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Trade: CHZ/USDT/480/KCL/FWMA/3998

Strategy
CHZ/USDT/480/KCL/FWMA/3998
Pair
CHZ_USDT
Interval
8h
Score
864229
Daily Profit
2.239685
Profit Factor
18.317790
Profitability
58.620690
Streak
0.000000
Best Strategy
Training Data Length
2228.330000
Evaluation Time
2025-10-12 10:50
Expiration Time
2025-12-17 22:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 5094073.0765 4990757.3814 103315.6951 2697957.3188 -1316914.3645 4014871.6832
Total P&L (%) 5094.0731 4990.7574 103.3157 2697.9573 -1316.9144 4014.8717
Avg Daily Profit (%) 2.2861 2.2397 0.0464 0.1496 0 0.167
Buy And Hold Return (%) 219.5243 219.5243 219.5243 219.5243 219.5243 219.5243
Max Trade Drawdown -129987 -138179 -18459 -7390332 -8600597 -582858
Profit Factor 15.4641 18.3178 2.6143 1.1888 0.8991 4.2549
Total Trades 58 29 29 58 29 29
Winning Trades 36 17 19 36 17 19
Losing Trades 22 12 10 22 12 10
Profitability (%) 62.069 58.6207 65.5172 62.069 58.6207 65.5172
Ratio Avg Win / Avg Loss 9.4503 12.9302 1.3759 0.7265 0.6347 2.2394
Largest Winning Trade 5010249 5010249 30413 7256471 7256471 1348082
Largest Losing Trade -56690 -56690 -18272 -3872077 -3872077 -571630
Avg Bars in Trades 107 195 18 107 195 18
Avg Bars in Winners 63 109 22 63 109 22
Avg Bars in Losers 179 319 12 179 319 12
Bars Traded 6225 5683 542 6225 5683 542
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 -154951 864229 -290655 -185322 -579715 620570
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6685,
    "evaluation_days": 2228.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574409600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760255425853,
    "expiration_time": 1766003040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 96,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 109,
            "offset": 124
        }
    }
}
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": [
        [
            5094073.076482054,
            4990757.381385752,
            103315.6950963007,
            2697957.3187765125,
            -1316914.364460154,
            4014871.683236667
        ],
        [
            5094.073076,
            4990.757381,
            103.315695,
            2697.957319,
            -1316.914364,
            4014.871683
        ],
        [
            2.28605,
            2.239685,
            0.046365,
            0.149617,
            0,
            0.166954
        ],
        [
            219.524281,
            219.524281,
            219.524281,
            219.524281,
            219.524281,
            219.524281
        ],
        [
            -129987,
            -138179,
            -18459,
            -7390332,
            -8600597,
            -582858
        ],
        [
            15.464112,
            18.31779,
            2.614299,
            1.188825,
            0.899123,
            4.254909
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            22,
            12,
            10,
            22,
            12,
            10
        ],
        [
            62.068966,
            58.62069,
            65.517241,
            62.068966,
            58.62069,
            65.517241
        ],
        [
            9.45029,
            12.930205,
            1.375947,
            0.726504,
            0.634675,
            2.239426
        ],
        [
            5010249,
            5010249,
            30413,
            7256471,
            7256471,
            1348082
        ],
        [
            -56690,
            -56690,
            -18272,
            -3872077,
            -3872077,
            -571630
        ],
        [
            107,
            195,
            18,
            107,
            195,
            18
        ],
        [
            63,
            109,
            22,
            63,
            109,
            22
        ],
        [
            179,
            319,
            12,
            179,
            319,
            12
        ],
        [
            6225,
            5683,
            542,
            6225,
            5683,
            542
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -154951,
            864229,
            -290655,
            -185322,
            -579715,
            620570
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6685,
    "evaluation_days": 2228.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574409600000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760255425853,
    "expiration_time": 1766003040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 96,
            "offset": 0,
            "scalar": 5
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 109,
            "offset": 124
        }
    }
}

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)