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Trade: CHZ/USDT/720/KCL/HWMA/7870

Strategy
CHZ/USDT/720/KCL/HWMA/7870
Pair
CHZ_USDT
Interval
12h
Score
684139
Daily Profit
0.933091
Profit Factor
4.694909
Profitability
44.554455
Streak
0.000000
Best Strategy
Training Data Length
2227.500000
Evaluation Time
2025-10-11 10:15
Expiration Time
2025-12-16 21:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2078460.0271 2051763.2043 26696.8227 687788.0101 1255496.3806 -567708.3705
Total P&L (%) 2078.46 2051.7632 26.6968 687.788 1255.4964 -567.7084
Avg Daily Profit (%) 0.9331 0.9211 0.012 0.0927 0.1171 0
Buy And Hold Return (%) 185.877 185.877 185.877 185.877 185.877 185.877
Max Trade Drawdown -134251 -97571 -75831 -2142319 -1195946 -1096145
Profit Factor 4.6949 8.0653 1.0981 1.1226 1.4365 0.7923
Total Trades 101 50 51 101 50 51
Winning Trades 45 21 24 45 21 24
Losing Trades 56 29 27 56 29 27
Profitability (%) 44.5545 42 47.0588 44.5545 42 47.0588
Ratio Avg Win / Avg Loss 5.8426 11.1378 1.2354 1.397 1.9838 0.8913
Largest Winning Trade 2059516 2059516 38281 2369261 2369261 333662
Largest Losing Trade -36083 -35753 -36083 -896411 -719162 -896411
Avg Bars in Trades 41 58 23 41 58 23
Avg Bars in Winners 62 96 33 62 96 33
Avg Bars in Losers 23 31 15 23 31 15
Bars Traded 4168 2947 1221 4168 2947 1221
Profit Streak 0 126.8024 0 0 126.8024 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 684139 -160408 -636134 -158762 -216606 -761699
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4455,
    "evaluation_days": 2227.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575115200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760166926562,
    "expiration_time": 1765914480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 172,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.21731
        }
    }
}
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": [
        [
            2078460.027058485,
            2051763.2043256685,
            26696.8227328178,
            687788.0100764766,
            1255496.380626251,
            -567708.3705497746
        ],
        [
            2078.460027,
            2051.763204,
            26.696823,
            687.78801,
            1255.496381,
            -567.708371
        ],
        [
            0.933091,
            0.921106,
            0.011985,
            0.092706,
            0.117094,
            0
        ],
        [
            185.876993,
            185.876993,
            185.876993,
            185.876993,
            185.876993,
            185.876993
        ],
        [
            -134251,
            -97571,
            -75831,
            -2142319,
            -1195946,
            -1096145
        ],
        [
            4.694909,
            8.065321,
            1.098107,
            1.122622,
            1.436538,
            0.792274
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            44.554455,
            42,
            47.058824,
            44.554455,
            42,
            47.058824
        ],
        [
            5.842554,
            11.137824,
            1.23537,
            1.397041,
            1.98379,
            0.891309
        ],
        [
            2059516,
            2059516,
            38281,
            2369261,
            2369261,
            333662
        ],
        [
            -36083,
            -35753,
            -36083,
            -896411,
            -719162,
            -896411
        ],
        [
            41,
            58,
            23,
            41,
            58,
            23
        ],
        [
            62,
            96,
            33,
            62,
            96,
            33
        ],
        [
            23,
            31,
            15,
            23,
            31,
            15
        ],
        [
            4168,
            2947,
            1221,
            4168,
            2947,
            1221
        ],
        [
            0,
            126.802391,
            0,
            0,
            126.802391,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            684139,
            -160408,
            -636134,
            -158762,
            -216606,
            -761699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4455,
    "evaluation_days": 2227.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575115200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760166926562,
    "expiration_time": 1765914480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 172,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.21731
        }
    }
}

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)