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Trade: CHZ/USDT/720/BBM/MIDPRICE/6694

Strategy
CHZ/USDT/720/BBM/MIDPRICE/6694
Pair
CHZ_USDT
Interval
12h
Score
715902
Daily Profit
1.110954
Profit Factor
8.732909
Profitability
43.333333
Streak
109.356126
Best Strategy
Training Data Length
2226.000000
Evaluation Time
2025-10-09 23:32
Expiration Time
2025-12-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2431040.2119 2472983.2062 -41942.9943 56818.0119 559135.5549 -502317.543
Total P&L (%) 2431.0402 2472.9832 -41.943 56.818 559.1356 -502.3175
Avg Daily Profit (%) 1.0921 1.111 -0.0188 0.0202 0.0848 0
Buy And Hold Return (%) 138.9096 138.9096 138.9096 138.9096 138.9096 138.9096
Max Trade Drawdown -185657 -123057 -87068 -2208099 -1657963 -678447
Profit Factor 5.9789 8.7329 0.751 1.018 1.2487 0.4466
Total Trades 61 30 31 61 30 31
Winning Trades 25 13 12 25 13 12
Losing Trades 36 17 19 36 17 19
Profitability (%) 40.9836 43.3333 38.7097 40.9836 43.3333 38.7097
Ratio Avg Win / Avg Loss 8.6096 11.42 1.1891 1.4659 1.6329 0.7071
Largest Winning Trade 2576308 2576308 23213 2192869 2192869 100714
Largest Losing Trade -60072 -60072 -22556 -997269 -997269 -300819
Avg Bars in Trades 56 96 18 56 96 18
Avg Bars in Winners 77 125 25 77 125 25
Avg Bars in Losers 42 74 14 42 74 14
Bars Traded 3476 2900 576 3476 2900 576
Profit Streak 106.8561 109.3561 106.8561 106.8561 109.3561 106.8561
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -146893 715902 -582702 -701179 -82784 -584369
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4452,
    "evaluation_days": 2226,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572868800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760041969265,
    "expiration_time": 1765780992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 120,
            "offset": 0,
            "std": 1.08192
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 119,
            "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": [
        [
            2431040.211924576,
            2472983.206241661,
            -41942.9943170838,
            56818.0118737817,
            559135.5548689113,
            -502317.5429951294
        ],
        [
            2431.040212,
            2472.983206,
            -41.942994,
            56.818012,
            559.135555,
            -502.317543
        ],
        [
            1.092112,
            1.110954,
            -0.018842,
            0.020214,
            0.084751,
            0
        ],
        [
            138.909643,
            138.909643,
            138.909643,
            138.909643,
            138.909643,
            138.909643
        ],
        [
            -185657,
            -123057,
            -87068,
            -2208099,
            -1657963,
            -678447
        ],
        [
            5.978919,
            8.732909,
            0.751031,
            1.018005,
            1.248722,
            0.446585
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            40.983607,
            43.333333,
            38.709677,
            40.983607,
            43.333333,
            38.709677
        ],
        [
            8.609644,
            11.419958,
            1.189133,
            1.465927,
            1.632944,
            0.707094
        ],
        [
            2576308,
            2576308,
            23213,
            2192869,
            2192869,
            100714
        ],
        [
            -60072,
            -60072,
            -22556,
            -997269,
            -997269,
            -300819
        ],
        [
            56,
            96,
            18,
            56,
            96,
            18
        ],
        [
            77,
            125,
            25,
            77,
            125,
            25
        ],
        [
            42,
            74,
            14,
            42,
            74,
            14
        ],
        [
            3476,
            2900,
            576,
            3476,
            2900,
            576
        ],
        [
            106.856126,
            109.356126,
            106.856126,
            106.856126,
            109.356126,
            106.856126
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -146893,
            715902,
            -582702,
            -701179,
            -82784,
            -584369
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4452,
    "evaluation_days": 2226,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572868800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760041969265,
    "expiration_time": 1765780992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 120,
            "offset": 0,
            "std": 1.08192
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 119,
            "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)