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Trade: CHZ/USDT/360/PWMA/DEMA/4153

Strategy
CHZ/USDT/360/PWMA/DEMA/4153
Pair
CHZ_USDT
Interval
6h
Score
754475
Daily Profit
1.142767
Profit Factor
4.583115
Profitability
49.180328
Streak
0.000000
Best Strategy
Training Data Length
2223.000000
Evaluation Time
2025-10-07 03:08
Expiration Time
2025-12-12 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2540371.757 2455519.4277 84852.3293 1819270.6648 240870.322 1578400.3428
Total P&L (%) 2540.3718 2455.5194 84.8523 1819.2707 240.8703 1578.4003
Avg Daily Profit (%) 1.1428 1.1046 0.0382 0.133 0.0552 0.127
Buy And Hold Return (%) 313.7739 313.7739 313.7739 313.7739 313.7739 313.7739
Max Trade Drawdown -162843 -74854 -103083 -7141392 -2663777 -5195515
Profit Factor 4.5831 9.2763 1.2058 1.1035 1.0313 1.1597
Total Trades 122 61 61 122 61 61
Winning Trades 60 27 33 60 27 33
Losing Trades 62 34 28 62 34 28
Profitability (%) 49.1803 44.2623 54.0984 49.1803 44.2623 54.0984
Ratio Avg Win / Avg Loss 4.7359 11.6812 1.0231 1.1403 1.2986 0.984
Largest Winning Trade 2387711 2387711 48976 1529591 1358795 1529591
Largest Losing Trade -38451 -24339 -38451 -1883259 -1173179 -1883259
Avg Bars in Trades 70 59 80 70 59 80
Avg Bars in Winners 95 88 101 95 88 101
Avg Bars in Losers 45 36 56 45 36 56
Bars Traded 8550 3621 4929 8550 3621 4929
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 754475 -141953 -469331 -122561 -635040 -232058
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8892,
    "evaluation_days": 2223,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572480000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759795715454,
    "expiration_time": 1765535616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 221,
            "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": [
        [
            2540371.75698418,
            2455519.427686709,
            84852.3292974711,
            1819270.6647784892,
            240870.3219741271,
            1578400.3428043607
        ],
        [
            2540.371757,
            2455.519428,
            84.852329,
            1819.270665,
            240.870322,
            1578.400343
        ],
        [
            1.142767,
            1.104597,
            0.03817,
            0.132996,
            0.055181,
            0.126955
        ],
        [
            313.7739,
            313.7739,
            313.7739,
            313.7739,
            313.7739,
            313.7739
        ],
        [
            -162843,
            -74854,
            -103083,
            -7141392,
            -2663777,
            -5195515
        ],
        [
            4.583115,
            9.276272,
            1.205807,
            1.103476,
            1.03128,
            1.15974
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            60,
            27,
            33,
            60,
            27,
            33
        ],
        [
            62,
            34,
            28,
            62,
            34,
            28
        ],
        [
            49.180328,
            44.262295,
            54.098361,
            49.180328,
            44.262295,
            54.098361
        ],
        [
            4.735886,
            11.681231,
            1.023109,
            1.140258,
            1.298648,
            0.984022
        ],
        [
            2387711,
            2387711,
            48976,
            1529591,
            1358795,
            1529591
        ],
        [
            -38451,
            -24339,
            -38451,
            -1883259,
            -1173179,
            -1883259
        ],
        [
            70,
            59,
            80,
            70,
            59,
            80
        ],
        [
            95,
            88,
            101,
            95,
            88,
            101
        ],
        [
            45,
            36,
            56,
            45,
            36,
            56
        ],
        [
            8550,
            3621,
            4929,
            8550,
            3621,
            4929
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            754475,
            -141953,
            -469331,
            -122561,
            -635040,
            -232058
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8892,
    "evaluation_days": 2223,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572480000000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759795715454,
    "expiration_time": 1765535616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 221,
            "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)