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Trade: CHZ/USDT/720/ALMA/ZLMA/9417

Strategy
CHZ/USDT/720/ALMA/ZLMA/9417
Pair
CHZ_USDT
Interval
12h
Score
775154
Daily Profit
0.696383
Profit Factor
6.610846
Profitability
61.764706
Streak
120.700568
Best Strategy
Training Data Length
2221.500000
Evaluation Time
2025-10-05 07:48
Expiration Time
2025-12-10 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1575978.9912 1547014.778 28964.2132 -38114.5298 699514.5084 -737629.0382
Total P&L (%) 1575.979 1547.0148 28.9642 -38.1145 699.5145 -737.629
Avg Daily Profit (%) 0.7094 0.6964 0.013 -0.0216 0.0936 0
Buy And Hold Return (%) 340.798 340.798 340.798 340.798 340.798 340.798
Max Trade Drawdown -197730 -115120 -160668 -1582122 -548910 -1316674
Profit Factor 3.4643 6.6108 1.0796 0.989 1.5609 0.6695
Total Trades 67 34 33 67 34 33
Winning Trades 40 21 19 40 21 19
Losing Trades 27 13 14 27 13 14
Profitability (%) 59.7015 61.7647 57.5758 59.7015 61.7647 57.5758
Ratio Avg Win / Avg Loss 2.3384 4.0924 0.7955 0.6676 0.9663 0.4933
Largest Winning Trade 1278276 1278276 50495 393718 393718 341201
Largest Losing Trade -96486 -46309 -96486 -1061910 -382663 -1061910
Avg Bars in Trades 62 59 66 62 59 66
Avg Bars in Winners 59 54 66 59 54 66
Avg Bars in Losers 66 67 66 66 67 66
Bars Traded 4202 2010 2192 4202 2010 2192
Profit Streak 19.7006 120.7006 0 19.7006 120.7006 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -101834 775154 -474860 -699963 -71620 -579820
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4443,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575547200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759639729049,
    "expiration_time": 1765380528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 70,
            "offset": 112
        }
    }
}
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": [
        [
            1575978.9911921716,
            1547014.7780136054,
            28964.2131785653,
            -38114.5298323734,
            699514.5083690133,
            -737629.0382013868
        ],
        [
            1575.978991,
            1547.014778,
            28.964213,
            -38.11453,
            699.514508,
            -737.629038
        ],
        [
            0.709421,
            0.696383,
            0.013038,
            -0.0216,
            0.093622,
            0
        ],
        [
            340.798005,
            340.798005,
            340.798005,
            340.798005,
            340.798005,
            340.798005
        ],
        [
            -197730,
            -115120,
            -160668,
            -1582122,
            -548910,
            -1316674
        ],
        [
            3.464311,
            6.610846,
            1.079615,
            0.989045,
            1.560888,
            0.669519
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            59.701493,
            61.764706,
            57.575758,
            59.701493,
            61.764706,
            57.575758
        ],
        [
            2.33841,
            4.092428,
            0.795506,
            0.667605,
            0.966264,
            0.49333
        ],
        [
            1278276,
            1278276,
            50495,
            393718,
            393718,
            341201
        ],
        [
            -96486,
            -46309,
            -96486,
            -1061910,
            -382663,
            -1061910
        ],
        [
            62,
            59,
            66,
            62,
            59,
            66
        ],
        [
            59,
            54,
            66,
            59,
            54,
            66
        ],
        [
            66,
            67,
            66,
            66,
            67,
            66
        ],
        [
            4202,
            2010,
            2192,
            4202,
            2010,
            2192
        ],
        [
            19.700568,
            120.700568,
            0,
            19.700568,
            120.700568,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -101834,
            775154,
            -474860,
            -699963,
            -71620,
            -579820
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4443,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575547200000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759639729049,
    "expiration_time": 1765380528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 70,
            "offset": 112
        }
    }
}

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)