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Trade: CHZ/USDT/240/ALMA/MIDPRICE/4139

Strategy
CHZ/USDT/240/ALMA/MIDPRICE/4139
Pair
CHZ_USDT
Interval
4h
Score
746479
Daily Profit
1.008037
Profit Factor
12.155853
Profitability
52.777778
Streak
117.067512
Best Strategy
Training Data Length
2216.170000
Evaluation Time
2025-09-30 12:37
Expiration Time
2025-12-05 21:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2318276.0305 2233982.1088 84293.9217 4666284.7223 7253331.4159 -2587046.6935
Total P&L (%) 2318.276 2233.9821 84.2939 4666.2847 7253.3314 -2587.0467
Avg Daily Profit (%) 1.0461 1.008 0.038 0.1745 0.1941 0
Buy And Hold Return (%) 678.1318 678.1318 678.1318 678.1318 678.1318 678.1318
Max Trade Drawdown -109948 -56919 -80718 -8180213 -3146372 -5439724
Profit Factor 5.2022 12.1559 1.2399 1.1881 1.8524 0.8412
Total Trades 73 36 37 73 36 37
Winning Trades 39 19 20 39 19 20
Losing Trades 34 17 17 34 17 17
Profitability (%) 53.4247 52.7778 54.0541 53.4247 52.7778 54.0541
Ratio Avg Win / Avg Loss 4.5352 10.8763 1.0539 1.0358 1.6574 0.715
Largest Winning Trade 1962306 1962306 56074 5498925 5498925 2242378
Largest Losing Trade -59100 -34277 -59100 -5147108 -1953840 -5147108
Avg Bars in Trades 177 176 179 177 176 179
Avg Bars in Winners 261 240 282 261 240 282
Avg Bars in Losers 81 104 58 81 104 58
Bars Traded 12983 6346 6637 12983 6346 6637
Profit Streak 0 117.0675 0 0 117.0675 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -56972 746479 -307622 -81389 475672 -580247
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13297,
    "evaluation_days": 2216.17,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1570924800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759225033017,
    "expiration_time": 1764963504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 85,
            "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": [
        [
            2318276.030522635,
            2233982.1088277567,
            84293.9216948778,
            4666284.722309981,
            7253331.415850097,
            -2587046.6935401163
        ],
        [
            2318.276031,
            2233.982109,
            84.293922,
            4666.284722,
            7253.331416,
            -2587.046694
        ],
        [
            1.046073,
            1.008037,
            0.038036,
            0.174514,
            0.194115,
            0
        ],
        [
            678.131846,
            678.131846,
            678.131846,
            678.131846,
            678.131846,
            678.131846
        ],
        [
            -109948,
            -56919,
            -80718,
            -8180213,
            -3146372,
            -5439724
        ],
        [
            5.202156,
            12.155853,
            1.239856,
            1.188139,
            1.852442,
            0.841221
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            53.424658,
            52.777778,
            54.054054,
            53.424658,
            52.777778,
            54.054054
        ],
        [
            4.535213,
            10.87629,
            1.053878,
            1.035814,
            1.657448,
            0.715038
        ],
        [
            1962306,
            1962306,
            56074,
            5498925,
            5498925,
            2242378
        ],
        [
            -59100,
            -34277,
            -59100,
            -5147108,
            -1953840,
            -5147108
        ],
        [
            177,
            176,
            179,
            177,
            176,
            179
        ],
        [
            261,
            240,
            282,
            261,
            240,
            282
        ],
        [
            81,
            104,
            58,
            81,
            104,
            58
        ],
        [
            12983,
            6346,
            6637,
            12983,
            6346,
            6637
        ],
        [
            0,
            117.067512,
            0,
            0,
            117.067512,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -56972,
            746479,
            -307622,
            -81389,
            475672,
            -580247
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13297,
    "evaluation_days": 2216.17,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1570924800000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759225033017,
    "expiration_time": 1764963504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 85,
            "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)