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Trade: CHZ/USDT/360/ZLMA/DEMA/2487

Strategy
CHZ/USDT/360/ZLMA/DEMA/2487
Pair
CHZ_USDT
Interval
6h
Score
808512
Daily Profit
1.051789
Profit Factor
10.634138
Profitability
54.285714
Streak
0.000000
Best Strategy
Training Data Length
2228.000000
Evaluation Time
2025-10-11 23:19
Expiration Time
2025-12-17 16:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2578077.0144 2343385.26 234691.7545 39650733.2529 372412.188 39278321.0649
Total P&L (%) 2578.077 2343.3853 234.6918 39650.7333 372.4122 39278.3211
Avg Daily Profit (%) 1.1571 1.0518 0.1053 0.269 0.0697 0.2686
Buy And Hold Return (%) 128.9878 128.9878 128.9878 128.9878 128.9878 128.9878
Max Trade Drawdown -111647 -75654 -58381 -104130925 -72130365 -40772734
Profit Factor 6.6062 10.6341 2.0834 1.1434 1.0025 1.3155
Total Trades 70 35 35 70 35 35
Winning Trades 35 19 16 35 19 16
Losing Trades 35 16 19 35 16 19
Profitability (%) 50 54.2857 45.7143 50 54.2857 45.7143
Ratio Avg Win / Avg Loss 6.6062 8.9551 2.474 1.1434 0.8442 1.5622
Largest Winning Trade 2067629 2067629 47740 46446870 30998010 46446870
Largest Losing Trade -33088 -33082 -33088 -31350707 -31350707 -24873212
Avg Bars in Trades 123 139 106 123 139 106
Avg Bars in Winners 186 199 172 186 199 172
Avg Bars in Losers 59 69 51 59 69 51
Bars Traded 8622 4893 3729 8622 4893 3729
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 -76773 808512 -58164 -152942 -322018 296540
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8912,
    "evaluation_days": 2228,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573106400000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760213998307,
    "expiration_time": 1765980576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 63,
            "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": [
        [
            2578077.0144446995,
            2343385.259986915,
            234691.7544577833,
            39650733.252872586,
            372412.1880067959,
            39278321.06486581
        ],
        [
            2578.077014,
            2343.38526,
            234.691754,
            39650.733253,
            372.412188,
            39278.321065
        ],
        [
            1.157126,
            1.051789,
            0.105337,
            0.268997,
            0.069714,
            0.268574
        ],
        [
            128.987808,
            128.987808,
            128.987808,
            128.987808,
            128.987808,
            128.987808
        ],
        [
            -111647,
            -75654,
            -58381,
            -104130925,
            -72130365,
            -40772734
        ],
        [
            6.60621,
            10.634138,
            2.08341,
            1.143395,
            1.00245,
            1.315509
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            50,
            54.285714,
            45.714286,
            50,
            54.285714,
            45.714286
        ],
        [
            6.60621,
            8.955064,
            2.474049,
            1.143395,
            0.844168,
            1.562167
        ],
        [
            2067629,
            2067629,
            47740,
            46446870,
            30998010,
            46446870
        ],
        [
            -33088,
            -33082,
            -33088,
            -31350707,
            -31350707,
            -24873212
        ],
        [
            123,
            139,
            106,
            123,
            139,
            106
        ],
        [
            186,
            199,
            172,
            186,
            199,
            172
        ],
        [
            59,
            69,
            51,
            59,
            69,
            51
        ],
        [
            8622,
            4893,
            3729,
            8622,
            4893,
            3729
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76773,
            808512,
            -58164,
            -152942,
            -322018,
            296540
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8912,
    "evaluation_days": 2228,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573106400000,
    "last_datapoint_time": 1760205600000,
    "evaluation_time": 1760213998307,
    "expiration_time": 1765980576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 63,
            "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)