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Trade: CHZ/USDT/120/SWMA/BBM/1466

Strategy
CHZ/USDT/120/SWMA/BBM/1466
Pair
CHZ_USDT
Interval
2h
Score
610427
Daily Profit
1.326795
Profit Factor
3.893491
Profitability
40.375587
Streak
0.000000
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-10-04 12:39
Expiration Time
2025-12-18 09:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2763820.3117 2655359.072 108461.2396 3767168.0262 4552714.4151 -785546.3889
Total P&L (%) 2763.8203 2655.3591 108.4612 3767.168 4552.7144 -785.5464
Avg Daily Profit (%) 1.3268 1.2747 0.0521 0.1756 0.1845 0
Buy And Hold Return (%) 505.6148 505.6148 505.6148 505.6148 505.6148 505.6148
Max Trade Drawdown -134519 -82571 -90003 -10072682 -4061118 -9007263
Profit Factor 3.8935 6.9627 1.2127 1.0935 1.2528 0.9648
Total Trades 213 106 107 213 106 107
Winning Trades 86 37 49 86 37 49
Losing Trades 127 69 58 127 69 58
Profitability (%) 40.3756 34.9057 45.7944 40.3756 34.9057 45.7944
Ratio Avg Win / Avg Loss 5.7497 12.9845 1.4355 1.6147 2.3362 1.142
Largest Winning Trade 2504703 2504703 53086 4639098 4639098 2850282
Largest Losing Trade -46399 -23858 -46399 -4255254 -1231974 -4255254
Avg Bars in Trades 115 110 120 115 110 120
Avg Bars in Winners 187 192 184 187 192 184
Avg Bars in Losers 66 67 65 66 67 65
Bars Traded 24588 11742 12846 24588 11742 12846
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 610427 532759 -291514 -111418 96110 -581016
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579521600000,
    "first_datapoint_time": 1580565600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759570795531,
    "expiration_time": 1766044022400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 45,
            "offset": 0,
            "std": 2.68094
        }
    }
}
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": [
        [
            2763820.311675024,
            2655359.0720445886,
            108461.2396304335,
            3767168.026248101,
            4552714.415113428,
            -785546.3888653296
        ],
        [
            2763.820312,
            2655.359072,
            108.46124,
            3767.168026,
            4552.714415,
            -785.546389
        ],
        [
            1.326795,
            1.274727,
            0.052068,
            0.175621,
            0.184514,
            0
        ],
        [
            505.614793,
            505.614793,
            505.614793,
            505.614793,
            505.614793,
            505.614793
        ],
        [
            -134519,
            -82571,
            -90003,
            -10072682,
            -4061118,
            -9007263
        ],
        [
            3.893491,
            6.962712,
            1.212728,
            1.093451,
            1.252763,
            0.964774
        ],
        [
            213,
            106,
            107,
            213,
            106,
            107
        ],
        [
            86,
            37,
            49,
            86,
            37,
            49
        ],
        [
            127,
            69,
            58,
            127,
            69,
            58
        ],
        [
            40.375587,
            34.90566,
            45.794393,
            40.375587,
            34.90566,
            45.794393
        ],
        [
            5.74969,
            12.984516,
            1.435474,
            1.614747,
            2.336234,
            1.141977
        ],
        [
            2504703,
            2504703,
            53086,
            4639098,
            4639098,
            2850282
        ],
        [
            -46399,
            -23858,
            -46399,
            -4255254,
            -1231974,
            -4255254
        ],
        [
            115,
            110,
            120,
            115,
            110,
            120
        ],
        [
            187,
            192,
            184,
            187,
            192,
            184
        ],
        [
            66,
            67,
            65,
            66,
            67,
            65
        ],
        [
            24588,
            11742,
            12846,
            24588,
            11742,
            12846
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            610427,
            532759,
            -291514,
            -111418,
            96110,
            -581016
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579521600000,
    "first_datapoint_time": 1580565600000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759570795531,
    "expiration_time": 1766044022400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 146,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 45,
            "offset": 0,
            "std": 2.68094
        }
    }
}

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)