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Trade: CHZ/USDT/240/SINWMA/DCL/2283

Strategy
CHZ/USDT/240/SINWMA/DCL/2283
Pair
CHZ_USDT
Interval
4h
Score
617292
Daily Profit
0.906612
Profit Factor
11.707316
Profitability
40.909091
Streak
0.000000
Best Strategy
Training Data Length
2227.670000
Evaluation Time
2025-10-12 01:01
Expiration Time
2025-12-17 17:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2092119.7 2019631.5199 72488.1802 3541813.7481 6996775.3251 -3454961.577
Total P&L (%) 2092.1197 2019.6315 72.4882 3541.8137 6996.7753 -3454.9616
Avg Daily Profit (%) 0.9392 0.9066 0.0325 0.1615 0.1915 0
Buy And Hold Return (%) 384.2728 384.2728 384.2728 384.2728 384.2728 384.2728
Max Trade Drawdown -149382 -81243 -109583 -13087433 -6433989 -9405532
Profit Factor 4.5363 11.7073 1.1799 1.0954 1.5508 0.8586
Total Trades 87 44 43 87 44 43
Winning Trades 35 18 17 35 18 17
Losing Trades 52 26 26 52 26 26
Profitability (%) 40.2299 40.9091 39.5349 40.2299 40.9091 39.5349
Ratio Avg Win / Avg Loss 6.7396 16.9106 1.8045 1.6274 2.2401 1.3132
Largest Winning Trade 1828898 1828898 56281 6182669 6182669 4627562
Largest Losing Trade -46014 -19646 -46014 -4682890 -1464521 -4682890
Avg Bars in Trades 150 90 211 150 90 211
Avg Bars in Winners 284 165 410 284 165 410
Avg Bars in Losers 60 38 81 60 38 81
Bars Traded 13088 3977 9111 13088 3977 9111
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 580946 617292 -340771 -110373 259777 -583130
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13366,
    "evaluation_days": 2227.67,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571328000000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760220102891,
    "expiration_time": 1765986912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 25,
            "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": [
        [
            2092119.7000323609,
            2019631.5198687976,
            72488.1801635637,
            3541813.748081047,
            6996775.325085296,
            -3454961.577004248
        ],
        [
            2092.1197,
            2019.63152,
            72.48818,
            3541.813748,
            6996.775325,
            -3454.961577
        ],
        [
            0.939152,
            0.906612,
            0.03254,
            0.161513,
            0.191514,
            0
        ],
        [
            384.272812,
            384.272812,
            384.272812,
            384.272812,
            384.272812,
            384.272812
        ],
        [
            -149382,
            -81243,
            -109583,
            -13087433,
            -6433989,
            -9405532
        ],
        [
            4.536283,
            11.707316,
            1.179874,
            1.095365,
            1.550816,
            0.858617
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            40.229885,
            40.909091,
            39.534884,
            40.229885,
            40.909091,
            39.534884
        ],
        [
            6.739621,
            16.910567,
            1.804513,
            1.6274,
            2.240067,
            1.313179
        ],
        [
            1828898,
            1828898,
            56281,
            6182669,
            6182669,
            4627562
        ],
        [
            -46014,
            -19646,
            -46014,
            -4682890,
            -1464521,
            -4682890
        ],
        [
            150,
            90,
            211,
            150,
            90,
            211
        ],
        [
            284,
            165,
            410,
            284,
            165,
            410
        ],
        [
            60,
            38,
            81,
            60,
            38,
            81
        ],
        [
            13088,
            3977,
            9111,
            13088,
            3977,
            9111
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            580946,
            617292,
            -340771,
            -110373,
            259777,
            -583130
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13366,
    "evaluation_days": 2227.67,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571328000000,
    "last_datapoint_time": 1760212800000,
    "evaluation_time": 1760220102891,
    "expiration_time": 1765986912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 25,
            "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)