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Trade: CHZ/USDT/120/T3/SSF/6762

Strategy
CHZ/USDT/120/T3/SSF/6762
Pair
CHZ_USDT
Interval
2h
Score
589962
Daily Profit
1.230135
Profit Factor
4.258856
Profitability
38.636364
Streak
0.000000
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-09-30 19:45
Expiration Time
2025-12-14 17:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2561964.3692 2458889.8953 103074.4739 4001771.9607 2675168.6614 1326603.2993
Total P&L (%) 2561.9644 2458.8899 103.0745 4001.772 2675.1687 1326.6033
Avg Daily Profit (%) 1.2301 1.1806 0.0495 0.1785 0.1597 0.1277
Buy And Hold Return (%) 394.1684 394.1684 394.1684 394.1684 394.1684 394.1684
Max Trade Drawdown -129251 -77662 -121469 -3042674 -3017557 -2867012
Profit Factor 4.2589 7.4611 1.2541 1.2045 1.2713 1.1366
Total Trades 132 66 66 132 66 66
Winning Trades 51 26 25 51 26 25
Losing Trades 81 40 41 81 40 41
Profitability (%) 38.6364 39.3939 37.8788 38.6364 39.3939 37.8788
Ratio Avg Win / Avg Loss 6.7641 11.4787 2.0568 1.913 1.9559 1.864
Largest Winning Trade 2277158 2277158 55472 3283170 3283170 972316
Largest Losing Trade -43699 -25569 -43699 -1045791 -890430 -1045791
Avg Bars in Trades 185 188 181 185 188 181
Avg Bars in Winners 323 325 321 323 325 321
Avg Bars in Losers 97 100 95 97 100 95
Bars Traded 24421 12454 11967 24421 12454 11967
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 589962 -107065 -420851 158241 -120011 -223255
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579240800000,
    "first_datapoint_time": 1580724000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759250736922,
    "expiration_time": 1765725926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 207,
            "offset": 0,
            "a": 0.71622
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 56,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            2561964.369215583,
            2458889.89531567,
            103074.4738999121,
            4001771.9607097525,
            2675168.661431531,
            1326603.2992782218
        ],
        [
            2561.964369,
            2458.889895,
            103.074474,
            4001.771961,
            2675.168661,
            1326.603299
        ],
        [
            1.230135,
            1.180643,
            0.049492,
            0.178488,
            0.159696,
            0.1277
        ],
        [
            394.168357,
            394.168357,
            394.168357,
            394.168357,
            394.168357,
            394.168357
        ],
        [
            -129251,
            -77662,
            -121469,
            -3042674,
            -3017557,
            -2867012
        ],
        [
            4.258856,
            7.461142,
            1.254135,
            1.20446,
            1.271328,
            1.136583
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            38.636364,
            39.393939,
            37.878788,
            38.636364,
            39.393939,
            37.878788
        ],
        [
            6.764065,
            11.47868,
            2.056782,
            1.912967,
            1.95589,
            1.863996
        ],
        [
            2277158,
            2277158,
            55472,
            3283170,
            3283170,
            972316
        ],
        [
            -43699,
            -25569,
            -43699,
            -1045791,
            -890430,
            -1045791
        ],
        [
            185,
            188,
            181,
            185,
            188,
            181
        ],
        [
            323,
            325,
            321,
            323,
            325,
            321
        ],
        [
            97,
            100,
            95,
            97,
            100,
            95
        ],
        [
            24421,
            12454,
            11967,
            24421,
            12454,
            11967
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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        ],
        [
            589962,
            -107065,
            -420851,
            158241,
            -120011,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579240800000,
    "first_datapoint_time": 1580724000000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759250736922,
    "expiration_time": 1765725926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 207,
            "offset": 0,
            "a": 0.71622
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 56,
            "offset": 0,
            "poles": 3
        }
    }
}

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)