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Trade: CHZ/USDT/720/HMA/JMA/2448

Strategy
CHZ/USDT/720/HMA/JMA/2448
Pair
CHZ_USDT
Interval
12h
Score
687004
Daily Profit
0.873264
Profit Factor
4.927465
Profitability
44.897959
Streak
0.000000
Best Strategy
Training Data Length
2228.500000
Evaluation Time
2025-10-12 06:39
Expiration Time
2025-12-17 22:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1856919.6231 1946069.7771 -89150.154 -68693.0354 2371582.7429 -2440275.7784
Total P&L (%) 1856.9196 1946.0698 -89.1502 -68.693 2371.5827 -2440.2758
Avg Daily Profit (%) 0.8333 0.8733 -0.04 -0.0521 0.144 0
Buy And Hold Return (%) 88.4277 88.4277 88.4277 88.4277 88.4277 88.4277
Max Trade Drawdown -268345 -152156 -197532 -4306925 -2006303 -2629127
Profit Factor 2.9029 4.9275 0.8144 0.9903 1.7804 0.3931
Total Trades 98 49 49 98 49 49
Winning Trades 43 22 21 43 22 21
Losing Trades 55 27 28 55 27 28
Profitability (%) 43.8776 44.898 42.8571 43.8776 44.898 42.8571
Ratio Avg Win / Avg Loss 3.713 6.0473 1.0859 1.2666 2.185 0.5241
Largest Winning Trade 1953599 1953599 53685 4126982 4126982 456479
Largest Losing Trade -75183 -36328 -75183 -2068896 -842951 -2068896
Avg Bars in Trades 44 52 36 44 52 36
Avg Bars in Winners 56 64 48 56 64 48
Avg Bars in Losers 34 42 26 34 42 26
Bars Traded 4322 2553 1769 4322 2553 1769
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 598233 687004 -581792 -581231 41098 -583459
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4457,
    "evaluation_days": 2228.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572998400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760240357804,
    "expiration_time": 1766003472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 53,
            "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": [
        [
            1856919.623071592,
            1946069.77710184,
            -89150.1540302483,
            -68693.0354388193,
            2371582.742936175,
            -2440275.778374996
        ],
        [
            1856.919623,
            1946.069777,
            -89.150154,
            -68.693035,
            2371.582743,
            -2440.275778
        ],
        [
            0.83326,
            0.873264,
            -0.040005,
            -0.052099,
            0.144032,
            0
        ],
        [
            88.427749,
            88.427749,
            88.427749,
            88.427749,
            88.427749,
            88.427749
        ],
        [
            -268345,
            -152156,
            -197532,
            -4306925,
            -2006303,
            -2629127
        ],
        [
            2.902904,
            4.927465,
            0.814399,
            0.99027,
            1.780404,
            0.393074
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            43.877551,
            44.897959,
            42.857143,
            43.877551,
            44.897959,
            42.857143
        ],
        [
            3.713017,
            6.047343,
            1.085865,
            1.266624,
            2.185042,
            0.524099
        ],
        [
            1953599,
            1953599,
            53685,
            4126982,
            4126982,
            456479
        ],
        [
            -75183,
            -36328,
            -75183,
            -2068896,
            -842951,
            -2068896
        ],
        [
            44,
            52,
            36,
            44,
            52,
            36
        ],
        [
            56,
            64,
            48,
            56,
            64,
            48
        ],
        [
            34,
            42,
            26,
            34,
            42,
            26
        ],
        [
            4322,
            2553,
            1769,
            4322,
            2553,
            1769
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            598233,
            687004,
            -581792,
            -581231,
            41098,
            -583459
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4457,
    "evaluation_days": 2228.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572998400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760240357804,
    "expiration_time": 1766003472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 53,
            "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)