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Trade: CHZ/USDT/720/HILO/DCU/6487

Strategy
CHZ/USDT/720/HILO/DCU/6487
Pair
CHZ_USDT
Interval
12h
Score
714440
Daily Profit
1.365272
Profit Factor
3.371773
Profitability
40.886700
Streak
11.640882
Best Strategy
Training Data Length
2226.500000
Evaluation Time
2025-10-10 06:22
Expiration Time
2025-12-15 21:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3039779.2131 2907961.7553 131817.4579 11063507.6234 452115.1495 10611392.4739
Total P&L (%) 3039.7792 2907.9618 131.8175 11063.5076 452.1152 10611.3925
Avg Daily Profit (%) 1.3653 1.3061 0.0592 0.212 0.0768 0.2101
Buy And Hold Return (%) 502.4554 502.4554 502.4554 502.4554 502.4554 502.4554
Max Trade Drawdown -111470 -95926 -78968 -28732557 -27161148 -11444540
Profit Factor 3.3718 5.1337 1.228 1.0515 1.0036 1.1204
Total Trades 406 203 203 406 203 203
Winning Trades 166 74 92 166 74 92
Losing Trades 240 129 111 240 129 111
Profitability (%) 40.8867 36.4532 45.3202 40.8867 36.4532 45.3202
Ratio Avg Win / Avg Loss 4.8749 8.9493 1.4816 1.5202 1.7495 1.3518
Largest Winning Trade 2575675 2575675 42453 15634078 15634078 5260685
Largest Losing Trade -21838 -21838 -21012 -7874902 -7874902 -4370898
Avg Bars in Trades 10 14 7 10 14 7
Avg Bars in Winners 15 23 8 15 23 8
Avg Bars in Losers 7 9 6 7 9 6
Bars Traded 4422 2945 1477 4422 2945 1477
Profit Streak 11.6409 16.6409 11.6409 11.6409 16.6409 11.6409
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 714440 621906 -280407 -154275 -475136 -80329
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4453,
    "evaluation_days": 2226.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568635200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760066572232,
    "expiration_time": 1765825488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 4,
            "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": [
        [
            3039779.2131205043,
            2907961.7552625365,
            131817.4578579667,
            11063507.62343131,
            452115.149542241,
            10611392.47388907
        ],
        [
            3039.779213,
            2907.961755,
            131.817458,
            11063.507623,
            452.11515,
            10611.392474
        ],
        [
            1.365272,
            1.306069,
            0.059204,
            0.212002,
            0.076768,
            0.210142
        ],
        [
            502.455422,
            502.455422,
            502.455422,
            502.455422,
            502.455422,
            502.455422
        ],
        [
            -111470,
            -95926,
            -78968,
            -28732557,
            -27161148,
            -11444540
        ],
        [
            3.371773,
            5.133729,
            1.227988,
            1.051478,
            1.003565,
            1.120435
        ],
        [
            406,
            203,
            203,
            406,
            203,
            203
        ],
        [
            166,
            74,
            92,
            166,
            74,
            92
        ],
        [
            240,
            129,
            111,
            240,
            129,
            111
        ],
        [
            40.8867,
            36.453202,
            45.320197,
            40.8867,
            36.453202,
            45.320197
        ],
        [
            4.874852,
            8.949339,
            1.481594,
            1.52021,
            1.749459,
            1.351829
        ],
        [
            2575675,
            2575675,
            42453,
            15634078,
            15634078,
            5260685
        ],
        [
            -21838,
            -21838,
            -21012,
            -7874902,
            -7874902,
            -4370898
        ],
        [
            10,
            14,
            7,
            10,
            14,
            7
        ],
        [
            15,
            23,
            8,
            15,
            23,
            8
        ],
        [
            7,
            9,
            6,
            7,
            9,
            6
        ],
        [
            4422,
            2945,
            1477,
            4422,
            2945,
            1477
        ],
        [
            11.640882,
            16.640882,
            11.640882,
            11.640882,
            16.640882,
            11.640882
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            714440,
            621906,
            -280407,
            -154275,
            -475136,
            -80329
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4453,
    "evaluation_days": 2226.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568635200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760066572232,
    "expiration_time": 1765825488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 4,
            "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)