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Trade: CHZ/USDT/120/SWMA/JMA/4577

Strategy
CHZ/USDT/120/SWMA/JMA/4577
Pair
CHZ_USDT
Interval
2h
Score
511362
Daily Profit
1.061627
Profit Factor
3.509473
Profitability
34.437086
Streak
0.000000
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-10-06 08:11
Expiration Time
2025-12-20 05:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2211453.9466 2168375.2705 43078.6761 904745.4579 1773540.7002 -868795.2423
Total P&L (%) 2211.4539 2168.3753 43.0787 904.7455 1773.5407 -868.7952
Avg Daily Profit (%) 1.0616 1.0409 0.0207 0.1108 0.1408 0
Buy And Hold Return (%) 365.1858 365.1858 365.1858 365.1858 365.1858 365.1858
Max Trade Drawdown -137892 -82224 -98088 -4031626 -1330549 -3617979
Profit Factor 3.5095 6.1631 1.0934 1.0617 1.2718 0.8934
Total Trades 151 75 76 151 75 76
Winning Trades 52 24 28 52 24 28
Losing Trades 99 51 48 99 51 48
Profitability (%) 34.4371 32 36.8421 34.4371 32 36.8421
Ratio Avg Win / Avg Loss 6.6815 13.0965 1.8744 2.0212 2.7025 1.5315
Largest Winning Trade 2070456 2070456 49341 2016382 2016382 1543440
Largest Losing Trade -54595 -32995 -54595 -1804891 -501320 -1804891
Avg Bars in Trades 162 154 170 162 154 170
Avg Bars in Winners 294 283 303 294 283 303
Avg Bars in Losers 93 94 92 93 94 92
Bars Traded 24544 11620 12924 24544 11620 12924
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 511362 -42762 -502269 -205179 -69084 -632575
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579680000000,
    "first_datapoint_time": 1581206400000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759727488014,
    "expiration_time": 1766202422400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 112,
            "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": [
        [
            2211453.946634773,
            2168375.2704916964,
            43078.6761430765,
            904745.4578637225,
            1773540.7001718166,
            -868795.2423080949
        ],
        [
            2211.453947,
            2168.37527,
            43.078676,
            904.745458,
            1773.5407,
            -868.795242
        ],
        [
            1.061627,
            1.040947,
            0.02068,
            0.110826,
            0.140776,
            0
        ],
        [
            365.185818,
            365.185818,
            365.185818,
            365.185818,
            365.185818,
            365.185818
        ],
        [
            -137892,
            -82224,
            -98088,
            -4031626,
            -1330549,
            -3617979
        ],
        [
            3.509473,
            6.163069,
            1.093393,
            1.061659,
            1.271758,
            0.893363
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            99,
            51,
            48,
            99,
            51,
            48
        ],
        [
            34.437086,
            32,
            36.842105,
            34.437086,
            32,
            36.842105
        ],
        [
            6.681497,
            13.096521,
            1.874387,
            2.021235,
            2.702486,
            1.531479
        ],
        [
            2070456,
            2070456,
            49341,
            2016382,
            2016382,
            1543440
        ],
        [
            -54595,
            -32995,
            -54595,
            -1804891,
            -501320,
            -1804891
        ],
        [
            162,
            154,
            170,
            162,
            154,
            170
        ],
        [
            294,
            283,
            303,
            294,
            283,
            303
        ],
        [
            93,
            94,
            92,
            93,
            94,
            92
        ],
        [
            24544,
            11620,
            12924,
            24544,
            11620,
            12924
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            511362,
            -42762,
            -502269,
            -205179,
            -69084,
            -632575
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579680000000,
    "first_datapoint_time": 1581206400000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759727488014,
    "expiration_time": 1766202422400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 213,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 112,
            "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)