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Trade: CHZ/USDT/480/KCL/PWMA/2715

Strategy
CHZ/USDT/480/KCL/PWMA/2715
Pair
CHZ_USDT
Interval
8h
Score
752142
Daily Profit
1.158434
Profit Factor
5.713456
Profitability
56.521739
Streak
59.750731
Best Strategy
Training Data Length
2228.000000
Evaluation Time
2025-10-11 21:01
Expiration Time
2025-12-17 14:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2381792.7306 2580991.2012 -199198.4706 -98920.2969 255846.4426 -354766.7395
Total P&L (%) 2381.7927 2580.9912 -199.1985 -98.9203 255.8464 -354.7667
Avg Daily Profit (%) 1.069 1.1584 -0.0894 -0.203 0.057 0
Buy And Hold Return (%) 675.5392 675.5392 675.5392 675.5392 675.5392 675.5392
Max Trade Drawdown -264671 -149176 -172237 -274555 -9738 -270604
Profit Factor 3.6945 5.7135 0.4078 0.7464 9.5116 0.0146
Total Trades 93 46 47 93 46 47
Winning Trades 52 26 26 52 26 26
Losing Trades 41 20 21 41 20 21
Profitability (%) 55.914 56.5217 55.3191 55.914 56.5217 55.3191
Ratio Avg Win / Avg Loss 2.913 4.395 0.3294 0.5885 7.3166 0.0118
Largest Winning Trade 2522571 2522571 15074 264584 264584 1477
Largest Losing Trade -95983 -58368 -95983 -264023 -6462 -264023
Avg Bars in Trades 70 129 13 70 129 13
Avg Bars in Winners 66 122 10 66 122 10
Avg Bars in Losers 75 137 17 75 137 17
Bars Traded 6587 5952 635 6587 5952 635
Profit Streak 59.7507 59.7507 84.0841 59.7507 59.7507 84.0841
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 720071 752142 -578768 -578369 -272592 -578490
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6684,
    "evaluation_days": 2228,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1569715200000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760205663168,
    "expiration_time": 1765973376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 70,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 67,
            "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": [
        [
            2381792.7306370568,
            2580991.201213257,
            -199198.4705761991,
            -98920.2969281413,
            255846.4426036823,
            -354766.7395318236
        ],
        [
            2381.792731,
            2580.991201,
            -199.198471,
            -98.920297,
            255.846443,
            -354.76674
        ],
        [
            1.069027,
            1.158434,
            -0.089407,
            -0.203047,
            0.056988,
            0
        ],
        [
            675.539227,
            675.539227,
            675.539227,
            675.539227,
            675.539227,
            675.539227
        ],
        [
            -264671,
            -149176,
            -172237,
            -274555,
            -9738,
            -270604
        ],
        [
            3.694536,
            5.713456,
            0.407773,
            0.746417,
            9.511633,
            0.014626
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            55.913978,
            56.521739,
            55.319149,
            55.913978,
            56.521739,
            55.319149
        ],
        [
            2.912999,
            4.394967,
            0.329355,
            0.588521,
            7.316641,
            0.011814
        ],
        [
            2522571,
            2522571,
            15074,
            264584,
            264584,
            1477
        ],
        [
            -95983,
            -58368,
            -95983,
            -264023,
            -6462,
            -264023
        ],
        [
            70,
            129,
            13,
            70,
            129,
            13
        ],
        [
            66,
            122,
            10,
            66,
            122,
            10
        ],
        [
            75,
            137,
            17,
            75,
            137,
            17
        ],
        [
            6587,
            5952,
            635,
            6587,
            5952,
            635
        ],
        [
            59.750731,
            59.750731,
            84.084064,
            59.750731,
            59.750731,
            84.084064
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            720071,
            752142,
            -578768,
            -578369,
            -272592,
            -578490
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6684,
    "evaluation_days": 2228,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1569715200000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760205663168,
    "expiration_time": 1765973376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 70,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 67,
            "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)