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Trade: CHZ/USDT/720/PWMA/KCB/2618

Strategy
CHZ/USDT/720/PWMA/KCB/2618
Pair
CHZ_USDT
Interval
12h
Score
741029
Daily Profit
0.796758
Profit Factor
7.056681
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
2221.000000
Evaluation Time
2025-10-04 19:59
Expiration Time
2025-12-10 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1824129.8708 1769599.4561 54530.4147 946239.3722 186102.4872 760136.885
Total P&L (%) 1824.1299 1769.5995 54.5304 946.2394 186.1025 760.1369
Avg Daily Profit (%) 0.8213 0.7968 0.0246 0.1058 0.0473 0.0969
Buy And Hold Return (%) 210.4668 210.4668 210.4668 210.4668 210.4668 210.4668
Max Trade Drawdown -128447 -98954 -75437 -7519018 -4642302 -3935206
Profit Factor 4.1774 7.0567 1.1934 1.0416 1.0143 1.0783
Total Trades 73 36 37 73 36 37
Winning Trades 35 17 18 35 17 18
Losing Trades 38 19 19 38 19 19
Profitability (%) 47.9452 47.2222 48.6486 47.9452 47.2222 48.6486
Ratio Avg Win / Avg Loss 4.5355 7.8869 1.2597 1.1309 1.1336 1.1382
Largest Winning Trade 1648944 1648944 42599 3961480 3961480 2039201
Largest Losing Trade -61711 -42519 -61711 -3489484 -3489484 -2704301
Avg Bars in Trades 58 66 49 58 66 49
Avg Bars in Winners 75 81 69 75 81 69
Avg Bars in Losers 42 53 31 42 53 31
Bars Traded 4243 2403 1839 4243 2403 1839
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 -56700 741029 -334123 -304963 -501345 -200676
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4442,
    "evaluation_days": 2221,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573128000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759597147414,
    "expiration_time": 1765336032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            1824129.8708110168,
            1769599.456062801,
            54530.414748216,
            946239.3721902657,
            186102.4872292686,
            760136.8849609976
        ],
        [
            1824.129871,
            1769.599456,
            54.530415,
            946.239372,
            186.102487,
            760.136885
        ],
        [
            0.82131,
            0.796758,
            0.024552,
            0.105764,
            0.04734,
            0.096937
        ],
        [
            210.46681,
            210.46681,
            210.46681,
            210.46681,
            210.46681,
            210.46681
        ],
        [
            -128447,
            -98954,
            -75437,
            -7519018,
            -4642302,
            -3935206
        ],
        [
            4.177442,
            7.056681,
            1.193429,
            1.04163,
            1.014298,
            1.078253
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            47.945205,
            47.222222,
            48.648649,
            47.945205,
            47.222222,
            48.648649
        ],
        [
            4.535509,
            7.886879,
            1.259731,
            1.130913,
            1.133627,
            1.138156
        ],
        [
            1648944,
            1648944,
            42599,
            3961480,
            3961480,
            2039201
        ],
        [
            -61711,
            -42519,
            -61711,
            -3489484,
            -3489484,
            -2704301
        ],
        [
            58,
            66,
            49,
            58,
            66,
            49
        ],
        [
            75,
            81,
            69,
            75,
            81,
            69
        ],
        [
            42,
            53,
            31,
            42,
            53,
            31
        ],
        [
            4243,
            2403,
            1839,
            4243,
            2403,
            1839
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -56700,
            741029,
            -334123,
            -304963,
            -501345,
            -200676
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4442,
    "evaluation_days": 2221,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573128000000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759597147414,
    "expiration_time": 1765336032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 120,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)