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Trade: CHZ/USDT/720/HMA/HILO/7235

Strategy
CHZ/USDT/720/HMA/HILO/7235
Pair
CHZ_USDT
Interval
12h
Score
620557
Daily Profit
0.593071
Profit Factor
7.655701
Profitability
52.083333
Streak
0.000000
Best Strategy
Training Data Length
2221.500000
Evaluation Time
2025-10-05 16:13
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 1479415.6797 1317507.2163 161908.4635 17311664.831 5072877.4917 12238787.3393
Total P&L (%) 1479.4157 1317.5072 161.9085 17311.6648 5072.8775 12238.7873
Avg Daily Profit (%) 0.666 0.5931 0.0729 0.2325 0.1778 0.217
Buy And Hold Return (%) 428.8124 428.8124 428.8124 428.8124 428.8124 428.8124
Max Trade Drawdown -99392 -39063 -98351 -21843646 -9603874 -19492828
Profit Factor 3.853 7.6557 1.505 1.2566 1.1566 1.3489
Total Trades 95 48 47 95 48 47
Winning Trades 48 25 23 48 25 23
Losing Trades 47 23 24 47 23 24
Profitability (%) 50.5263 52.0833 48.9362 50.5263 52.0833 48.9362
Ratio Avg Win / Avg Loss 3.7727 7.0432 1.5704 1.2304 1.0641 1.4076
Largest Winning Trade 958763 958763 55687 7599906 7599906 6934477
Largest Losing Trade -60855 -39063 -60855 -8221495 -8221495 -6524165
Avg Bars in Trades 44 47 40 44 47 40
Avg Bars in Winners 56 59 54 56 59 54
Avg Bars in Losers 31 35 27 31 35 27
Bars Traded 4186 2282 1904 4186 2282 1904
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 597039 620557 -259292 304416 -40017 296398
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": 1576152000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759669990084,
    "expiration_time": 1765380528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1479415.6797101763,
            1317507.216256132,
            161908.4634540443,
            17311664.83100494,
            5072877.491699994,
            12238787.339304945
        ],
        [
            1479.41568,
            1317.507216,
            161.908463,
            17311.664831,
            5072.877492,
            12238.787339
        ],
        [
            0.665953,
            0.593071,
            0.072882,
            0.232533,
            0.177786,
            0.216996
        ],
        [
            428.812368,
            428.812368,
            428.812368,
            428.812368,
            428.812368,
            428.812368
        ],
        [
            -99392,
            -39063,
            -98351,
            -21843646,
            -9603874,
            -19492828
        ],
        [
            3.852952,
            7.655701,
            1.50501,
            1.256618,
            1.156639,
            1.348931
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            50.526316,
            52.083333,
            48.93617,
            50.526316,
            52.083333,
            48.93617
        ],
        [
            3.772682,
            7.043245,
            1.570445,
            1.230439,
            1.064108,
            1.40758
        ],
        [
            958763,
            958763,
            55687,
            7599906,
            7599906,
            6934477
        ],
        [
            -60855,
            -39063,
            -60855,
            -8221495,
            -8221495,
            -6524165
        ],
        [
            44,
            47,
            40,
            44,
            47,
            40
        ],
        [
            56,
            59,
            54,
            56,
            59,
            54
        ],
        [
            31,
            35,
            27,
            31,
            35,
            27
        ],
        [
            4186,
            2282,
            1904,
            4186,
            2282,
            1904
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            597039,
            620557,
            -259292,
            304416,
            -40017,
            296398
        ]
    ]
}
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": 1576152000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759669990084,
    "expiration_time": 1765380528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)