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Trade: CHZ/USDT/120/VWMA/T3/7652

Strategy
CHZ/USDT/120/VWMA/T3/7652
Pair
CHZ_USDT
Interval
2h
Score
587766
Daily Profit
1.270916
Profit Factor
4.095855
Profitability
35.682819
Streak
0.000000
Best Strategy
Training Data Length
2082.830000
Evaluation Time
2025-10-04 05:52
Expiration Time
2025-12-18 03:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2647101.4412 2501821.6565 145279.7847 9103539.2348 6238936.8761 2864602.3587
Total P&L (%) 2647.1014 2501.8217 145.2798 9103.5392 6238.9369 2864.6024
Avg Daily Profit (%) 1.2709 1.2012 0.0698 0.2174 0.1994 0.1629
Buy And Hold Return (%) 361.3571 361.3571 361.3571 361.3571 361.3571 361.3571
Max Trade Drawdown -87632 -71161 -70560 -13847522 -12922894 -8656335
Profit Factor 4.0959 7.1274 1.3252 1.1181 1.1673 1.072
Total Trades 227 113 114 227 113 114
Winning Trades 81 37 44 81 37 44
Losing Trades 146 76 70 146 76 70
Profitability (%) 35.6828 32.7434 38.5965 35.6828 32.7434 38.5965
Ratio Avg Win / Avg Loss 7.3827 14.64 2.1083 2.0154 2.3976 1.7055
Largest Winning Trade 2318173 2318173 53259 9152055 9152055 3824434
Largest Losing Trade -20421 -17363 -20421 -3748797 -2845973 -3748797
Avg Bars in Trades 108 95 121 108 95 121
Avg Bars in Winners 204 172 231 204 172 231
Avg Bars in Losers 55 57 52 55 57 52
Bars Traded 24634 10754 13880 24634 10754 13880
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 587766 540966 -268919 -85655 -34348 -137127
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579521600000,
    "first_datapoint_time": 1581055200000,
    "last_datapoint_time": 1759543200000,
    "evaluation_time": 1759546342085,
    "expiration_time": 1766021644800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 8,
            "offset": 0,
            "a": 0.02542
        }
    }
}
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": [
        [
            2647101.441182537,
            2501821.6565158633,
            145279.7846666739,
            9103539.234828427,
            6238936.876133265,
            2864602.3586951667
        ],
        [
            2647.101441,
            2501.821657,
            145.279785,
            9103.539235,
            6238.936876,
            2864.602359
        ],
        [
            1.270916,
            1.201165,
            0.069751,
            0.217353,
            0.199413,
            0.16286
        ],
        [
            361.357114,
            361.357114,
            361.357114,
            361.357114,
            361.357114,
            361.357114
        ],
        [
            -87632,
            -71161,
            -70560,
            -13847522,
            -12922894,
            -8656335
        ],
        [
            4.095855,
            7.127352,
            1.325198,
            1.11814,
            1.167272,
            1.072049
        ],
        [
            227,
            113,
            114,
            227,
            113,
            114
        ],
        [
            81,
            37,
            44,
            81,
            37,
            44
        ],
        [
            146,
            76,
            70,
            146,
            76,
            70
        ],
        [
            35.682819,
            32.743363,
            38.596491,
            35.682819,
            32.743363,
            38.596491
        ],
        [
            7.382652,
            14.639966,
            2.108269,
            2.015412,
            2.39764,
            1.705532
        ],
        [
            2318173,
            2318173,
            53259,
            9152055,
            9152055,
            3824434
        ],
        [
            -20421,
            -17363,
            -20421,
            -3748797,
            -2845973,
            -3748797
        ],
        [
            108,
            95,
            121,
            108,
            95,
            121
        ],
        [
            204,
            172,
            231,
            204,
            172,
            231
        ],
        [
            55,
            57,
            52,
            55,
            57,
            52
        ],
        [
            24634,
            10754,
            13880,
            24634,
            10754,
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        ],
        [
            0,
            0,
            0,
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            0,
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        ],
        [
            0,
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        ],
        [
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        ],
        [
            587766,
            540966,
            -268919,
            -85655,
            -34348,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579521600000,
    "first_datapoint_time": 1581055200000,
    "last_datapoint_time": 1759543200000,
    "evaluation_time": 1759546342085,
    "expiration_time": 1766021644800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 8,
            "offset": 0,
            "a": 0.02542
        }
    }
}

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)