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Trade: CHZ/USDT/120/RMA/WMA/3649

Strategy
CHZ/USDT/120/RMA/WMA/3649
Pair
CHZ_USDT
Interval
2h
Score
607117
Daily Profit
0.947699
Profit Factor
9.279149
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 11:41
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2025310.0604 1973582.8758 51727.1846 2156433.7697 4653198.4373 -2496764.6676
Total P&L (%) 2025.3101 1973.5829 51.7272 2156.4338 4653.1984 -2496.7647
Avg Daily Profit (%) 0.9725 0.9477 0.0248 0.1498 0.1856 0
Buy And Hold Return (%) 452.5065 452.5065 452.5065 452.5065 452.5065 452.5065
Max Trade Drawdown -147648 -95339 -111099 -6348802 -3007376 -3886668
Profit Factor 4.5331 9.2791 1.1545 1.1258 1.6607 0.7527
Total Trades 77 38 39 77 38 39
Winning Trades 32 16 16 32 16 16
Losing Trades 45 22 23 45 22 23
Profitability (%) 41.5584 42.1053 41.0256 41.5584 42.1053 41.0256
Ratio Avg Win / Avg Loss 6.3747 12.7588 1.6596 1.5832 2.2835 1.082
Largest Winning Trade 1807457 1807457 50330 4933593 4933593 1369091
Largest Losing Trade -35957 -28155 -35957 -1670125 -937836 -1670125
Avg Bars in Trades 319 294 343 319 294 343
Avg Bars in Winners 570 524 616 570 524 616
Avg Bars in Losers 141 128 154 141 128 154
Bars Traded 24616 11208 13407 24616 11208 13407
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 -30591 607117 -378427 -124835 288105 -582580
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579788000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758962514833,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 148,
            "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": [
        [
            2025310.06043146,
            1973582.8758392103,
            51727.1845922509,
            2156433.769682166,
            4653198.437283911,
            -2496764.6676017432
        ],
        [
            2025.31006,
            1973.582876,
            51.727185,
            2156.43377,
            4653.198437,
            -2496.764668
        ],
        [
            0.972538,
            0.947699,
            0.024839,
            0.149758,
            0.185594,
            0
        ],
        [
            452.506453,
            452.506453,
            452.506453,
            452.506453,
            452.506453,
            452.506453
        ],
        [
            -147648,
            -95339,
            -111099,
            -6348802,
            -3007376,
            -3886668
        ],
        [
            4.533124,
            9.279149,
            1.154476,
            1.125814,
            1.66072,
            0.752726
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            41.558442,
            42.105263,
            41.025641,
            41.558442,
            42.105263,
            41.025641
        ],
        [
            6.374705,
            12.758829,
            1.65956,
            1.583177,
            2.28349,
            1.082044
        ],
        [
            1807457,
            1807457,
            50330,
            4933593,
            4933593,
            1369091
        ],
        [
            -35957,
            -28155,
            -35957,
            -1670125,
            -937836,
            -1670125
        ],
        [
            319,
            294,
            343,
            319,
            294,
            343
        ],
        [
            570,
            524,
            616,
            570,
            524,
            616
        ],
        [
            141,
            128,
            154,
            141,
            128,
            154
        ],
        [
            24616,
            11208,
            13407,
            24616,
            11208,
            13407
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -30591,
            607117,
            -378427,
            -124835,
            288105,
            -582580
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579788000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758962514833,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 107,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 148,
            "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)