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Trade: CHZ/USDT/240/SINWMA/ALMA/6526

Strategy
CHZ/USDT/240/SINWMA/ALMA/6526
Pair
CHZ_USDT
Interval
4h
Score
596484
Daily Profit
0.905124
Profit Factor
3.269892
Profitability
50.400000
Streak
0.000000
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-28 02:13
Expiration Time
2025-11-29 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2000623.7798 2007633.5998 -7009.82 285985.9736 810567.0479 -524581.0743
Total P&L (%) 2000.6238 2007.6336 -7.0098 285.986 810.567 -524.5811
Avg Daily Profit (%) 0.9051 0.9083 -0.0032 0.0611 0.1 0
Buy And Hold Return (%) 724.2805 724.2805 724.2805 724.2805 724.2805 724.2805
Max Trade Drawdown -126295 -73068 -125973 -1264332 -469744 -1022179
Profit Factor 3.2699 5.8056 0.9849 1.0562 1.3721 0.8196
Total Trades 125 63 62 125 63 62
Winning Trades 63 35 28 63 35 28
Losing Trades 62 28 34 62 28 34
Profitability (%) 50.4 55.5556 45.1613 50.4 55.5556 45.1613
Ratio Avg Win / Avg Loss 3.218 4.6445 1.1959 1.0395 1.0977 0.9952
Largest Winning Trade 1889859 1889859 55469 882465 882465 363927
Largest Losing Trade -45008 -45008 -44250 -665168 -321212 -665168
Avg Bars in Trades 103 103 103 103 103 103
Avg Bars in Winners 114 94 139 114 94 139
Avg Bars in Losers 92 115 74 92 115 74
Bars Traded 12944 6524 6420 12944 6524 6420
Profit Streak 0 0 68.9676 0 0 68.9676
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 596484 -127628 -734204 -435372 -333225 -735871
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13262,
    "evaluation_days": 2210.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1570708800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759014801508,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 20,
            "offset": 187
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 135,
            "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": [
        [
            2000623.7798282234,
            2007633.599809249,
            -7009.8199810272,
            285985.9736364256,
            810567.0479046982,
            -524581.0742682724
        ],
        [
            2000.62378,
            2007.6336,
            -7.00982,
            285.985974,
            810.567048,
            -524.581074
        ],
        [
            0.905124,
            0.908296,
            -0.003171,
            0.061124,
            0.099985,
            0
        ],
        [
            724.280503,
            724.280503,
            724.280503,
            724.280503,
            724.280503,
            724.280503
        ],
        [
            -126295,
            -73068,
            -125973,
            -1264332,
            -469744,
            -1022179
        ],
        [
            3.269892,
            5.805587,
            0.98488,
            1.056233,
            1.372087,
            0.819567
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            63,
            35,
            28,
            63,
            35,
            28
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            50.4,
            55.555556,
            45.16129,
            50.4,
            55.555556,
            45.16129
        ],
        [
            3.217989,
            4.64447,
            1.195925,
            1.039467,
            1.09767,
            0.995188
        ],
        [
            1889859,
            1889859,
            55469,
            882465,
            882465,
            363927
        ],
        [
            -45008,
            -45008,
            -44250,
            -665168,
            -321212,
            -665168
        ],
        [
            103,
            103,
            103,
            103,
            103,
            103
        ],
        [
            114,
            94,
            139,
            114,
            94,
            139
        ],
        [
            92,
            115,
            74,
            92,
            115,
            74
        ],
        [
            12944,
            6524,
            6420,
            12944,
            6524,
            6420
        ],
        [
            0,
            0,
            68.96761,
            0,
            0,
            68.96761
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            596484,
            -127628,
            -734204,
            -435372,
            -333225,
            -735871
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13262,
    "evaluation_days": 2210.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1570708800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759014801508,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 20,
            "offset": 187
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 135,
            "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)