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Trade: CHZ/USDT/360/PWMA/DCM/4138

Strategy
CHZ/USDT/360/PWMA/DCM/4138
Pair
CHZ_USDT
Interval
6h
Score
691813
Daily Profit
0.967008
Profit Factor
10.032683
Profitability
43.243243
Streak
0.000000
Best Strategy
Training Data Length
2210.750000
Evaluation Time
2025-09-27 12:01
Expiration Time
2025-11-29 21:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2237468.1758 2137813.3197 99654.8561 2667540.5122 6193232.9706 -3525692.4583
Total P&L (%) 2237.4682 2137.8133 99.6549 2667.5405 6193.233 -3525.6925
Avg Daily Profit (%) 1.0121 0.967 0.0451 0.1503 0.1875 0
Buy And Hold Return (%) 154.6172 154.6172 154.6172 154.6172 154.6172 154.6172
Max Trade Drawdown -123745 -80237 -88663 -5029066 -2040961 -4929777
Profit Factor 5.2639 10.0327 1.3459 1.2001 2.3871 0.6023
Total Trades 75 37 38 75 37 38
Winning Trades 34 16 18 34 16 18
Losing Trades 41 21 20 41 21 20
Profitability (%) 45.3333 43.2432 47.3684 45.3333 43.2432 47.3684
Ratio Avg Win / Avg Loss 6.3477 13.1679 1.4955 1.4472 3.1331 0.6692
Largest Winning Trade 1936948 1936948 54772 5713336 5713336 939431
Largest Losing Trade -65668 -41309 -65668 -3945535 -1009336 -3945535
Avg Bars in Trades 112 115 109 112 115 109
Avg Bars in Winners 161 144 176 161 144 176
Avg Bars in Losers 72 93 50 72 93 50
Bars Traded 8459 4280 4179 8459 4280 4179
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 -41753 691813 -299127 -56005 354826 -581788
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 16190,
    "actual_packets": 8843,
    "evaluation_days": 2210.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572998400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758963675519,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 67,
            "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": [
        [
            2237468.175751404,
            2137813.319698186,
            99654.856053218,
            2667540.512229055,
            6193232.97056179,
            -3525692.458332736
        ],
        [
            2237.468176,
            2137.81332,
            99.654856,
            2667.540512,
            6193.232971,
            -3525.692458
        ],
        [
            1.012086,
            0.967008,
            0.045077,
            0.150313,
            0.187536,
            0
        ],
        [
            154.617166,
            154.617166,
            154.617166,
            154.617166,
            154.617166,
            154.617166
        ],
        [
            -123745,
            -80237,
            -88663,
            -5029066,
            -2040961,
            -4929777
        ],
        [
            5.26392,
            10.032683,
            1.345941,
            1.20012,
            2.387095,
            0.602281
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            45.333333,
            43.243243,
            47.368421,
            45.333333,
            43.243243,
            47.368421
        ],
        [
            6.347669,
            13.167897,
            1.49549,
            1.447204,
            3.133062,
            0.669201
        ],
        [
            1936948,
            1936948,
            54772,
            5713336,
            5713336,
            939431
        ],
        [
            -65668,
            -41309,
            -65668,
            -3945535,
            -1009336,
            -3945535
        ],
        [
            112,
            115,
            109,
            112,
            115,
            109
        ],
        [
            161,
            144,
            176,
            161,
            144,
            176
        ],
        [
            72,
            93,
            50,
            72,
            93,
            50
        ],
        [
            8459,
            4280,
            4179,
            8459,
            4280,
            4179
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -41753,
            691813,
            -299127,
            -56005,
            354826,
            -581788
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 16190,
    "actual_packets": 8843,
    "evaluation_days": 2210.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572998400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758963675519,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 67,
            "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)