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Trade: CHZ/USDT/120/SINWMA/SINWMA/3406

Strategy
CHZ/USDT/120/SINWMA/SINWMA/3406
Pair
CHZ_USDT
Interval
2h
Score
584167
Daily Profit
1.190203
Profit Factor
4.288549
Profitability
37.404580
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 04:50
Expiration Time
2025-12-25 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2479585.5814 2381094.6532 98490.9283 4197538.5688 1564155.5822 2633382.9866
Total P&L (%) 2479.5856 2381.0947 98.4909 4197.5386 1564.1556 2633.383
Avg Daily Profit (%) 1.1902 1.1429 0.0473 0.1807 0.1351 0.1589
Buy And Hold Return (%) 100.9296 100.9296 100.9296 100.9296 100.9296 100.9296
Max Trade Drawdown -90733 -63795 -90650 -4273910 -2541693 -4119194
Profit Factor 4.2885 7.8557 1.2422 1.1696 1.1281 1.21
Total Trades 131 65 66 131 65 66
Winning Trades 49 24 25 49 24 25
Losing Trades 82 41 41 82 41 41
Profitability (%) 37.4046 36.9231 37.8788 37.4046 36.9231 37.8788
Ratio Avg Win / Avg Loss 7.1768 13.4201 2.0372 1.9573 1.9272 1.9843
Largest Winning Trade 2211804 2211804 50442 2266060 2266060 2005170
Largest Losing Trade -35059 -35059 -30362 -1569728 -1569728 -1334344
Avg Bars in Trades 187 180 194 187 180 194
Avg Bars in Winners 326 308 343 326 308 343
Avg Bars in Losers 104 105 103 104 105 103
Bars Traded 24544 11720 12824 24544 11720 12824
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 584167 -115051 -423879 -29528 -227806 -120840
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580076000000,
    "first_datapoint_time": 1581739200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760147424601,
    "expiration_time": 1766620800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 86,
            "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": [
        [
            2479585.58142583,
            2381094.6531634643,
            98490.9282623665,
            4197538.568785081,
            1564155.5822118223,
            2633382.9865732584
        ],
        [
            2479.585581,
            2381.094653,
            98.490928,
            4197.538569,
            1564.155582,
            2633.382987
        ],
        [
            1.190203,
            1.142927,
            0.047276,
            0.180673,
            0.135063,
            0.158916
        ],
        [
            100.929615,
            100.929615,
            100.929615,
            100.929615,
            100.929615,
            100.929615
        ],
        [
            -90733,
            -63795,
            -90650,
            -4273910,
            -2541693,
            -4119194
        ],
        [
            4.288549,
            7.855666,
            1.242178,
            1.169606,
            1.128144,
            1.209955
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            49,
            24,
            25,
            49,
            24,
            25
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            37.40458,
            36.923077,
            37.878788,
            37.40458,
            36.923077,
            37.878788
        ],
        [
            7.176755,
            13.420096,
            2.037172,
            1.957299,
            1.927246,
            1.984327
        ],
        [
            2211804,
            2211804,
            50442,
            2266060,
            2266060,
            2005170
        ],
        [
            -35059,
            -35059,
            -30362,
            -1569728,
            -1569728,
            -1334344
        ],
        [
            187,
            180,
            194,
            187,
            180,
            194
        ],
        [
            326,
            308,
            343,
            326,
            308,
            343
        ],
        [
            104,
            105,
            103,
            104,
            105,
            103
        ],
        [
            24544,
            11720,
            12824,
            24544,
            11720,
            12824
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            584167,
            -115051,
            -423879,
            -29528,
            -227806,
            -120840
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580076000000,
    "first_datapoint_time": 1581739200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760147424601,
    "expiration_time": 1766620800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 86,
            "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)