiration Time
2025-12-25 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1187364.0429 1013415.1244 173948.9185 18789594.9373 6071721.7806 12717873.1567
Total P&L (%) 1187.364 1013.4151 173.9489 18789.5949 6071.7218 12717.8732
Avg Daily Profit (%) 0.5699 0.4864 0.0835 0.2519 0.1981 0.2332
Buy And Hold Return (%) 181.2437 181.2437 181.2437 181.2437 181.2437 181.2437
Max Trade Drawdown -87082 -62995 -82321 -17634110 -12063089 -11099507
Profit Factor 2.159 3.0875 1.3227 1.1578 1.0978 1.2233
Total Trades 257 128 129 257 128 129
Winning Trades 128 62 66 128 62 66
Losing Trades 129 66 63 129 66 63
Profitability (%) 49.8054 48.4375 51.1628 49.8054 48.4375 51.1628
Ratio Avg Win / Avg Loss 2.1759 3.2867 1.2626 1.1668 1.1686 1.1677
Largest Winning Trade 379695 379695 49456 8361335 8361335 7113950
Largest Losing Trade -38443 -35762 -38443 -6726967 -5189746 -6726967
Avg Bars in Trades 95 89 101 95 89 101
Avg Bars in Winners 122 110 132 122 110 132
Avg Bars in Losers 68 69 68 68 69 68
Bars Traded 24528 11462 13066 24528 11462 13066
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 585951 526453 -247094 -37208 -105801 283517
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580068800000,
    "first_datapoint_time": 1580983200000,
    "last_datapoint_time": 1760133600000,
    "evaluation_time": 1760137563347,
    "expiration_time": 1766613600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 63,
            "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": [
        [
            1187364.0428953122,
            1013415.1243989056,
            173948.9184964062,
            18789594.93729878,
            6071721.780648129,
            12717873.156650644
        ],
        [
            1187.364043,
            1013.415124,
            173.948918,
            18789.594937,
            6071.721781,
            12717.873157
        ],
        [
            0.569936,
            0.48644,
            0.083496,
            0.251895,
            0.198079,
            0.233236
        ],
        [
            181.24367,
            181.24367,
            181.24367,
            181.24367,
            181.24367,
            181.24367
        ],
        [
            -87082,
            -62995,
            -82321,
            -17634110,
            -12063089,
            -11099507
        ],
        [
            2.159035,
            3.087515,
            1.322739,
            1.15779,
            1.097751,
            1.223255
        ],
        [
            257,
            128,
            129,
            257,
            128,
            129
        ],
        [
            128,
            62,
            66,
            128,
            62,
            66
        ],
        [
            129,
            66,
            63,
            129,
            66,
            63
        ],
        [
            49.805447,
            48.4375,
            51.162791,
            49.805447,
            48.4375,
            51.162791
        ],
        [
            2.175902,
            3.28671,
            1.262614,
            1.166836,
            1.168574,
            1.167653
        ],
        [
            379695,
            379695,
            49456,
            8361335,
            8361335,
            7113950
        ],
        [
            -38443,
            -35762,
            -38443,
            -6726967,
            -5189746,
            -6726967
        ],
        [
            95,
            89,
            101,
            95,
            89,
            101
        ],
        [
            122,
            110,
            132,
            122,
            110,
            132
        ],
        [
            68,
            69,
            68,
            68,
            69,
            68
        ],
        [
            24528,
            11462,
            13066,
            24528,
            11462,
            13066
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            585951,
            526453,
            -247094,
            -37208,
            -105801,
            283517
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580068800000,
    "first_datapoint_time": 1580983200000,
    "last_datapoint_time": 1760133600000,
    "evaluation_time": 1760137563347,
    "expiration_time": 1766613600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 128,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 63,
            "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)