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Trade: CHZ/USDT/720/SINWMA/PSAR/2095

Strategy
CHZ/USDT/720/SINWMA/PSAR/2095
Pair
CHZ_USDT
Interval
12h
Score
744460
Daily Profit
0.910322
Profit Factor
8.609805
Profitability
50.000000
Streak
47.834269
Best Strategy
Training Data Length
2225.500000
Evaluation Time
2025-10-09 11:01
Expiration Time
2025-12-14 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1972078.5943 2025922.2288 -53843.6344 20515.1928 130291.8985 -109776.7057
Total P&L (%) 1972.0786 2025.9222 -53.8436 20.5152 130.2919 -109.7767
Avg Daily Profit (%) 0.8861 0.9103 -0.0242 0.0084 0.0375 0
Buy And Hold Return (%) 499.5956 499.5956 499.5956 499.5956 499.5956 499.5956
Max Trade Drawdown -154582 -69673 -148527 -183008 -81805 -138475
Profit Factor 4.2835 8.6098 0.839 1.0313 1.4583 0.7039
Total Trades 92 46 46 92 46 46
Winning Trades 46 23 23 46 23 23
Losing Trades 46 23 23 46 23 23
Profitability (%) 50 50 50 50 50 50
Ratio Avg Win / Avg Loss 4.2835 8.6098 0.839 1.0313 1.4583 0.7039
Largest Winning Trade 2104111 2104111 39800 230969 230969 41409
Largest Losing Trade -67130 -54839 -67130 -51491 -51491 -42318
Avg Bars in Trades 44 40 49 44 40 49
Avg Bars in Winners 62 57 67 62 57 67
Avg Bars in Losers 27 24 30 27 24 30
Bars Traded 4131 1872 2259 4131 1872 2259
Profit Streak 29.3343 47.8343 29.3343 29.3343 47.8343 29.3343
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 701707 744460 -580164 -532233 -306483 -580164
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4451,
    "evaluation_days": 2225.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1577880000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759996880868,
    "expiration_time": 1765736496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 236,
            "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": [
        [
            1972078.594345443,
            2025922.2287909812,
            -53843.6344455354,
            20515.1927501027,
            130291.8984772254,
            -109776.7057271227
        ],
        [
            1972.078594,
            2025.922229,
            -53.843634,
            20.515193,
            130.291898,
            -109.776706
        ],
        [
            0.886128,
            0.910322,
            -0.024194,
            0.008385,
            0.03749,
            0
        ],
        [
            499.595551,
            499.595551,
            499.595551,
            499.595551,
            499.595551,
            499.595551
        ],
        [
            -154582,
            -69673,
            -148527,
            -183008,
            -81805,
            -138475
        ],
        [
            4.283522,
            8.609805,
            0.838972,
            1.031316,
            1.458261,
            0.703932
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            50,
            50,
            50,
            50,
            50,
            50
        ],
        [
            4.283522,
            8.609805,
            0.838972,
            1.031316,
            1.458261,
            0.703932
        ],
        [
            2104111,
            2104111,
            39800,
            230969,
            230969,
            41409
        ],
        [
            -67130,
            -54839,
            -67130,
            -51491,
            -51491,
            -42318
        ],
        [
            44,
            40,
            49,
            44,
            40,
            49
        ],
        [
            62,
            57,
            67,
            62,
            57,
            67
        ],
        [
            27,
            24,
            30,
            27,
            24,
            30
        ],
        [
            4131,
            1872,
            2259,
            4131,
            1872,
            2259
        ],
        [
            29.334269,
            47.834269,
            29.334269,
            29.334269,
            47.834269,
            29.334269
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            701707,
            744460,
            -580164,
            -532233,
            -306483,
            -580164
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4451,
    "evaluation_days": 2225.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1577880000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759996880868,
    "expiration_time": 1765736496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 236,
            "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)