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Trade: CHZ/USDT/120/SWMA/SWMA/3954

Strategy
CHZ/USDT/120/SWMA/SWMA/3954
Pair
CHZ_USDT
Interval
2h
Score
606479
Daily Profit
1.146474
Profit Factor
7.026685
Profitability
38.043478
Streak
0.000000
Best Strategy
Training Data Length
2082.750000
Evaluation Time
2025-10-06 00:20
Expiration Time
2025-12-19 21:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2508375.9457 2387819.665 120556.2807 5409272.7192 3784777.0295 1624495.6897
Total P&L (%) 2508.3759 2387.8197 120.5563 5409.2727 3784.777 1624.4957
Avg Daily Profit (%) 1.2044 1.1465 0.0579 0.1927 0.1759 0.1368
Buy And Hold Return (%) 355.6065 355.6065 355.6065 355.6065 355.6065 355.6065
Max Trade Drawdown -118047 -76473 -75987 -10717971 -7198057 -6984068
Profit Factor 3.98 7.0267 1.2706 1.1044 1.1496 1.0612
Total Trades 185 92 93 185 92 93
Winning Trades 69 35 34 69 35 34
Losing Trades 116 57 59 116 57 59
Profitability (%) 37.2973 38.0435 36.5591 37.2973 38.0435 36.5591
Ratio Avg Win / Avg Loss 6.691 11.4435 2.2048 1.8566 1.8722 1.8416
Largest Winning Trade 2226120 2226120 45829 4184857 4184857 2823737
Largest Losing Trade -33002 -25360 -33002 -2786236 -2565201 -2786236
Avg Bars in Trades 132 127 138 132 127 138
Avg Bars in Winners 225 209 241 225 209 241
Avg Bars in Losers 77 76 78 77 76 78
Bars Traded 24561 11695 12866 24561 11695 12866
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 597337 606479 -285924 -100590 -51971 -169266
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579680000000,
    "first_datapoint_time": 1581091200000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759699211605,
    "expiration_time": 1766172585600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 37,
            "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": [
        [
            2508375.9457027228,
            2387819.6650141478,
            120556.2806885734,
            5409272.719235623,
            3784777.0294999736,
            1624495.6897356499
        ],
        [
            2508.375946,
            2387.819665,
            120.556281,
            5409.272719,
            3784.777029,
            1624.49569
        ],
        [
            1.204358,
            1.146474,
            0.057883,
            0.192672,
            0.175867,
            0.136813
        ],
        [
            355.606503,
            355.606503,
            355.606503,
            355.606503,
            355.606503,
            355.606503
        ],
        [
            -118047,
            -76473,
            -75987,
            -10717971,
            -7198057,
            -6984068
        ],
        [
            3.979968,
            7.026685,
            1.270586,
            1.104383,
            1.14961,
            1.061247
        ],
        [
            185,
            92,
            93,
            185,
            92,
            93
        ],
        [
            69,
            35,
            34,
            69,
            35,
            34
        ],
        [
            116,
            57,
            59,
            116,
            57,
            59
        ],
        [
            37.297297,
            38.043478,
            36.55914,
            37.297297,
            38.043478,
            36.55914
        ],
        [
            6.69096,
            11.443458,
            2.20484,
            1.856644,
            1.872222,
            1.841575
        ],
        [
            2226120,
            2226120,
            45829,
            4184857,
            4184857,
            2823737
        ],
        [
            -33002,
            -25360,
            -33002,
            -2786236,
            -2565201,
            -2786236
        ],
        [
            132,
            127,
            138,
            132,
            127,
            138
        ],
        [
            225,
            209,
            241,
            225,
            209,
            241
        ],
        [
            77,
            76,
            78,
            77,
            76,
            78
        ],
        [
            24561,
            11695,
            12866,
            24561,
            11695,
            12866
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
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            1.45
        ],
        [
            597337,
            606479,
            -285924,
            -100590,
            -51971,
            -169266
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24993,
    "evaluation_days": 2082.75,
    "actual_first_datapoint_time": 1579680000000,
    "first_datapoint_time": 1581091200000,
    "last_datapoint_time": 1759694400000,
    "evaluation_time": 1759699211605,
    "expiration_time": 1766172585600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 37,
            "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)