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Trade: CHZ/USDT/720/SWMA/BBM/7554

Strategy
CHZ/USDT/720/SWMA/BBM/7554
Pair
CHZ_USDT
Interval
12h
Score
811122
Daily Profit
0.916370
Profit Factor
8.763623
Profitability
51.612903
Streak
127.017125
Best Strategy
Training Data Length
2222.000000
Evaluation Time
2025-10-06 03:24
Expiration Time
2025-12-11 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2184883.5097 2036174.5917 148708.918 8688384.1485 5571007.3164 3117376.832
Total P&L (%) 2184.8835 2036.1746 148.7089 8688.3841 5571.0073 3117.3768
Avg Daily Profit (%) 0.9833 0.9164 0.0669 0.2016 0.1819 0.1563
Buy And Hold Return (%) 202.6982 202.6982 202.6982 202.6982 202.6982 202.6982
Max Trade Drawdown -137623 -69896 -83917 -10529775 -7062754 -5549196
Profit Factor 5.1045 8.7636 1.5507 1.2855 1.3303 1.2297
Total Trades 63 31 32 63 31 32
Winning Trades 33 16 17 33 16 17
Losing Trades 30 15 15 30 15 15
Profitability (%) 52.381 51.6129 53.125 52.381 51.6129 53.125
Ratio Avg Win / Avg Loss 4.6404 8.2159 1.3682 1.1686 1.2472 1.085
Largest Winning Trade 1787328 1787328 46867 6251954 6251954 2542654
Largest Losing Trade -52478 -41528 -52478 -5039619 -5039619 -2933972
Avg Bars in Trades 67 70 63 67 70 63
Avg Bars in Winners 91 98 85 91 98 85
Avg Bars in Losers 40 41 39 40 41 39
Bars Traded 4231 2196 2035 4231 2196 2035
Profit Streak 0 127.0171 0 0 127.0171 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -129494 811122 -267360 -142644 319972 276891
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 2222,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573128000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759710279624,
    "expiration_time": 1765425024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 117,
            "offset": 0,
            "std": 4.3513
        }
    }
}
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": [
        [
            2184883.509699947,
            2036174.5916605513,
            148708.9180393954,
            8688384.148476506,
            5571007.316434881,
            3117376.832041627
        ],
        [
            2184.88351,
            2036.174592,
            148.708918,
            8688.384148,
            5571.007316,
            3117.376832
        ],
        [
            0.983296,
            0.91637,
            0.066926,
            0.201644,
            0.181891,
            0.15634
        ],
        [
            202.698204,
            202.698204,
            202.698204,
            202.698204,
            202.698204,
            202.698204
        ],
        [
            -137623,
            -69896,
            -83917,
            -10529775,
            -7062754,
            -5549196
        ],
        [
            5.104481,
            8.763623,
            1.550681,
            1.285455,
            1.330338,
            1.229684
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            52.380952,
            51.612903,
            53.125,
            52.380952,
            51.612903,
            53.125
        ],
        [
            4.640438,
            8.215896,
            1.368248,
            1.168595,
            1.247192,
            1.085016
        ],
        [
            1787328,
            1787328,
            46867,
            6251954,
            6251954,
            2542654
        ],
        [
            -52478,
            -41528,
            -52478,
            -5039619,
            -5039619,
            -2933972
        ],
        [
            67,
            70,
            63,
            67,
            70,
            63
        ],
        [
            91,
            98,
            85,
            91,
            98,
            85
        ],
        [
            40,
            41,
            39,
            40,
            41,
            39
        ],
        [
            4231,
            2196,
            2035,
            4231,
            2196,
            2035
        ],
        [
            0,
            127.017125,
            0,
            0,
            127.017125,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -129494,
            811122,
            -267360,
            -142644,
            319972,
            276891
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 2222,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573128000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759710279624,
    "expiration_time": 1765425024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 117,
            "offset": 0,
            "std": 4.3513
        }
    }
}

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)