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Trade: CHZ/USDT/120/VWMA/BBM/3723

Strategy
CHZ/USDT/120/VWMA/BBM/3723
Pair
CHZ_USDT
Interval
2h
Score
614301
Daily Profit
1.244975
Profit Factor
3.647188
Profitability
38.495575
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-10 07:10
Expiration Time
2025-12-24 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2593693.9759 2466756.825 126937.1509 3684666.2719 1410197.5143 2274468.7576
Total P&L (%) 2593.694 2466.7568 126.9372 3684.6663 1410.1975 2274.4688
Avg Daily Profit (%) 1.245 1.184 0.0609 0.1746 0.1304 0.1521
Buy And Hold Return (%) 314.8111 314.8111 314.8111 314.8111 314.8111 314.8111
Max Trade Drawdown -106197 -81289 -92773 -8938473 -6922189 -6983500
Profit Factor 3.6472 6.2773 1.2477 1.074 1.0592 1.0876
Total Trades 226 113 113 226 113 113
Winning Trades 87 38 49 87 38 49
Losing Trades 139 75 64 139 75 64
Profitability (%) 38.4956 33.6283 43.3628 38.4956 33.6283 43.3628
Ratio Avg Win / Avg Loss 5.8271 12.3895 1.6297 1.716 2.0906 1.4205
Largest Winning Trade 2319365 2319365 49691 4070727 4070727 3748565
Largest Losing Trade -53541 -23885 -53541 -3187446 -1868192 -3187446
Avg Bars in Trades 109 96 122 109 96 122
Avg Bars in Winners 185 163 202 185 163 202
Avg Bars in Losers 62 63 60 62 63 60
Bars Traded 24767 10952 13815 24767 10952 13815
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 614301 554658 -279303 -133448 -181190 -119382
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580004000000,
    "first_datapoint_time": 1581314400000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760069450154,
    "expiration_time": 1766548800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 28,
            "offset": 0,
            "std": 3.11738
        }
    }
}
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": [
        [
            2593693.9758609734,
            2466756.8249661964,
            126937.1508947766,
            3684666.2719219257,
            1410197.5143113025,
            2274468.7576106293
        ],
        [
            2593.693976,
            2466.756825,
            126.937151,
            3684.666272,
            1410.197514,
            2274.468758
        ],
        [
            1.244975,
            1.184045,
            0.06093,
            0.174563,
            0.130397,
            0.152149
        ],
        [
            314.811133,
            314.811133,
            314.811133,
            314.811133,
            314.811133,
            314.811133
        ],
        [
            -106197,
            -81289,
            -92773,
            -8938473,
            -6922189,
            -6983500
        ],
        [
            3.647188,
            6.277329,
            1.247747,
            1.074035,
            1.059245,
            1.087592
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            87,
            38,
            49,
            87,
            38,
            49
        ],
        [
            139,
            75,
            64,
            139,
            75,
            64
        ],
        [
            38.495575,
            33.628319,
            43.362832,
            38.495575,
            33.628319,
            43.362832
        ],
        [
            5.827117,
            12.389466,
            1.62971,
            1.715986,
            2.090615,
            1.420528
        ],
        [
            2319365,
            2319365,
            49691,
            4070727,
            4070727,
            3748565
        ],
        [
            -53541,
            -23885,
            -53541,
            -3187446,
            -1868192,
            -3187446
        ],
        [
            109,
            96,
            122,
            109,
            96,
            122
        ],
        [
            185,
            163,
            202,
            185,
            163,
            202
        ],
        [
            62,
            63,
            60,
            62,
            63,
            60
        ],
        [
            24767,
            10952,
            13815,
            24767,
            10952,
            13815
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            614301,
            554658,
            -279303,
            -133448,
            -181190,
            -119382
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580004000000,
    "first_datapoint_time": 1581314400000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760069450154,
    "expiration_time": 1766548800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 183,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 28,
            "offset": 0,
            "std": 3.11738
        }
    }
}

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)