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Trade: CHZ/USDT/360/T3/SSF/5058

Strategy
CHZ/USDT/360/T3/SSF/5058
Pair
CHZ_USDT
Interval
6h
Score
732226
Daily Profit
1.094815
Profit Factor
11.423602
Profitability
57.142857
Streak
0.000000
Best Strategy
Training Data Length
2226.250000
Evaluation Time
2025-10-10 08:08
Expiration Time
2025-12-15 20:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2568404.4501 2437331.5878 131072.8623 7054880.6925 487285.342 6567595.3504
Total P&L (%) 2568.4045 2437.3316 131.0729 7054.8807 487.2853 6567.5954
Avg Daily Profit (%) 1.1537 1.0948 0.0589 0.192 0.0796 0.1888
Buy And Hold Return (%) 666.4179 666.4179 666.4179 666.4179 666.4179 666.4179
Max Trade Drawdown -90994 -52644 -65307 -5897132 -6168661 -3472092
Profit Factor 5.4453 11.4236 1.3811 1.265 1.0296 1.6482
Total Trades 71 35 36 71 35 36
Winning Trades 37 20 17 37 20 17
Losing Trades 34 15 19 34 15 19
Profitability (%) 52.1127 57.1429 47.2222 52.1127 57.1429 47.2222
Ratio Avg Win / Avg Loss 5.0038 8.5677 1.5436 1.1624 0.7722 1.8421
Largest Winning Trade 2032744 2032744 54234 3172397 3172397 2299388
Largest Losing Trade -90387 -49759 -90387 -4491319 -4491319 -1288744
Avg Bars in Trades 124 143 105 124 143 105
Avg Bars in Winners 159 171 145 159 171 145
Avg Bars in Losers 85 106 68 85 106 68
Bars Traded 8804 5020 3784 8804 5020 3784
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 -71483 732226 -279474 -82886 -441281 359320
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8905,
    "evaluation_days": 2226.25,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1569261600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760072906000,
    "expiration_time": 1765824840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 72,
            "offset": 0,
            "a": 0.66302
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 173,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            2568404.450105155,
            2437331.587817022,
            131072.8622881335,
            7054880.692474203,
            487285.342039439,
            6567595.350434761
        ],
        [
            2568.40445,
            2437.331588,
            131.072862,
            7054.880692,
            487.285342,
            6567.59535
        ],
        [
            1.153691,
            1.094815,
            0.058876,
            0.192004,
            0.079553,
            0.188829
        ],
        [
            666.41791,
            666.41791,
            666.41791,
            666.41791,
            666.41791,
            666.41791
        ],
        [
            -90994,
            -52644,
            -65307,
            -5897132,
            -6168661,
            -3472092
        ],
        [
            5.445272,
            11.423602,
            1.381075,
            1.265014,
            1.029554,
            1.648162
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            34,
            15,
            19,
            34,
            15,
            19
        ],
        [
            52.112676,
            57.142857,
            47.222222,
            52.112676,
            57.142857,
            47.222222
        ],
        [
            5.003764,
            8.567701,
            1.543555,
            1.162445,
            0.772165,
            1.842064
        ],
        [
            2032744,
            2032744,
            54234,
            3172397,
            3172397,
            2299388
        ],
        [
            -90387,
            -49759,
            -90387,
            -4491319,
            -4491319,
            -1288744
        ],
        [
            124,
            143,
            105,
            124,
            143,
            105
        ],
        [
            159,
            171,
            145,
            159,
            171,
            145
        ],
        [
            85,
            106,
            68,
            85,
            106,
            68
        ],
        [
            8804,
            5020,
            3784,
            8804,
            5020,
            3784
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45
        ],
        [
            -71483,
            732226,
            -279474,
            -82886,
            -441281,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8905,
    "evaluation_days": 2226.25,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1569261600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760072906000,
    "expiration_time": 1765824840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 72,
            "offset": 0,
            "a": 0.66302
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 173,
            "offset": 0,
            "poles": 2
        }
    }
}

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)