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Trade: CHZ/USDT/240/SINWMA/SWMA/8257

Strategy
CHZ/USDT/240/SINWMA/SWMA/8257
Pair
CHZ_USDT
Interval
4h
Score
677331
Daily Profit
1.013706
Profit Factor
11.977282
Profitability
46.875000
Streak
51.195588
Best Strategy
Training Data Length
2220.830000
Evaluation Time
2025-10-05 03:41
Expiration Time
2025-12-10 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2397267.2394 2251269.4529 145997.7865 11605022.2911 4254105.2907 7350917.0003
Total P&L (%) 2397.2672 2251.2695 145.9978 11605.0223 4254.1053 7350.917
Avg Daily Profit (%) 1.0794 1.0137 0.0657 0.2147 0.1701 0.1943
Buy And Hold Return (%) 589.1934 589.1934 589.1934 589.1934 589.1934 589.1934
Max Trade Drawdown -109533 -77608 -80422 -40281707 -26809464 -26945131
Profit Factor 6.7998 11.9773 1.7011 1.1554 1.1129 1.1986
Total Trades 64 32 32 64 32 32
Winning Trades 33 15 18 33 15 18
Losing Trades 31 17 14 31 17 14
Profitability (%) 51.5625 46.875 56.25 51.5625 46.875 56.25
Ratio Avg Win / Avg Loss 6.3877 13.5743 1.3231 1.0854 1.2613 0.9323
Largest Winning Trade 2015030 2015030 49542 12343122 12343122 8419281
Largest Losing Trade -51380 -36148 -51380 -18792186 -18792186 -14328069
Avg Bars in Trades 202 194 210 202 194 210
Avg Bars in Winners 249 214 278 249 214 278
Avg Bars in Losers 152 176 122 152 176 122
Bars Traded 12944 6219 6725 12944 6219 6725
Profit Streak 0 51.1956 0 0 51.1956 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -123521 677331 -268040 -184741 -89238 182690
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13325,
    "evaluation_days": 2220.83,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571328000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759624898813,
    "expiration_time": 1765378800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 187,
            "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": [
        [
            2397267.2394112153,
            2251269.452898818,
            145997.7865123965,
            11605022.291076615,
            4254105.290746193,
            7350917.000330418
        ],
        [
            2397.267239,
            2251.269453,
            145.997787,
            11605.022291,
            4254.105291,
            7350.917
        ],
        [
            1.079447,
            1.013706,
            0.06574,
            0.214682,
            0.170068,
            0.194302
        ],
        [
            589.193398,
            589.193398,
            589.193398,
            589.193398,
            589.193398,
            589.193398
        ],
        [
            -109533,
            -77608,
            -80422,
            -40281707,
            -26809464,
            -26945131
        ],
        [
            6.799826,
            11.977282,
            1.70107,
            1.155382,
            1.1129,
            1.198638
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            51.5625,
            46.875,
            56.25,
            51.5625,
            46.875,
            56.25
        ],
        [
            6.387715,
            13.574253,
            1.323054,
            1.085359,
            1.261287,
            0.932274
        ],
        [
            2015030,
            2015030,
            49542,
            12343122,
            12343122,
            8419281
        ],
        [
            -51380,
            -36148,
            -51380,
            -18792186,
            -18792186,
            -14328069
        ],
        [
            202,
            194,
            210,
            202,
            194,
            210
        ],
        [
            249,
            214,
            278,
            249,
            214,
            278
        ],
        [
            152,
            176,
            122,
            152,
            176,
            122
        ],
        [
            12944,
            6219,
            6725,
            12944,
            6219,
            6725
        ],
        [
            0,
            51.195588,
            0,
            0,
            51.195588,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -123521,
            677331,
            -268040,
            -184741,
            -89238,
            182690
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13325,
    "evaluation_days": 2220.83,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571328000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759624898813,
    "expiration_time": 1765378800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 187,
            "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)