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Trade: CHZ/USDT/720/HILO/MIDPOINT/8550

Strategy
CHZ/USDT/720/HILO/MIDPOINT/8550
Pair
CHZ_USDT
Interval
12h
Score
712733
Daily Profit
1.145111
Profit Factor
9.241331
Profitability
42.857143
Streak
212.353284
Best Strategy
Training Data Length
2216.500000
Evaluation Time
2025-09-30 11:28
Expiration Time
2025-12-05 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2441691.755 2538138.3862 -96446.6312 -116521.2633 172370.6758 -288891.9391
Total P&L (%) 2441.6918 2538.1384 -96.4466 -116.5213 172.3707 -288.8919
Avg Daily Profit (%) 1.1016 1.1451 -0.0435 0 0.0452 0
Buy And Hold Return (%) 342.2066 342.2066 342.2066 342.2066 342.2066 342.2066
Max Trade Drawdown -192745 -119094 -188675 -740784 -489288 -312175
Profit Factor 4.5234 9.2413 0.7495 0.9192 1.2331 0.589
Total Trades 70 35 35 70 35 35
Winning Trades 29 15 14 31 15 16
Losing Trades 41 20 21 39 20 19
Profitability (%) 41.4286 42.8571 40 44.2857 42.8571 45.7143
Ratio Avg Win / Avg Loss 6.3951 12.3218 1.1243 1.1564 1.6441 0.6995
Largest Winning Trade 2568651 2568651 54293 625195 625195 160291
Largest Losing Trade -106240 -39304 -106240 -262853 -219772 -262853
Avg Bars in Trades 59 65 54 59 65 54
Avg Bars in Winners 61 58 65 57 76 40
Avg Bars in Losers 58 71 46 61 57 65
Bars Traded 4191 2290 1901 4191 2290 1901
Profit Streak 0 212.3533 0 54.3533 0 88.8533
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -81237 712733 -583009 -679548 -300297 -581895
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4433,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1576022400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759220923749,
    "expiration_time": 1764935568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 171
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 60,
            "offset": 110
        }
    }
}
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": [
        [
            2441691.754980718,
            2538138.3861762933,
            -96446.6311955757,
            -116521.2632734551,
            172370.675845542,
            -288891.939118997
        ],
        [
            2441.691755,
            2538.138386,
            -96.446631,
            -116.521263,
            172.370676,
            -288.891939
        ],
        [
            1.101598,
            1.145111,
            -0.043513,
            0,
            0.045216,
            0
        ],
        [
            342.206557,
            342.206557,
            342.206557,
            342.206557,
            342.206557,
            342.206557
        ],
        [
            -192745,
            -119094,
            -188675,
            -740784,
            -489288,
            -312175
        ],
        [
            4.523396,
            9.241331,
            0.7495,
            0.919223,
            1.233076,
            0.589032
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            29,
            15,
            14,
            31,
            15,
            16
        ],
        [
            41,
            20,
            21,
            39,
            20,
            19
        ],
        [
            41.428571,
            42.857143,
            40,
            44.285714,
            42.857143,
            45.714286
        ],
        [
            6.395147,
            12.321775,
            1.124251,
            1.156442,
            1.644101,
            0.699475
        ],
        [
            2568651,
            2568651,
            54293,
            625195,
            625195,
            160291
        ],
        [
            -106240,
            -39304,
            -106240,
            -262853,
            -219772,
            -262853
        ],
        [
            59,
            65,
            54,
            59,
            65,
            54
        ],
        [
            61,
            58,
            65,
            57,
            76,
            40
        ],
        [
            58,
            71,
            46,
            61,
            57,
            65
        ],
        [
            4191,
            2290,
            1901,
            4191,
            2290,
            1901
        ],
        [
            0,
            212.353284,
            0,
            54.353284,
            0,
            88.853284
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -81237,
            712733,
            -583009,
            -679548,
            -300297,
            -581895
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4433,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1576022400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759220923749,
    "expiration_time": 1764935568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 171
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 60,
            "offset": 110
        }
    }
}

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)