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Trade: CHZ/USDT/720/WMA/PSAR/1949

Strategy
CHZ/USDT/720/WMA/PSAR/1949
Pair
CHZ_USDT
Interval
12h
Score
761866
Daily Profit
1.151638
Profit Factor
4.324446
Profitability
50.387597
Streak
0.000000
Best Strategy
Training Data Length
2227.500000
Evaluation Time
2025-10-11 12:58
Expiration Time
2025-12-16 21:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2565274.5307 2581858.1527 -16583.622 128437.341 177217.7047 -48780.3637
Total P&L (%) 2565.2745 2581.8582 -16.5836 128.4373 177.2177 -48.7804
Avg Daily Profit (%) 1.1516 1.1591 -0.0074 0.0371 0.0458 -0.03
Buy And Hold Return (%) 336.3946 336.3946 336.3946 336.3946 336.3946 336.3946
Max Trade Drawdown -110645 -74749 -98842 -695267 -428802 -581827
Profit Factor 4.3244 8.1879 0.9598 1.0452 1.1344 0.968
Total Trades 129 65 64 129 65 64
Winning Trades 65 32 33 65 32 33
Losing Trades 64 33 31 64 33 31
Profitability (%) 50.3876 49.2308 51.5625 50.3876 49.2308 51.5625
Ratio Avg Win / Avg Loss 4.2579 8.4438 0.9016 1.0291 1.1699 0.9094
Largest Winning Trade 2628573 2628573 47769 631588 631588 264512
Largest Losing Trade -52318 -39598 -52318 -268470 -232904 -268470
Avg Bars in Trades 32 28 35 32 28 35
Avg Bars in Winners 43 36 50 43 36 50
Avg Bars in Losers 20 22 18 20 22 18
Bars Traded 4145 1884 2261 4145 1884 2261
Profit Streak 0 0 30.4157 0 0 30.4157
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 761866 -109695 -718753 -479584 -501901 -718753
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4455,
    "evaluation_days": 2227.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1576670400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760176713639,
    "expiration_time": 1765914480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            2565274.5306922738,
            2581858.1527412888,
            -16583.6220490154,
            128437.3409569338,
            177217.7046841286,
            -48780.3637271949
        ],
        [
            2565.274531,
            2581.858153,
            -16.583622,
            128.437341,
            177.217705,
            -48.780364
        ],
        [
            1.151638,
            1.159083,
            -0.007445,
            0.037093,
            0.045785,
            -0.030031
        ],
        [
            336.394602,
            336.394602,
            336.394602,
            336.394602,
            336.394602,
            336.394602
        ],
        [
            -110645,
            -74749,
            -98842,
            -695267,
            -428802,
            -581827
        ],
        [
            4.324446,
            8.187901,
            0.959792,
            1.045161,
            1.134423,
            0.968025
        ],
        [
            129,
            65,
            64,
            129,
            65,
            64
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            64,
            33,
            31,
            64,
            33,
            31
        ],
        [
            50.387597,
            49.230769,
            51.5625,
            50.387597,
            49.230769,
            51.5625
        ],
        [
            4.257917,
            8.443773,
            0.901623,
            1.029082,
            1.169873,
            0.909357
        ],
        [
            2628573,
            2628573,
            47769,
            631588,
            631588,
            264512
        ],
        [
            -52318,
            -39598,
            -52318,
            -268470,
            -232904,
            -268470
        ],
        [
            32,
            28,
            35,
            32,
            28,
            35
        ],
        [
            43,
            36,
            50,
            43,
            36,
            50
        ],
        [
            20,
            22,
            18,
            20,
            22,
            18
        ],
        [
            4145,
            1884,
            2261,
            4145,
            1884,
            2261
        ],
        [
            0,
            0,
            30.415667,
            0,
            0,
            30.415667
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            761866,
            -109695,
            -718753,
            -479584,
            -501901,
            -718753
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4455,
    "evaluation_days": 2227.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1576670400000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760176713639,
    "expiration_time": 1765914480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)