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Trade: CHZ/USDT/120/WMA/SUPERTREND/2103

Strategy
CHZ/USDT/120/WMA/SUPERTREND/2103
Pair
CHZ_USDT
Interval
2h
Score
585937
Daily Profit
0.868493
Profit Factor
3.690477
Profitability
39.153439
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 03:39
Expiration Time
2025-12-25 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1743916.9511 1809356.5008 -65439.5496 -5783.8232 1442430.1932 -1448214.0164
Total P&L (%) 1743.917 1809.3565 -65.4396 -5.7838 1442.4302 -1448.214
Avg Daily Profit (%) 0.8371 0.8685 -0.0314 -0.0029 0.1314 0
Buy And Hold Return (%) 138.9182 138.9182 138.9182 138.9182 138.9182 138.9182
Max Trade Drawdown -191464 -99681 -192790 -2332379 -929675 -1519397
Profit Factor 2.2082 3.6905 0.9151 0.9989 1.6497 0.5566
Total Trades 378 189 189 378 189 189
Winning Trades 155 74 81 155 74 81
Losing Trades 223 115 108 223 115 108
Profitability (%) 41.0053 39.1534 42.8571 41.0053 39.1534 42.8571
Ratio Avg Win / Avg Loss 3.1769 5.7352 1.2202 1.4372 2.5638 0.7422
Largest Winning Trade 1796648 1796648 44200 2169994 2169994 207578
Largest Losing Trade -46600 -25715 -46600 -703607 -442275 -703607
Avg Bars in Trades 65 64 65 65 64 65
Avg Bars in Winners 99 101 98 99 101 98
Avg Bars in Losers 40 41 40 40 41 40
Bars Traded 24635 12225 12410 24635 12225 12410
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 571617 585937 -581455 -580633 -17833 -583121
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580068800000,
    "first_datapoint_time": 1581861600000,
    "last_datapoint_time": 1760133600000,
    "evaluation_time": 1760143171906,
    "expiration_time": 1766613600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 104,
            "offset": 0,
            "multiplier": 3.1909
        }
    }
}
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": [
        [
            1743916.9511289406,
            1809356.5007595192,
            -65439.549630577,
            -5783.8231575749,
            1442430.193227796,
            -1448214.0163853692
        ],
        [
            1743.916951,
            1809.356501,
            -65.43955,
            -5.783823,
            1442.430193,
            -1448.214016
        ],
        [
            0.837081,
            0.868493,
            -0.031411,
            -0.00286,
            0.131412,
            0
        ],
        [
            138.918165,
            138.918165,
            138.918165,
            138.918165,
            138.918165,
            138.918165
        ],
        [
            -191464,
            -99681,
            -192790,
            -2332379,
            -929675,
            -1519397
        ],
        [
            2.208167,
            3.690477,
            0.915117,
            0.998946,
            1.649732,
            0.556639
        ],
        [
            378,
            189,
            189,
            378,
            189,
            189
        ],
        [
            155,
            74,
            81,
            155,
            74,
            81
        ],
        [
            223,
            115,
            108,
            223,
            115,
            108
        ],
        [
            41.005291,
            39.153439,
            42.857143,
            41.005291,
            39.153439,
            42.857143
        ],
        [
            3.176912,
            5.735202,
            1.220156,
            1.437193,
            2.563772,
            0.742185
        ],
        [
            1796648,
            1796648,
            44200,
            2169994,
            2169994,
            207578
        ],
        [
            -46600,
            -25715,
            -46600,
            -703607,
            -442275,
            -703607
        ],
        [
            65,
            64,
            65,
            65,
            64,
            65
        ],
        [
            99,
            101,
            98,
            99,
            101,
            98
        ],
        [
            40,
            41,
            40,
            40,
            41,
            40
        ],
        [
            24635,
            12225,
            12410,
            24635,
            12225,
            12410
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            571617,
            585937,
            -581455,
            -580633,
            -17833,
            -583121
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580068800000,
    "first_datapoint_time": 1581861600000,
    "last_datapoint_time": 1760133600000,
    "evaluation_time": 1760143171906,
    "expiration_time": 1766613600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 104,
            "offset": 0,
            "multiplier": 3.1909
        }
    }
}

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)