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Trade: CHZ/USDT/720/SWMA/SUPERTREND/1233

Strategy
CHZ/USDT/720/SWMA/SUPERTREND/1233
Pair
CHZ_USDT
Interval
12h
Score
763895
Daily Profit
1.044231
Profit Factor
7.166134
Profitability
45.714286
Streak
48.328457
Best Strategy
Training Data Length
2222.000000
Evaluation Time
2025-10-05 22:52
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 2147296.1929 2320280.3164 -172984.1235 -98066.2951 478474.7279 -576541.023
Total P&L (%) 2147.2962 2320.2803 -172.9841 -98.0663 478.4747 -576.541
Avg Daily Profit (%) 0.9664 1.0442 -0.0779 -0.1774 0.079 0
Buy And Hold Return (%) 271.962 271.962 271.962 271.962 271.962 271.962
Max Trade Drawdown -275106 -145769 -230172 -1075371 -212712 -865600
Profit Factor 3.5132 7.1661 0.6382 0.9326 1.964 0.3983
Total Trades 71 35 36 71 35 36
Winning Trades 31 16 15 31 16 15
Losing Trades 40 19 21 40 19 21
Profitability (%) 43.662 45.7143 41.6667 43.662 45.7143 41.6667
Ratio Avg Win / Avg Loss 4.5332 8.5098 0.8935 1.2033 2.3323 0.5576
Largest Winning Trade 2384325 2384325 45734 620628 620628 289896
Largest Losing Trade -96227 -50061 -96227 -845825 -194769 -845825
Avg Bars in Trades 59 59 59 59 59 59
Avg Bars in Winners 88 81 97 88 81 97
Avg Bars in Losers 37 41 33 37 41 33
Bars Traded 4242 2093 2149 4242 2093 2149
Profit Streak 0 48.3285 0 0 48.3285 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -73727 763895 -584020 -672853 -92890 -584020
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 2222,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574251200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759693978669,
    "expiration_time": 1765425024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 77,
            "offset": 0,
            "multiplier": 3.13504
        }
    }
}
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": [
        [
            2147296.1928997333,
            2320280.3163893586,
            -172984.1234896243,
            -98066.2950998199,
            478474.727903174,
            -576541.0230029938
        ],
        [
            2147.296193,
            2320.280316,
            -172.984123,
            -98.066295,
            478.474728,
            -576.541023
        ],
        [
            0.96638,
            1.044231,
            -0.077851,
            -0.177418,
            0.079024,
            0
        ],
        [
            271.961988,
            271.961988,
            271.961988,
            271.961988,
            271.961988,
            271.961988
        ],
        [
            -275106,
            -145769,
            -230172,
            -1075371,
            -212712,
            -865600
        ],
        [
            3.513195,
            7.166134,
            0.638195,
            0.932575,
            1.964011,
            0.398253
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            43.661972,
            45.714286,
            41.666667,
            43.661972,
            45.714286,
            41.666667
        ],
        [
            4.533155,
            8.509784,
            0.893474,
            1.203323,
            2.332263,
            0.557555
        ],
        [
            2384325,
            2384325,
            45734,
            620628,
            620628,
            289896
        ],
        [
            -96227,
            -50061,
            -96227,
            -845825,
            -194769,
            -845825
        ],
        [
            59,
            59,
            59,
            59,
            59,
            59
        ],
        [
            88,
            81,
            97,
            88,
            81,
            97
        ],
        [
            37,
            41,
            33,
            37,
            41,
            33
        ],
        [
            4242,
            2093,
            2149,
            4242,
            2093,
            2149
        ],
        [
            0,
            48.328457,
            0,
            0,
            48.328457,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -73727,
            763895,
            -584020,
            -672853,
            -92890,
            -584020
        ]
    ]
}
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": 1574251200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759693978669,
    "expiration_time": 1765425024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 77,
            "offset": 0,
            "multiplier": 3.13504
        }
    }
}

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)