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Trade: CHZ/USDT/120/SINWMA/SSF/6231

Strategy
CHZ/USDT/120/SINWMA/SSF/6231
Pair
CHZ_USDT
Interval
2h
Score
587387
Daily Profit
1.077796
Profit Factor
3.498085
Profitability
42.968750
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 09:20
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2244510.8463 2278490.2899 -33979.4437 227444.907 3080862.7902 -2853417.8833
Total P&L (%) 2244.5108 2278.4903 -33.9794 227.4449 3080.8628 -2853.4179
Avg Daily Profit (%) 1.0778 1.0941 -0.0163 0.057 0.1663 0
Buy And Hold Return (%) 454.3893 454.3893 454.3893 454.3893 454.3893 454.3893
Max Trade Drawdown -209380 -109289 -149688 -5214935 -2288889 -3059506
Profit Factor 3.4981 6.1512 0.9255 1.0205 1.6736 0.563
Total Trades 128 64 64 128 64 64
Winning Trades 55 29 26 55 29 26
Losing Trades 73 35 38 73 35 38
Profitability (%) 42.9688 45.3125 40.625 42.9688 45.3125 40.625
Ratio Avg Win / Avg Loss 4.6429 7.4239 1.3527 1.3545 2.0199 0.8229
Largest Winning Trade 2196990 2196990 54208 5202340 5202340 644699
Largest Losing Trade -44565 -39329 -44565 -2346468 -1216341 -2346468
Avg Bars in Trades 191 190 193 191 190 193
Avg Bars in Winners 282 277 287 282 277 287
Avg Bars in Losers 123 117 129 123 117 129
Bars Traded 24568 12163 12405 24568 12163 12405
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 587387 -120655 -722215 -483008 -130507 -723881
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580428800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758954054952,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            2244510.8462518146,
            2278490.2899071886,
            -33979.4436553725,
            227444.9069628301,
            3080862.790244355,
            -2853417.883281523
        ],
        [
            2244.510846,
            2278.49029,
            -33.979444,
            227.444907,
            3080.86279,
            -2853.417883
        ],
        [
            1.077796,
            1.094113,
            -0.016317,
            0.056974,
            0.166272,
            0
        ],
        [
            454.389313,
            454.389313,
            454.389313,
            454.389313,
            454.389313,
            454.389313
        ],
        [
            -209380,
            -109289,
            -149688,
            -5214935,
            -2288889,
            -3059506
        ],
        [
            3.498085,
            6.151234,
            0.925512,
            1.020484,
            1.673613,
            0.563033
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            73,
            35,
            38,
            73,
            35,
            38
        ],
        [
            42.96875,
            45.3125,
            40.625,
            42.96875,
            45.3125,
            40.625
        ],
        [
            4.642913,
            7.423903,
            1.352671,
            1.35446,
            2.019877,
            0.822894
        ],
        [
            2196990,
            2196990,
            54208,
            5202340,
            5202340,
            644699
        ],
        [
            -44565,
            -39329,
            -44565,
            -2346468,
            -1216341,
            -2346468
        ],
        [
            191,
            190,
            193,
            191,
            190,
            193
        ],
        [
            282,
            277,
            287,
            282,
            277,
            287
        ],
        [
            123,
            117,
            129,
            123,
            117,
            129
        ],
        [
            24568,
            12163,
            12405,
            24568,
            12163,
            12405
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
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            1.45,
            1.45
        ],
        [
            587387,
            -120655,
            -722215,
            -483008,
            -130507,
            -723881
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580428800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758954054952,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 195,
            "offset": 0,
            "poles": 3
        }
    }
}

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)