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Trade: CHZ/USDT/240/BBM/VWMA/7297

Strategy
CHZ/USDT/240/BBM/VWMA/7297
Pair
CHZ_USDT
Interval
4h
Score
584377
Daily Profit
1.309822
Profit Factor
4.363159
Profitability
40.939597
Streak
0.000000
Best Strategy
Training Data Length
2215.330000
Evaluation Time
2025-09-29 17:59
Expiration Time
2025-12-05 01:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2901688.8143 2853300.8125 48388.0018 2639791.886 3618264.1723 -978472.2862
Total P&L (%) 2901.6888 2853.3008 48.388 2639.7919 3618.2642 -978.4723
Avg Daily Profit (%) 1.3098 1.288 0.0218 0.1495 0.1634 0
Buy And Hold Return (%) 613.6192 613.6192 613.6192 613.6192 613.6192 613.6192
Max Trade Drawdown -187680 -120596 -110641 -14857103 -9333890 -8090109
Profit Factor 4.3632 7.3787 1.1165 1.084 1.2123 0.932
Total Trades 149 75 74 149 75 74
Winning Trades 61 28 33 61 28 33
Losing Trades 88 47 41 88 47 41
Profitability (%) 40.9396 37.3333 44.5946 40.9396 37.3333 44.5946
Ratio Avg Win / Avg Loss 6.2944 12.3857 1.3871 1.5638 2.0349 1.1579
Largest Winning Trade 2581842 2581842 45270 11214378 11214378 4187293
Largest Losing Trade -47651 -45531 -47651 -6396832 -2458037 -6396832
Avg Bars in Trades 88 99 76 88 99 76
Avg Bars in Winners 145 179 117 145 179 117
Avg Bars in Losers 48 51 43 48 51 43
Bars Traded 13135 7470 5665 13135 7470 5665
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 584377 -41410 -488437 -125110 -54236 -645671
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13292,
    "evaluation_days": 2215.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1569211200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759157964808,
    "expiration_time": 1764889344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 210,
            "offset": 0,
            "std": 4.94823
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "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": [
        [
            2901688.8142765323,
            2853300.8125155005,
            48388.001761032,
            2639791.886010074,
            3618264.1722596567,
            -978472.2862495838
        ],
        [
            2901.688814,
            2853.300813,
            48.388002,
            2639.791886,
            3618.264172,
            -978.472286
        ],
        [
            1.309822,
            1.28798,
            0.021842,
            0.149546,
            0.163352,
            0
        ],
        [
            613.619236,
            613.619236,
            613.619236,
            613.619236,
            613.619236,
            613.619236
        ],
        [
            -187680,
            -120596,
            -110641,
            -14857103,
            -9333890,
            -8090109
        ],
        [
            4.363159,
            7.378731,
            1.116465,
            1.083985,
            1.212271,
            0.931985
        ],
        [
            149,
            75,
            74,
            149,
            75,
            74
        ],
        [
            61,
            28,
            33,
            61,
            28,
            33
        ],
        [
            88,
            47,
            41,
            88,
            47,
            41
        ],
        [
            40.939597,
            37.333333,
            44.594595,
            40.939597,
            37.333333,
            44.594595
        ],
        [
            6.294393,
            12.385727,
            1.387123,
            1.563782,
            2.034884,
            1.157921
        ],
        [
            2581842,
            2581842,
            45270,
            11214378,
            11214378,
            4187293
        ],
        [
            -47651,
            -45531,
            -47651,
            -6396832,
            -2458037,
            -6396832
        ],
        [
            88,
            99,
            76,
            88,
            99,
            76
        ],
        [
            145,
            179,
            117,
            145,
            179,
            117
        ],
        [
            48,
            51,
            43,
            48,
            51,
            43
        ],
        [
            13135,
            7470,
            5665,
            13135,
            7470,
            5665
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            584377,
            -41410,
            -488437,
            -125110,
            -54236,
            -645671
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13292,
    "evaluation_days": 2215.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1569211200000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759157964808,
    "expiration_time": 1764889344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 210,
            "offset": 0,
            "std": 4.94823
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 75,
            "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)