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Trade: CHZ/USDT/360/SSF/EMA/4824

Strategy
CHZ/USDT/360/SSF/EMA/4824
Pair
CHZ_USDT
Interval
6h
Score
627262
Daily Profit
0.937707
Profit Factor
5.855621
Profitability
45.714286
Streak
15.607182
Best Strategy
Training Data Length
2221.500000
Evaluation Time
2025-10-05 11:34
Expiration Time
2025-12-10 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2102085.4792 2083116.5805 18968.8988 592543.9074 557003.5899 35540.3175
Total P&L (%) 2102.0855 2083.1166 18.9689 592.5439 557.0036 35.5403
Avg Daily Profit (%) 0.9462 0.9377 0.0085 0.0872 0.0848 0.0137
Buy And Hold Return (%) 783.1975 783.1975 783.1975 783.1975 783.1975 783.1975
Max Trade Drawdown -106143 -82623 -79342 -1915142 -1246094 -1420012
Profit Factor 3.4305 5.8556 1.0435 1.0664 1.1261 1.0079
Total Trades 210 105 105 210 105 105
Winning Trades 98 48 50 98 48 50
Losing Trades 112 57 55 112 57 55
Profitability (%) 46.6667 45.7143 47.619 46.6667 45.7143 47.619
Ratio Avg Win / Avg Loss 3.9206 6.9536 1.1479 1.2187 1.3372 1.1087
Largest Winning Trade 1970690 1970690 54262 1541734 1541734 369906
Largest Losing Trade -49212 -41500 -49212 -986032 -480914 -986032
Avg Bars in Trades 41 41 41 41 41 41
Avg Bars in Winners 52 49 54 52 49 54
Avg Bars in Losers 31 35 28 31 35 28
Bars Traded 8691 4381 4310 8691 4381 4310
Profit Streak 0 15.6072 0 0 15.6072 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 585530 627262 -521053 -389647 -327853 -553380
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8886,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571032800000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759653260550,
    "expiration_time": 1765402128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 6,
            "offset": 153,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 130,
            "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": [
        [
            2102085.4792378927,
            2083116.580487084,
            18968.8987508096,
            592543.9073898367,
            557003.589889986,
            35540.3174998504
        ],
        [
            2102.085479,
            2083.11658,
            18.968899,
            592.543907,
            557.00359,
            35.540317
        ],
        [
            0.946246,
            0.937707,
            0.008539,
            0.08715,
            0.084777,
            0.01369
        ],
        [
            783.197516,
            783.197516,
            783.197516,
            783.197516,
            783.197516,
            783.197516
        ],
        [
            -106143,
            -82623,
            -79342,
            -1915142,
            -1246094,
            -1420012
        ],
        [
            3.430529,
            5.855621,
            1.043521,
            1.066404,
            1.126069,
            1.007889
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            98,
            48,
            50,
            98,
            48,
            50
        ],
        [
            112,
            57,
            55,
            112,
            57,
            55
        ],
        [
            46.666667,
            45.714286,
            47.619048,
            46.666667,
            45.714286,
            47.619048
        ],
        [
            3.920605,
            6.95355,
            1.147873,
            1.218747,
            1.337206,
            1.108678
        ],
        [
            1970690,
            1970690,
            54262,
            1541734,
            1541734,
            369906
        ],
        [
            -49212,
            -41500,
            -49212,
            -986032,
            -480914,
            -986032
        ],
        [
            41,
            41,
            41,
            41,
            41,
            41
        ],
        [
            52,
            49,
            54,
            52,
            49,
            54
        ],
        [
            31,
            35,
            28,
            31,
            35,
            28
        ],
        [
            8691,
            4381,
            4310,
            8691,
            4381,
            4310
        ],
        [
            0,
            15.607182,
            0,
            0,
            15.607182,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            585530,
            627262,
            -521053,
            -389647,
            -327853,
            -553380
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8886,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571032800000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759653260550,
    "expiration_time": 1765402128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 6,
            "offset": 153,
            "poles": 2
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 130,
            "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)