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Trade: CHZ/USDT/360/DEMA/SSF/3551

Strategy
CHZ/USDT/360/DEMA/SSF/3551
Pair
CHZ_USDT
Interval
6h
Score
703546
Daily Profit
1.012243
Profit Factor
8.589730
Profitability
43.902439
Streak
0.000000
Best Strategy
Training Data Length
2216.750000
Evaluation Time
2025-09-30 19:48
Expiration Time
2025-12-06 02:03

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2426568.686 2243890.2232 182678.4628 19817679.6882 4943740.0359 14873939.6523
Total P&L (%) 2426.5687 2243.8902 182.6785 19817.6797 4943.74 14873.9397
Avg Daily Profit (%) 1.0947 1.0122 0.0824 0.2391 0.177 0.2262
Buy And Hold Return (%) 260.603 260.603 260.603 260.603 260.603 260.603
Max Trade Drawdown -69720 -49437 -62118 -20174623 -13063738 -12693098
Profit Factor 5.3422 8.5897 1.6941 1.2 1.0893 1.34
Total Trades 82 41 41 82 41 41
Winning Trades 35 18 17 35 18 17
Losing Trades 47 23 24 47 23 24
Profitability (%) 42.6829 43.9024 41.4634 42.6829 43.9024 41.4634
Ratio Avg Win / Avg Loss 7.1738 10.9758 2.3917 1.6114 1.3919 1.8918
Largest Winning Trade 1953819 1953819 55663 15753259 15753259 11528941
Largest Losing Trade -32629 -32629 -30771 -10041315 -7044202 -10041315
Avg Bars in Trades 104 114 93 104 114 93
Avg Bars in Winners 173 182 163 173 182 163
Avg Bars in Losers 52 61 44 52 61 44
Bars Traded 8537 4695 3842 8537 4695 3842
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 354403 703546 -248780 -2667 -116759 231023
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8867,
    "evaluation_days": 2216.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572069600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759250905704,
    "expiration_time": 1764979416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 46,
            "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": [
        [
            2426568.686048229,
            2243890.2232343256,
            182678.4628139029,
            19817679.688233875,
            4943740.035909699,
            14873939.652324168
        ],
        [
            2426.568686,
            2243.890223,
            182.678463,
            19817.679688,
            4943.740036,
            14873.939652
        ],
        [
            1.094651,
            1.012243,
            0.082408,
            0.239112,
            0.177025,
            0.226212
        ],
        [
            260.602997,
            260.602997,
            260.602997,
            260.602997,
            260.602997,
            260.602997
        ],
        [
            -69720,
            -49437,
            -62118,
            -20174623,
            -13063738,
            -12693098
        ],
        [
            5.342185,
            8.58973,
            1.6941,
            1.200004,
            1.089329,
            1.340028
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            42.682927,
            43.902439,
            41.463415,
            42.682927,
            43.902439,
            41.463415
        ],
        [
            7.173791,
            10.975766,
            2.39167,
            1.611434,
            1.39192,
            1.891804
        ],
        [
            1953819,
            1953819,
            55663,
            15753259,
            15753259,
            11528941
        ],
        [
            -32629,
            -32629,
            -30771,
            -10041315,
            -7044202,
            -10041315
        ],
        [
            104,
            114,
            93,
            104,
            114,
            93
        ],
        [
            173,
            182,
            163,
            173,
            182,
            163
        ],
        [
            52,
            61,
            44,
            52,
            61,
            44
        ],
        [
            8537,
            4695,
            3842,
            8537,
            4695,
            3842
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            354403,
            703546,
            -248780,
            -2667,
            -116759,
            231023
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8867,
    "evaluation_days": 2216.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572069600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759250905704,
    "expiration_time": 1764979416000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 46,
            "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)