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Trade: CHZ/USDT/120/SINWMA/T3/5393

Strategy
CHZ/USDT/120/SINWMA/T3/5393
Pair
CHZ_USDT
Interval
2h
Score
618050
Daily Profit
1.162214
Profit Factor
4.163829
Profitability
40.875912
Streak
0.000000
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-10-06 09:11
Expiration Time
2025-12-20 05:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2420984.0332 2289988.4878 130995.5454 6782280.3479 2313301.3194 4468979.0285
Total P&L (%) 2420.984 2289.9885 130.9955 6782.2803 2313.3013 4468.979
Avg Daily Profit (%) 1.1622 1.0993 0.0629 0.2033 0.1529 0.1836
Buy And Hold Return (%) 370.3476 370.3476 370.3476 370.3476 370.3476 370.3476
Max Trade Drawdown -86922 -58705 -108637 -6065305 -4214578 -4391817
Profit Factor 4.1638 7.3177 1.3253 1.2011 1.1358 1.2679
Total Trades 137 68 69 137 68 69
Winning Trades 56 27 29 56 27 29
Losing Trades 81 41 40 81 41 40
Profitability (%) 40.8759 39.7059 42.029 40.8759 39.7059 42.029
Ratio Avg Win / Avg Loss 6.0227 11.112 1.828 1.7373 1.7247 1.7488
Largest Winning Trade 2087467 2087467 51150 3130714 3130714 2778777
Largest Losing Trade -35349 -35349 -31797 -2192331 -2131086 -2192331
Avg Bars in Trades 179 172 185 179 172 185
Avg Bars in Winners 284 273 295 284 273 295
Avg Bars in Losers 106 106 106 106 106 106
Bars Traded 24560 11732 12828 24560 11732 12828
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 618050 -92051 -378444 196975 -176416 -96161
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579680000000,
    "first_datapoint_time": 1580976000000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759731106335,
    "expiration_time": 1766202422400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 61,
            "offset": 0,
            "a": 0.95818
        }
    }
}
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": [
        [
            2420984.0331892665,
            2289988.4878355167,
            130995.5453537498,
            6782280.347909207,
            2313301.3193939896,
            4468979.028515214
        ],
        [
            2420.984033,
            2289.988488,
            130.995545,
            6782.280348,
            2313.301319,
            4468.979029
        ],
        [
            1.162214,
            1.099328,
            0.062886,
            0.203345,
            0.152947,
            0.183641
        ],
        [
            370.347648,
            370.347648,
            370.347648,
            370.347648,
            370.347648,
            370.347648
        ],
        [
            -86922,
            -58705,
            -108637,
            -6065305,
            -4214578,
            -4391817
        ],
        [
            4.163829,
            7.317659,
            1.325267,
            1.201107,
            1.135753,
            1.267855
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            40.875912,
            39.705882,
            42.028986,
            40.875912,
            39.705882,
            42.028986
        ],
        [
            6.022682,
            11.112,
            1.827954,
            1.737315,
            1.724662,
            1.748766
        ],
        [
            2087467,
            2087467,
            51150,
            3130714,
            3130714,
            2778777
        ],
        [
            -35349,
            -35349,
            -31797,
            -2192331,
            -2131086,
            -2192331
        ],
        [
            179,
            172,
            185,
            179,
            172,
            185
        ],
        [
            284,
            273,
            295,
            284,
            273,
            295
        ],
        [
            106,
            106,
            106,
            106,
            106,
            106
        ],
        [
            24560,
            11732,
            12828,
            24560,
            11732,
            12828
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            618050,
            -92051,
            -378444,
            196975,
            -176416,
            -96161
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579680000000,
    "first_datapoint_time": 1580976000000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759731106335,
    "expiration_time": 1766202422400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 61,
            "offset": 0,
            "a": 0.95818
        }
    }
}

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)