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Trade: CHZ/USDT/240/KCB/VWMA/2763

Strategy
CHZ/USDT/240/KCB/VWMA/2763
Pair
CHZ_USDT
Interval
4h
Score
684654
Daily Profit
2.124418
Profit Factor
22.151919
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
2215.330000
Evaluation Time
2025-09-29 17:59
Expiration Time
2025-12-05 01:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 4847249.8672 4706287.757 140962.1102 15265883.0673 9507031.9512 5758851.1161
Total P&L (%) 4847.2499 4706.2878 140.9621 15265.8831 9507.032 5758.8511
Avg Daily Profit (%) 2.188 2.1244 0.0636 0.2275 0.2063 0.1839
Buy And Hold Return (%) 804.8919 804.8919 804.8919 804.8919 804.8919 804.8919
Max Trade Drawdown -78763 -65788 -72336 -13264593 -10048763 -9494907
Profit Factor 12.4008 22.1519 1.6955 1.3273 1.3751 1.2703
Total Trades 75 38 37 75 38 37
Winning Trades 28 16 12 28 16 12
Losing Trades 47 22 25 47 22 25
Profitability (%) 37.3333 42.1053 32.4324 37.3333 42.1053 32.4324
Ratio Avg Win / Avg Loss 20.8156 30.4589 3.5324 2.2279 1.8908 2.6465
Largest Winning Trade 4559504 4559504 58428 11156811 11156811 7563733
Largest Losing Trade -34476 -34476 -33060 -5581488 -5581488 -4858750
Avg Bars in Trades 173 169 178 173 169 178
Avg Bars in Winners 331 285 392 331 285 392
Avg Bars in Losers 79 84 75 79 84 75
Bars Traded 13026 6422 6603 13026 6422 6603
Profit Streak 0 0 20.2913 0 0 20.2913
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -43956 684654 -276803 -56568 240780 95111
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13292,
    "evaluation_days": 2215.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1570276800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759157964710,
    "expiration_time": 1764889344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 177,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "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": [
        [
            4847249.867199088,
            4706287.7569681145,
            140962.1102309739,
            15265883.0673402,
            9507031.951209493,
            5758851.116130706
        ],
        [
            4847.249867,
            4706.287757,
            140.96211,
            15265.883067,
            9507.031951,
            5758.851116
        ],
        [
            2.188049,
            2.124418,
            0.06363,
            0.227526,
            0.20628,
            0.183913
        ],
        [
            804.891923,
            804.891923,
            804.891923,
            804.891923,
            804.891923,
            804.891923
        ],
        [
            -78763,
            -65788,
            -72336,
            -13264593,
            -10048763,
            -9494907
        ],
        [
            12.400792,
            22.151919,
            1.69553,
            1.32727,
            1.375129,
            1.270334
        ],
        [
            75,
            38,
            37,
            75,
            38,
            37
        ],
        [
            28,
            16,
            12,
            28,
            16,
            12
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            37.333333,
            42.105263,
            32.432432,
            37.333333,
            42.105263,
            32.432432
        ],
        [
            20.815616,
            30.458889,
            3.532355,
            2.227918,
            1.890802,
            2.646529
        ],
        [
            4559504,
            4559504,
            58428,
            11156811,
            11156811,
            7563733
        ],
        [
            -34476,
            -34476,
            -33060,
            -5581488,
            -5581488,
            -4858750
        ],
        [
            173,
            169,
            178,
            173,
            169,
            178
        ],
        [
            331,
            285,
            392,
            331,
            285,
            392
        ],
        [
            79,
            84,
            75,
            79,
            84,
            75
        ],
        [
            13026,
            6422,
            6603,
            13026,
            6422,
            6603
        ],
        [
            0,
            0,
            20.291258,
            0,
            0,
            20.291258
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -43956,
            684654,
            -276803,
            -56568,
            240780,
            95111
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13292,
    "evaluation_days": 2215.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1570276800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759157964710,
    "expiration_time": 1764889344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 177,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "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)