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Trade: CHZ/USDT/360/RMA/HILO/4470

Strategy
CHZ/USDT/360/RMA/HILO/4470
Pair
CHZ_USDT
Interval
6h
Score
739183
Daily Profit
1.059959
Profit Factor
10.931119
Profitability
46.341463
Streak
0.000000
Best Strategy
Training Data Length
2227.750000
Evaluation Time
2025-10-11 22:27
Expiration Time
2025-12-17 09:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2297966.9002 2361324.1996 -63357.2994 -201267.171 -185732.2831 -15534.8879
Total P&L (%) 2297.9669 2361.3242 -63.3573 -201.2672 -185.7323 -15.5349
Avg Daily Profit (%) 1.0315 1.06 -0.0284 0 0 -0.0076
Buy And Hold Return (%) 279.6264 279.6264 279.6264 279.6264 279.6264 279.6264
Max Trade Drawdown -162687 -82345 -125611 -647626 -369762 -309873
Profit Factor 5.029 10.9311 0.8095 0.8575 0.7303 0.9785
Total Trades 83 41 42 83 41 42
Winning Trades 37 19 18 43 21 22
Losing Trades 46 22 24 40 20 20
Profitability (%) 44.5783 46.3415 42.8571 51.8072 51.2195 52.381
Ratio Avg Win / Avg Loss 6.2523 12.6571 1.0793 0.7977 0.6955 0.8896
Largest Winning Trade 2438164 2438164 49417 135978 78458 135978
Largest Losing Trade -114281 -48405 -114281 -189909 -189909 -152274
Avg Bars in Trades 102 80 123 102 80 123
Avg Bars in Winners 157 132 184 47 31 63
Avg Bars in Losers 57 36 77 161 132 189
Bars Traded 8505 3316 5189 8505 3316 5189
Profit Streak 0 0 0 86.0605 292.0605 86.0605
Trades During Streak 0 0 0 8 8 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 640698 739183 -581845 -580236 -579129 -579018
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8911,
    "evaluation_days": 2227.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571443200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760210830091,
    "expiration_time": 1765958328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            2297966.9001880577,
            2361324.1996283927,
            -63357.2994403366,
            -201267.1709598452,
            -185732.2830746633,
            -15534.8878851817
        ],
        [
            2297.9669,
            2361.3242,
            -63.357299,
            -201.267171,
            -185.732283,
            -15.534888
        ],
        [
            1.031519,
            1.059959,
            -0.02844,
            0,
            0,
            -0.007578
        ],
        [
            279.626407,
            279.626407,
            279.626407,
            279.626407,
            279.626407,
            279.626407
        ],
        [
            -162687,
            -82345,
            -125611,
            -647626,
            -369762,
            -309873
        ],
        [
            5.029049,
            10.931119,
            0.809497,
            0.857493,
            0.730272,
            0.978535
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            37,
            19,
            18,
            43,
            21,
            22
        ],
        [
            46,
            22,
            24,
            40,
            20,
            20
        ],
        [
            44.578313,
            46.341463,
            42.857143,
            51.807229,
            51.219512,
            52.380952
        ],
        [
            6.252331,
            12.657085,
            1.07933,
            0.797668,
            0.695497,
            0.889577
        ],
        [
            2438164,
            2438164,
            49417,
            135978,
            78458,
            135978
        ],
        [
            -114281,
            -48405,
            -114281,
            -189909,
            -189909,
            -152274
        ],
        [
            102,
            80,
            123,
            102,
            80,
            123
        ],
        [
            157,
            132,
            184,
            47,
            31,
            63
        ],
        [
            57,
            36,
            77,
            161,
            132,
            189
        ],
        [
            8505,
            3316,
            5189,
            8505,
            3316,
            5189
        ],
        [
            0,
            0,
            0,
            86.060533,
            292.060533,
            86.060533
        ],
        [
            0,
            0,
            0,
            8,
            8,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            640698,
            739183,
            -581845,
            -580236,
            -579129,
            -579018
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8911,
    "evaluation_days": 2227.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571443200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760210830091,
    "expiration_time": 1765958328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 173,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)