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Trade: CHZ/USDT/360/SINWMA/PSAR/5171

Strategy
CHZ/USDT/360/SINWMA/PSAR/5171
Pair
CHZ_USDT
Interval
6h
Score
623162
Daily Profit
1.047623
Profit Factor
5.573157
Profitability
45.967742
Streak
15.327958
Best Strategy
Training Data Length
2225.000000
Evaluation Time
2025-10-08 22:52
Expiration Time
2025-12-14 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2282709.5804 2330962.0639 -48252.4835 205546.8215 10690932.2678 -10485385.4463
Total P&L (%) 2282.7096 2330.9621 -48.2525 205.5468 10690.9323 -10485.3854
Avg Daily Profit (%) 1.0259 1.0476 -0.0217 0.0502 0.2106 0
Buy And Hold Return (%) 767.0288 767.0288 767.0288 767.0288 767.0288 767.0288
Max Trade Drawdown -168367 -93196 -137359 -15133020 -3644529 -11611637
Profit Factor 3.0167 5.5732 0.9224 1.008 2.2717 0.3915
Total Trades 248 124 124 248 124 124
Winning Trades 113 57 56 113 57 56
Losing Trades 135 67 68 135 67 68
Profitability (%) 45.5645 45.9677 45.1613 45.5645 45.9677 45.1613
Ratio Avg Win / Avg Loss 3.6041 6.5509 1.1201 1.2043 2.6702 0.4754
Largest Winning Trade 2170302 2170302 47497 13207780 13207780 1145979
Largest Losing Trade -65486 -49370 -65486 -10110183 -2630629 -10110183
Avg Bars in Trades 35 33 36 35 33 36
Avg Bars in Winners 50 45 55 50 45 55
Avg Bars in Losers 22 22 21 22 22 21
Bars Traded 8714 4142 4572 8714 4142 4572
Profit Streak 0 15.328 0 0 15.328 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 560329 623162 -581218 -503770 404763 -582884
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8900,
    "evaluation_days": 2225,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570838400000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759953135551,
    "expiration_time": 1765713600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            2282709.58043394,
            2330962.0638987063,
            -48252.4834647651,
            205546.8214917578,
            10690932.267815834,
            -10485385.446324069
        ],
        [
            2282.70958,
            2330.962064,
            -48.252483,
            205.546821,
            10690.932268,
            -10485.385446
        ],
        [
            1.025937,
            1.047623,
            -0.021687,
            0.050212,
            0.210617,
            0
        ],
        [
            767.028767,
            767.028767,
            767.028767,
            767.028767,
            767.028767,
            767.028767
        ],
        [
            -168367,
            -93196,
            -137359,
            -15133020,
            -3644529,
            -11611637
        ],
        [
            3.016737,
            5.573157,
            0.922446,
            1.008017,
            2.271689,
            0.391512
        ],
        [
            248,
            124,
            124,
            248,
            124,
            124
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            135,
            67,
            68,
            135,
            67,
            68
        ],
        [
            45.564516,
            45.967742,
            45.16129,
            45.564516,
            45.967742,
            45.16129
        ],
        [
            3.604066,
            6.550904,
            1.120113,
            1.204268,
            2.670231,
            0.475407
        ],
        [
            2170302,
            2170302,
            47497,
            13207780,
            13207780,
            1145979
        ],
        [
            -65486,
            -49370,
            -65486,
            -10110183,
            -2630629,
            -10110183
        ],
        [
            35,
            33,
            36,
            35,
            33,
            36
        ],
        [
            50,
            45,
            55,
            50,
            45,
            55
        ],
        [
            22,
            22,
            21,
            22,
            22,
            21
        ],
        [
            8714,
            4142,
            4572,
            8714,
            4142,
            4572
        ],
        [
            0,
            15.327958,
            0,
            0,
            15.327958,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            560329,
            623162,
            -581218,
            -503770,
            404763,
            -582884
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8900,
    "evaluation_days": 2225,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570838400000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759953135551,
    "expiration_time": 1765713600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)