← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: CHZ/USDT/720/SSF/VWMA/4366

Strategy
CHZ/USDT/720/SSF/VWMA/4366
Pair
CHZ_USDT
Interval
12h
Score
722773
Daily Profit
1.204504
Profit Factor
7.677921
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
2222.000000
Evaluation Time
2025-10-05 22:52
Expiration Time
2025-12-11 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2620381.2457 2676408.5554 -56027.3097 58260.7066 -368632.8464 426893.553
Total P&L (%) 2620.3812 2676.4086 -56.0273 58.2607 -368.6328 426.8936
Avg Daily Profit (%) 1.1793 1.2045 -0.0252 0.0207 0 0.0748
Buy And Hold Return (%) 417.9157 417.9157 417.9157 417.9157 417.9157 417.9157
Max Trade Drawdown -192410 -122331 -116716 -4845226 -3579581 -1351274
Profit Factor 4.5653 7.6779 0.8323 1.0062 0.9429 1.1443
Total Trades 75 37 38 75 37 38
Winning Trades 33 17 16 33 17 16
Losing Trades 42 20 22 42 20 22
Profitability (%) 44 45.9459 42.1053 44 45.9459 42.1053
Ratio Avg Win / Avg Loss 5.8104 9.0328 1.1445 1.2806 1.1093 1.5734
Largest Winning Trade 2643991 2643991 41933 2302548 2302548 1304334
Largest Losing Trade -53736 -44588 -53736 -2000242 -2000242 -594861
Avg Bars in Trades 58 81 34 58 81 34
Avg Bars in Winners 59 78 38 59 78 38
Avg Bars in Losers 57 84 32 57 84 32
Bars Traded 4350 3026 1324 4350 3026 1324
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 -43126 722773 -582168 -608363 -580682 -315925
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 2222,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571400000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759693977063,
    "expiration_time": 1765425024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 102,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "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": [
        [
            2620381.2456567995,
            2676408.555402934,
            -56027.3097461332,
            58260.7066139922,
            -368632.8463788782,
            426893.5529928707
        ],
        [
            2620.381246,
            2676.408555,
            -56.02731,
            58.260707,
            -368.632846,
            426.893553
        ],
        [
            1.179289,
            1.204504,
            -0.025215,
            0.020663,
            0,
            0.074818
        ],
        [
            417.915691,
            417.915691,
            417.915691,
            417.915691,
            417.915691,
            417.915691
        ],
        [
            -192410,
            -122331,
            -116716,
            -4845226,
            -3579581,
            -1351274
        ],
        [
            4.56529,
            7.677921,
            0.832347,
            1.006189,
            0.942891,
            1.144265
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            42,
            20,
            22,
            42,
            20,
            22
        ],
        [
            44,
            45.945946,
            42.105263,
            44,
            45.945946,
            42.105263
        ],
        [
            5.81037,
            9.032848,
            1.144476,
            1.280604,
            1.109284,
            1.573365
        ],
        [
            2643991,
            2643991,
            41933,
            2302548,
            2302548,
            1304334
        ],
        [
            -53736,
            -44588,
            -53736,
            -2000242,
            -2000242,
            -594861
        ],
        [
            58,
            81,
            34,
            58,
            81,
            34
        ],
        [
            59,
            78,
            38,
            59,
            78,
            38
        ],
        [
            57,
            84,
            32,
            57,
            84,
            32
        ],
        [
            4350,
            3026,
            1324,
            4350,
            3026,
            1324
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -43126,
            722773,
            -582168,
            -608363,
            -580682,
            -315925
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 2222,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571400000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759693977063,
    "expiration_time": 1765425024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 102,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 86,
            "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)