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Trade: CHZ/USDT/480/HLC3/VWMA/7552

Strategy
CHZ/USDT/480/HLC3/VWMA/7552
Pair
CHZ_USDT
Interval
8h
Score
732152
Daily Profit
1.436152
Profit Factor
5.550182
Profitability
45.348837
Streak
0.000000
Best Strategy
Training Data Length
2219.330000
Evaluation Time
2025-10-03 12:01
Expiration Time
2025-12-08 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3187294.6805 3364781.5048 -177486.8243 -133793.9772 -254862.8487 121068.8715
Total P&L (%) 3187.2947 3364.7815 -177.4868 -133.794 -254.8628 121.0689
Avg Daily Profit (%) 1.4362 1.5161 -0.08 0 0 0.0358
Buy And Hold Return (%) 239.7713 239.7713 239.7713 239.7713 239.7713 239.7713
Max Trade Drawdown -283947 -178198 -302071 -709077 -541905 -294887
Profit Factor 5.5502 12.5661 0.5666 0.8563 0.5474 1.329
Total Trades 86 43 43 86 43 43
Winning Trades 39 17 22 48 26 22
Losing Trades 47 26 21 38 17 21
Profitability (%) 45.3488 39.5349 51.1628 55.814 60.4651 51.1628
Ratio Avg Win / Avg Loss 6.6887 19.2188 0.5409 0.6779 0.3579 1.2686
Largest Winning Trade 3520403 3520403 38312 248530 117509 248530
Largest Losing Trade -138928 -60093 -138928 -405332 -405332 -159702
Avg Bars in Trades 73 74 72 73 74 72
Avg Bars in Winners 107 129 90 41 37 45
Avg Bars in Losers 44 37 53 114 129 101
Bars Traded 6313 3185 3127 6313 3185 3127
Profit Streak 0 0 14.7097 3.3763 12.3763 0
Trades During Streak 0 0 2 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 732152 658691 -579502 -580588 -578752 -310451
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6658,
    "evaluation_days": 2219.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573516800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759482114045,
    "expiration_time": 1765202112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 201
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "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": [
        [
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            3364781.5047730138,
            -177486.8242684096,
            -133793.9771991066,
            -254862.8487134575,
            121068.871514351
        ],
        [
            3187.294681,
            3364.781505,
            -177.486824,
            -133.793977,
            -254.862849,
            121.068872
        ],
        [
            1.436152,
            1.516125,
            -0.079973,
            0,
            0,
            0.035752
        ],
        [
            239.771264,
            239.771264,
            239.771264,
            239.771264,
            239.771264,
            239.771264
        ],
        [
            -283947,
            -178198,
            -302071,
            -709077,
            -541905,
            -294887
        ],
        [
            5.550182,
            12.566131,
            0.56664,
            0.856294,
            0.54737,
            1.329032
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            39,
            17,
            22,
            48,
            26,
            22
        ],
        [
            47,
            26,
            21,
            38,
            17,
            21
        ],
        [
            45.348837,
            39.534884,
            51.162791,
            55.813953,
            60.465116,
            51.162791
        ],
        [
            6.688681,
            19.218788,
            0.540883,
            0.677899,
            0.357896,
            1.268621
        ],
        [
            3520403,
            3520403,
            38312,
            248530,
            117509,
            248530
        ],
        [
            -138928,
            -60093,
            -138928,
            -405332,
            -405332,
            -159702
        ],
        [
            73,
            74,
            72,
            73,
            74,
            72
        ],
        [
            107,
            129,
            90,
            41,
            37,
            45
        ],
        [
            44,
            37,
            53,
            114,
            129,
            101
        ],
        [
            6313,
            3185,
            3127,
            6313,
            3185,
            3127
        ],
        [
            0,
            0,
            14.709653,
            3.37632,
            12.37632,
            0
        ],
        [
            0,
            0,
            2,
            1,
            1,
            0
        ],
        [
            0.8,
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            1.45,
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            1.45
        ],
        [
            732152,
            658691,
            -579502,
            -580588,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6658,
    "evaluation_days": 2219.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573516800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759482114045,
    "expiration_time": 1765202112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 201
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 88,
            "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)