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Trade: CHZ/USDT/720/JMA/SSF/5442

Strategy
CHZ/USDT/720/JMA/SSF/5442
Pair
CHZ_USDT
Interval
12h
Score
683352
Daily Profit
0.952635
Profit Factor
9.085984
Profitability
44.117647
Streak
0.000000
Best Strategy
Training Data Length
2218.500000
Evaluation Time
2025-10-02 04:21
Expiration Time
2025-12-07 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2213928.3695 2113420.0573 100508.3122 4387269.4399 5289.3287 4381980.1112
Total P&L (%) 2213.9284 2113.4201 100.5083 4387.2694 5.2893 4381.9801
Avg Daily Profit (%) 0.9979 0.9526 0.0453 0.1716 0.0023 0.1716
Buy And Hold Return (%) 341.4191 341.4191 341.4191 341.4191 341.4191 341.4191
Max Trade Drawdown -163879 -113503 -84322 -23387241 -17113436 -8297878
Profit Factor 5.1479 9.086 1.369 1.0925 1.0002 1.2186
Total Trades 67 34 33 67 34 33
Winning Trades 28 15 13 28 15 13
Losing Trades 39 19 20 39 19 20
Profitability (%) 41.791 44.1176 39.3939 41.791 44.1176 39.3939
Ratio Avg Win / Avg Loss 7.1703 11.5089 2.1062 1.5217 1.2669 1.8747
Largest Winning Trade 1916447 1916447 62415 14204792 14204792 5192028
Largest Losing Trade -37117 -37117 -27806 -5439091 -3714757 -5439091
Avg Bars in Trades 61 56 66 61 56 66
Avg Bars in Winners 86 73 100 86 73 100
Avg Bars in Losers 43 42 44 43 42 44
Bars Traded 4116 1922 2194 4116 1922 2194
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 -103572 683352 -300710 -234311 -578106 156331
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4437,
    "evaluation_days": 2218.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575590400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759368103675,
    "expiration_time": 1765113552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 43,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            2213928.369473463,
            2113420.057257631,
            100508.3122158319,
            4387269.439919606,
            5289.3286750619,
            4381980.111244542
        ],
        [
            2213.928369,
            2113.420057,
            100.508312,
            4387.26944,
            5.289329,
            4381.980111
        ],
        [
            0.997939,
            0.952635,
            0.045305,
            0.171607,
            0.002323,
            0.171553
        ],
        [
            341.41906,
            341.41906,
            341.41906,
            341.41906,
            341.41906,
            341.41906
        ],
        [
            -163879,
            -113503,
            -84322,
            -23387241,
            -17113436,
            -8297878
        ],
        [
            5.147887,
            9.085984,
            1.369,
            1.092527,
            1.000193,
            1.218567
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            41.791045,
            44.117647,
            39.393939,
            41.791045,
            44.117647,
            39.393939
        ],
        [
            7.170271,
            11.508913,
            2.106154,
            1.521734,
            1.266911,
            1.874718
        ],
        [
            1916447,
            1916447,
            62415,
            14204792,
            14204792,
            5192028
        ],
        [
            -37117,
            -37117,
            -27806,
            -5439091,
            -3714757,
            -5439091
        ],
        [
            61,
            56,
            66,
            61,
            56,
            66
        ],
        [
            86,
            73,
            100,
            86,
            73,
            100
        ],
        [
            43,
            42,
            44,
            43,
            42,
            44
        ],
        [
            4116,
            1922,
            2194,
            4116,
            1922,
            2194
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -103572,
            683352,
            -300710,
            -234311,
            -578106,
            156331
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4437,
    "evaluation_days": 2218.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575590400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759368103675,
    "expiration_time": 1765113552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 43,
            "offset": 0,
            "poles": 2
        }
    }
}

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)