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Trade: CHZ/USDT/360/SWMA/SSF/9566

Strategy
CHZ/USDT/360/SWMA/SSF/9566
Pair
CHZ_USDT
Interval
6h
Score
763231
Daily Profit
1.000241
Profit Factor
10.710014
Profitability
48.387097
Streak
0.000000
Best Strategy
Training Data Length
2227.000000
Evaluation Time
2025-10-11 01:10
Expiration Time
2025-12-16 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2362703.7835 2227536.9133 135166.8702 8615466.3893 11730662.6315 -3115196.2422
Total P&L (%) 2362.7038 2227.5369 135.1669 8615.4664 11730.6626 -3115.1962
Avg Daily Profit (%) 1.0609 1.0002 0.0607 0.2008 0.2146 0
Buy And Hold Return (%) 181.4193 181.4193 181.4193 181.4193 181.4193 181.4193
Max Trade Drawdown -116735 -74792 -85129 -35352488 -17388203 -18683595
Profit Factor 5.8616 10.71 1.5268 1.1061 1.3135 0.9289
Total Trades 63 31 32 63 31 32
Winning Trades 30 15 15 30 15 15
Losing Trades 33 16 17 33 16 17
Profitability (%) 47.619 48.3871 46.875 47.619 48.3871 46.875
Ratio Avg Win / Avg Loss 6.4478 11.424 1.7304 1.2167 1.401 1.0528
Largest Winning Trade 2020386 2020386 55294 19718818 19718818 8040699
Largest Losing Trade -29782 -26559 -29782 -12598123 -6535681 -12598123
Avg Bars in Trades 135 125 145 135 125 145
Avg Bars in Winners 202 179 226 202 179 226
Avg Bars in Losers 75 75 74 75 75 74
Bars Traded 8561 3899 4662 8561 3899 4662
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 -130106 763231 -276324 -247748 275803 -580358
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8908,
    "evaluation_days": 2227,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571184000000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760134249337,
    "expiration_time": 1765891584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 137,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            2362703.7834911896,
            2227536.9133172506,
            135166.8701739385,
            8615466.389261391,
            11730662.63146364,
            -3115196.242202241
        ],
        [
            2362.703783,
            2227.536913,
            135.16687,
            8615.466389,
            11730.662631,
            -3115.196242
        ],
        [
            1.060936,
            1.000241,
            0.060695,
            0.200816,
            0.214567,
            0
        ],
        [
            181.419332,
            181.419332,
            181.419332,
            181.419332,
            181.419332,
            181.419332
        ],
        [
            -116735,
            -74792,
            -85129,
            -35352488,
            -17388203,
            -18683595
        ],
        [
            5.861629,
            10.710014,
            1.526794,
            1.106054,
            1.313466,
            0.9289
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            47.619048,
            48.387097,
            46.875,
            47.619048,
            48.387097,
            46.875
        ],
        [
            6.447792,
            11.424015,
            1.730366,
            1.216659,
            1.401031,
            1.052754
        ],
        [
            2020386,
            2020386,
            55294,
            19718818,
            19718818,
            8040699
        ],
        [
            -29782,
            -26559,
            -29782,
            -12598123,
            -6535681,
            -12598123
        ],
        [
            135,
            125,
            145,
            135,
            125,
            145
        ],
        [
            202,
            179,
            226,
            202,
            179,
            226
        ],
        [
            75,
            75,
            74,
            75,
            75,
            74
        ],
        [
            8561,
            3899,
            4662,
            8561,
            3899,
            4662
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -130106,
            763231,
            -276324,
            -247748,
            275803,
            -580358
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8908,
    "evaluation_days": 2227,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571184000000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760134249337,
    "expiration_time": 1765891584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 137,
            "offset": 0,
            "poles": 2
        }
    }
}

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)