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Trade: CHZ/USDT/120/WMA/WMA/5910

Strategy
CHZ/USDT/120/WMA/WMA/5910
Pair
CHZ_USDT
Interval
2h
Score
605428
Daily Profit
1.299215
Profit Factor
4.515358
Profitability
38.620690
Streak
0.000000
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-10-04 12:01
Expiration Time
2025-12-18 09:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2706368.2095 2562305.5647 144062.6447 8382375.9616 4775962.066 3606413.8956
Total P&L (%) 2706.3682 2562.3056 144.0626 8382.376 4775.9621 3606.4139
Avg Daily Profit (%) 1.2992 1.2301 0.0692 0.2134 0.1868 0.1736
Buy And Hold Return (%) 402.1177 402.1177 402.1177 402.1177 402.1177 402.1177
Max Trade Drawdown -96211 -60220 -99874 -5618287 -4709790 -4465676
Profit Factor 4.5154 8.1298 1.351 1.239 1.2736 1.2047
Total Trades 145 72 73 145 72 73
Winning Trades 56 27 29 56 27 29
Losing Trades 89 45 44 89 45 44
Profitability (%) 38.6207 37.5 39.726 38.6207 37.5 39.726
Ratio Avg Win / Avg Loss 7.1762 13.5497 2.0497 1.9691 2.1226 1.8278
Largest Winning Trade 2357176 2357176 49987 3929161 3929161 2291572
Largest Losing Trade -45055 -28513 -45055 -1783261 -1553665 -1783261
Avg Bars in Trades 169 164 174 169 164 174
Avg Bars in Winners 287 280 294 287 280 294
Avg Bars in Losers 95 94 95 95 94 95
Bars Traded 24566 11832 12734 24566 11832 12734
Profit Streak 0 47.2926 0 0 47.2926 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 605428 -62110 -340820 177574 -74801 -67529
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579521600000,
    "first_datapoint_time": 1580810400000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759568481677,
    "expiration_time": 1766044022400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 104,
            "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": [
        [
            2706368.2094624946,
            2562305.5647426248,
            144062.6447198685,
            8382375.9616024755,
            4775962.06597249,
            3606413.8956299787
        ],
        [
            2706.368209,
            2562.305565,
            144.062645,
            8382.375962,
            4775.962066,
            3606.413896
        ],
        [
            1.299215,
            1.230056,
            0.069158,
            0.213401,
            0.186768,
            0.173579
        ],
        [
            402.1177,
            402.1177,
            402.1177,
            402.1177,
            402.1177,
            402.1177
        ],
        [
            -96211,
            -60220,
            -99874,
            -5618287,
            -4709790,
            -4465676
        ],
        [
            4.515358,
            8.129799,
            1.350953,
            1.238955,
            1.273575,
            1.204657
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            56,
            27,
            29,
            56,
            27,
            29
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            38.62069,
            37.5,
            39.726027,
            38.62069,
            37.5,
            39.726027
        ],
        [
            7.176194,
            13.549664,
            2.049722,
            1.969054,
            2.122625,
            1.827756
        ],
        [
            2357176,
            2357176,
            49987,
            3929161,
            3929161,
            2291572
        ],
        [
            -45055,
            -28513,
            -45055,
            -1783261,
            -1553665,
            -1783261
        ],
        [
            169,
            164,
            174,
            169,
            164,
            174
        ],
        [
            287,
            280,
            294,
            287,
            280,
            294
        ],
        [
            95,
            94,
            95,
            95,
            94,
            95
        ],
        [
            24566,
            11832,
            12734,
            24566,
            11832,
            12734
        ],
        [
            0,
            47.292612,
            0,
            0,
            47.292612,
            0
        ],
        [
            0,
            1,
            0,
            0,
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            0
        ],
        [
            0.8,
            1.45,
            1.45,
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        ],
        [
            605428,
            -62110,
            -340820,
            177574,
            -74801,
            -67529
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579521600000,
    "first_datapoint_time": 1580810400000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759568481677,
    "expiration_time": 1766044022400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 104,
            "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)