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Trade: CHZ/USDT/240/SMA/VWMA/1124

Strategy
CHZ/USDT/240/SMA/VWMA/1124
Pair
CHZ_USDT
Interval
4h
Score
686065
Daily Profit
1.340786
Profit Factor
3.913350
Profitability
44.607843
Streak
0.000000
Best Strategy
Training Data Length
2225.500000
Evaluation Time
2025-10-09 21:50
Expiration Time
2025-12-15 12:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2983920.0258 2851761.9859 132158.0399 12034324.9835 18145852.2096 -6111527.2261
Total P&L (%) 2983.92 2851.762 132.158 12034.325 18145.8522 -6111.5272
Avg Daily Profit (%) 1.3408 1.2814 0.0594 0.2159 0.2342 0
Buy And Hold Return (%) 482.8824 482.8824 482.8824 482.8824 482.8824 482.8824
Max Trade Drawdown -153508 -86875 -94779 -27704499 -11202552 -21631766
Profit Factor 3.9134 6.7249 1.2512 1.107 1.3653 0.9027
Total Trades 204 102 102 204 102 102
Winning Trades 91 42 49 91 42 49
Losing Trades 113 60 53 113 60 53
Profitability (%) 44.6078 41.1765 48.0392 44.6078 41.1765 48.0392
Ratio Avg Win / Avg Loss 4.8594 9.607 1.3533 1.3746 1.9504 0.9764
Largest Winning Trade 2440574 2440574 50181 16079509 16079509 6740040
Largest Losing Trade -60403 -32995 -60403 -16925920 -4060004 -16925920
Avg Bars in Trades 64 66 63 64 66 63
Avg Bars in Winners 101 105 98 101 105 98
Avg Bars in Losers 35 38 31 35 38 31
Bars Traded 13208 6736 6472 13208 6736 6472
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 686065 636079 -280664 -95729 223578 -581822
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13353,
    "evaluation_days": 2225.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1568808000000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760035807706,
    "expiration_time": 1765794096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 31,
            "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": [
        [
            2983920.0257912735,
            2851761.9859293946,
            132158.0398618793,
            12034324.983524313,
            18145852.209599562,
            -6111527.226075254
        ],
        [
            2983.920026,
            2851.761986,
            132.15804,
            12034.324984,
            18145.85221,
            -6111.527226
        ],
        [
            1.340786,
            1.281403,
            0.059384,
            0.215853,
            0.234222,
            0
        ],
        [
            482.88237,
            482.88237,
            482.88237,
            482.88237,
            482.88237,
            482.88237
        ],
        [
            -153508,
            -86875,
            -94779,
            -27704499,
            -11202552,
            -21631766
        ],
        [
            3.91335,
            6.724895,
            1.251208,
            1.106958,
            1.365299,
            0.902746
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            91,
            42,
            49,
            91,
            42,
            49
        ],
        [
            113,
            60,
            53,
            113,
            60,
            53
        ],
        [
            44.607843,
            41.176471,
            48.039216,
            44.607843,
            41.176471,
            48.039216
        ],
        [
            4.859434,
            9.606993,
            1.353348,
            1.374574,
            1.950427,
            0.976439
        ],
        [
            2440574,
            2440574,
            50181,
            16079509,
            16079509,
            6740040
        ],
        [
            -60403,
            -32995,
            -60403,
            -16925920,
            -4060004,
            -16925920
        ],
        [
            64,
            66,
            63,
            64,
            66,
            63
        ],
        [
            101,
            105,
            98,
            101,
            105,
            98
        ],
        [
            35,
            38,
            31,
            35,
            38,
            31
        ],
        [
            13208,
            6736,
            6472,
            13208,
            6736,
            6472
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            686065,
            636079,
            -280664,
            -95729,
            223578,
            -581822
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13353,
    "evaluation_days": 2225.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1568808000000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760035807706,
    "expiration_time": 1765794096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 31,
            "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)