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Trade: CHZ/USDT/480/SSF/HMA/2278

Strategy
CHZ/USDT/480/SSF/HMA/2278
Pair
CHZ_USDT
Interval
8h
Score
761954
Daily Profit
0.984749
Profit Factor
9.531188
Profitability
48.387097
Streak
0.000000
Best Strategy
Training Data Length
2225.670000
Evaluation Time
2025-10-09 14:21
Expiration Time
2025-12-15 04:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2261778.1062 2191727.073 70051.0332 2335153.9612 3196762.3741 -861608.4129
Total P&L (%) 2261.7781 2191.7271 70.051 2335.154 3196.7624 -861.6084
Avg Daily Profit (%) 1.0162 0.9847 0.0315 0.1435 0.1572 0
Buy And Hold Return (%) 314.5871 314.5871 314.5871 314.5871 314.5871 314.5871
Max Trade Drawdown -149944 -92840 -110120 -18722831 -10529613 -11190015
Profit Factor 4.9546 9.5312 1.2224 1.0416 1.1163 0.97
Total Trades 63 31 32 63 31 32
Winning Trades 28 15 13 28 15 13
Losing Trades 35 16 19 35 16 19
Profitability (%) 44.4444 48.3871 40.625 44.4444 48.3871 40.625
Ratio Avg Win / Avg Loss 6.1933 10.1666 1.7865 1.302 1.1907 1.4177
Largest Winning Trade 2032298 2032298 50867 9698415 9698415 5608374
Largest Losing Trade -33689 -33689 -30876 -5403929 -5403929 -4498541
Avg Bars in Trades 101 95 107 101 95 107
Avg Bars in Winners 154 144 165 154 144 165
Avg Bars in Losers 60 50 68 60 50 68
Bars Traded 6419 2972 3447 6419 2972 3447
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 -132322 761954 -319576 -329237 -85565 -582789
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6677,
    "evaluation_days": 2225.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571731200000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760008905457,
    "expiration_time": 1765765728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 188,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "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": [
        [
            2261778.1061883788,
            2191727.072972789,
            70051.0332155907,
            2335153.961246433,
            3196762.374107588,
            -861608.4128611605
        ],
        [
            2261.778106,
            2191.727073,
            70.051033,
            2335.153961,
            3196.762374,
            -861.608413
        ],
        [
            1.016223,
            0.984749,
            0.031474,
            0.143547,
            0.157178,
            0
        ],
        [
            314.587137,
            314.587137,
            314.587137,
            314.587137,
            314.587137,
            314.587137
        ],
        [
            -149944,
            -92840,
            -110120,
            -18722831,
            -10529613,
            -11190015
        ],
        [
            4.954644,
            9.531188,
            1.222369,
            1.041565,
            1.116325,
            0.969978
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            44.444444,
            48.387097,
            40.625,
            44.444444,
            48.387097,
            40.625
        ],
        [
            6.193305,
            10.1666,
            1.786539,
            1.301956,
            1.190746,
            1.41766
        ],
        [
            2032298,
            2032298,
            50867,
            9698415,
            9698415,
            5608374
        ],
        [
            -33689,
            -33689,
            -30876,
            -5403929,
            -5403929,
            -4498541
        ],
        [
            101,
            95,
            107,
            101,
            95,
            107
        ],
        [
            154,
            144,
            165,
            154,
            144,
            165
        ],
        [
            60,
            50,
            68,
            60,
            50,
            68
        ],
        [
            6419,
            2972,
            3447,
            6419,
            2972,
            3447
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -132322,
            761954,
            -319576,
            -329237,
            -85565,
            -582789
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6677,
    "evaluation_days": 2225.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571731200000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760008905457,
    "expiration_time": 1765765728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 188,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hma",
        "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)