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Trade: CHZ/USDT/360/SINWMA/PWMA/8238

Strategy
CHZ/USDT/360/SINWMA/PWMA/8238
Pair
CHZ_USDT
Interval
6h
Score
759912
Daily Profit
2.116928
Profit Factor
9.537212
Profitability
44.943820
Streak
0.000000
Best Strategy
Training Data Length
2223.000000
Evaluation Time
2025-10-06 23:38
Expiration Time
2025-12-12 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 4705931.9969 4607248.0989 98683.8981 4070956.0841 3756812.4021 314143.6819
Total P&L (%) 4705.932 4607.2481 98.6839 4070.9561 3756.8124 314.1437
Avg Daily Profit (%) 2.1169 2.0725 0.0444 0.168 0.1644 0.0639
Buy And Hold Return (%) 313.6811 313.6811 313.6811 313.6811 313.6811 313.6811
Max Trade Drawdown -128902 -90756 -86615 -15667419 -10293255 -6525182
Profit Factor 9.5372 16.4919 1.3888 1.1219 1.2109 1.0201
Total Trades 89 44 45 89 44 45
Winning Trades 40 20 20 40 20 20
Losing Trades 49 24 25 49 24 25
Profitability (%) 44.9438 45.4545 44.4444 44.9438 45.4545 44.4444
Ratio Avg Win / Avg Loss 11.6831 19.7903 1.736 1.3743 1.4531 1.2752
Largest Winning Trade 4536304 4536304 54789 9573642 9573642 3141141
Largest Losing Trade -34206 -34206 -33337 -3642371 -3642371 -2565329
Avg Bars in Trades 96 89 102 96 89 102
Avg Bars in Winners 153 128 178 153 128 178
Avg Bars in Losers 49 57 42 49 57 42
Bars Traded 8556 3944 4612 8556 3944 4612
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 759912 759227 -299751 -80454 200296 -473327
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8892,
    "evaluation_days": 2223,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572480000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759783135280,
    "expiration_time": 1765535616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 39,
            "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": [
        [
            4705931.996937911,
            4607248.0988828,
            98683.8980551087,
            4070956.08406863,
            3756812.402136239,
            314143.6819323924
        ],
        [
            4705.931997,
            4607.248099,
            98.683898,
            4070.956084,
            3756.812402,
            314.143682
        ],
        [
            2.116928,
            2.072536,
            0.044392,
            0.167965,
            0.164437,
            0.063945
        ],
        [
            313.681084,
            313.681084,
            313.681084,
            313.681084,
            313.681084,
            313.681084
        ],
        [
            -128902,
            -90756,
            -86615,
            -15667419,
            -10293255,
            -6525182
        ],
        [
            9.537212,
            16.491889,
            1.388782,
            1.121852,
            1.210882,
            1.020145
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            44.94382,
            45.454545,
            44.444444,
            44.94382,
            45.454545,
            44.444444
        ],
        [
            11.683085,
            19.790267,
            1.735977,
            1.374269,
            1.453058,
            1.275181
        ],
        [
            4536304,
            4536304,
            54789,
            9573642,
            9573642,
            3141141
        ],
        [
            -34206,
            -34206,
            -33337,
            -3642371,
            -3642371,
            -2565329
        ],
        [
            96,
            89,
            102,
            96,
            89,
            102
        ],
        [
            153,
            128,
            178,
            153,
            128,
            178
        ],
        [
            49,
            57,
            42,
            49,
            57,
            42
        ],
        [
            8556,
            3944,
            4612,
            8556,
            3944,
            4612
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            759912,
            759227,
            -299751,
            -80454,
            200296,
            -473327
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8892,
    "evaluation_days": 2223,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572480000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759783135280,
    "expiration_time": 1765535616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 39,
            "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)