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Trade: CHZ/USDT/720/LINREG/KCU/2623

Strategy
CHZ/USDT/720/LINREG/KCU/2623
Pair
CHZ_USDT
Interval
12h
Score
769564
Daily Profit
1.921701
Profit Factor
6.374908
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
2226.000000
Evaluation Time
2025-10-09 23:06
Expiration Time
2025-12-15 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 4277706.3073 4185088.4832 92617.8241 1559958.985 -1987467.3692 3547426.3543
Total P&L (%) 4277.7063 4185.0885 92.6178 1559.959 -1987.4674 3547.4264
Avg Daily Profit (%) 1.9217 1.8801 0.0416 0.1263 0 0.1617
Buy And Hold Return (%) 157.551 157.551 157.551 157.551 157.551 157.551
Max Trade Drawdown -109405 -99606 -50127 -7960873 -9253891 -1645496
Profit Factor 6.3749 8.2879 1.4179 1.0436 0.925 1.3814
Total Trades 231 115 116 231 115 116
Winning Trades 99 41 58 99 41 58
Losing Trades 132 74 58 132 74 58
Profitability (%) 42.8571 35.6522 50 42.8571 35.6522 50
Ratio Avg Win / Avg Loss 8.4999 14.9587 1.4179 1.3914 1.6695 1.3814
Largest Winning Trade 4164269 4164269 21769 5615137 5615137 950782
Largest Losing Trade -53955 -53955 -17840 -2382442 -2382442 -1220755
Avg Bars in Trades 17 32 3 17 32 3
Avg Bars in Winners 25 56 3 25 56 3
Avg Bars in Losers 11 18 2 11 18 2
Bars Traded 4082 3697 386 4082 3697 386
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 769564 604932 -302271 -197889 -583828 299647
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4452,
    "evaluation_days": 2226,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572739200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760040389282,
    "expiration_time": 1765780992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            4277706.307320456,
            4185088.4832361275,
            92617.8240843284,
            1559958.9850377438,
            -1987467.3692288175,
            3547426.354266559
        ],
        [
            4277.706307,
            4185.088483,
            92.617824,
            1559.958985,
            -1987.467369,
            3547.426354
        ],
        [
            1.921701,
            1.880094,
            0.041607,
            0.126287,
            0,
            0.161703
        ],
        [
            157.550969,
            157.550969,
            157.550969,
            157.550969,
            157.550969,
            157.550969
        ],
        [
            -109405,
            -99606,
            -50127,
            -7960873,
            -9253891,
            -1645496
        ],
        [
            6.374908,
            8.28794,
            1.417917,
            1.043578,
            0.924989,
            1.381382
        ],
        [
            231,
            115,
            116,
            231,
            115,
            116
        ],
        [
            99,
            41,
            58,
            99,
            41,
            58
        ],
        [
            132,
            74,
            58,
            132,
            74,
            58
        ],
        [
            42.857143,
            35.652174,
            50,
            42.857143,
            35.652174,
            50
        ],
        [
            8.499877,
            14.958722,
            1.417917,
            1.391437,
            1.669491,
            1.381382
        ],
        [
            4164269,
            4164269,
            21769,
            5615137,
            5615137,
            950782
        ],
        [
            -53955,
            -53955,
            -17840,
            -2382442,
            -2382442,
            -1220755
        ],
        [
            17,
            32,
            3,
            17,
            32,
            3
        ],
        [
            25,
            56,
            3,
            25,
            56,
            3
        ],
        [
            11,
            18,
            2,
            11,
            18,
            2
        ],
        [
            4082,
            3697,
            386,
            4082,
            3697,
            386
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            769564,
            604932,
            -302271,
            -197889,
            -583828,
            299647
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4452,
    "evaluation_days": 2226,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572739200000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760040389282,
    "expiration_time": 1765780992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 117,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)