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Trade: CHZ/USDT/120/ZLMA/SWMA/8385

Strategy
CHZ/USDT/120/ZLMA/SWMA/8385
Pair
CHZ_USDT
Interval
2h
Score
682674
Daily Profit
1.156406
Profit Factor
3.798690
Profitability
44.230769
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-09 05:01
Expiration Time
2025-12-23 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2409176.2726 2312967.6244 96208.6481 2882453.6717 2101285.4026 781168.2691
Total P&L (%) 2409.1763 2312.9676 96.2086 2882.4537 2101.2854 781.1683
Avg Daily Profit (%) 1.1564 1.1102 0.0462 0.1631 0.1485 0.1045
Buy And Hold Return (%) 213.572 213.572 213.572 213.572 213.572 213.572
Max Trade Drawdown -120691 -75523 -103019 -8769991 -4211761 -7635514
Profit Factor 3.7987 6.9745 1.2031 1.0777 1.1192 1.0401
Total Trades 156 78 78 156 78 78
Winning Trades 69 33 36 69 33 36
Losing Trades 87 45 42 87 45 42
Profitability (%) 44.2308 42.3077 46.1538 44.2308 42.3077 46.1538
Ratio Avg Win / Avg Loss 4.7897 9.5107 1.4036 1.3588 1.5262 1.2135
Largest Winning Trade 2138294 2138294 46387 3436895 3436895 2026710
Largest Losing Trade -43046 -23906 -43046 -2871844 -1525552 -2871844
Avg Bars in Trades 156 161 151 156 161 151
Avg Bars in Winners 208 228 191 208 228 191
Avg Bars in Losers 115 112 117 115 112 117
Bars Traded 24433 12611 11821 24433 12611 11821
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 682674 -15486 -333472 -128756 -120135 -267910
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579903200000,
    "first_datapoint_time": 1582372800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975306919,
    "expiration_time": 1766448000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 159,
            "offset": 183
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 245,
            "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": [
        [
            2409176.2725604787,
            2312967.6244385103,
            96208.6481219675,
            2882453.671726592,
            2101285.4026008123,
            781168.2691257817
        ],
        [
            2409.176273,
            2312.967624,
            96.208648,
            2882.453672,
            2101.285403,
            781.168269
        ],
        [
            1.156406,
            1.110226,
            0.04618,
            0.163109,
            0.148508,
            0.104507
        ],
        [
            213.571961,
            213.571961,
            213.571961,
            213.571961,
            213.571961,
            213.571961
        ],
        [
            -120691,
            -75523,
            -103019,
            -8769991,
            -4211761,
            -7635514
        ],
        [
            3.79869,
            6.974525,
            1.203107,
            1.077704,
            1.11919,
            1.040131
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            69,
            33,
            36,
            69,
            33,
            36
        ],
        [
            87,
            45,
            42,
            87,
            45,
            42
        ],
        [
            44.230769,
            42.307692,
            46.153846,
            44.230769,
            42.307692,
            46.153846
        ],
        [
            4.789652,
            9.510716,
            1.403625,
            1.358844,
            1.526168,
            1.213486
        ],
        [
            2138294,
            2138294,
            46387,
            3436895,
            3436895,
            2026710
        ],
        [
            -43046,
            -23906,
            -43046,
            -2871844,
            -1525552,
            -2871844
        ],
        [
            156,
            161,
            151,
            156,
            161,
            151
        ],
        [
            208,
            228,
            191,
            208,
            228,
            191
        ],
        [
            115,
            112,
            117,
            115,
            112,
            117
        ],
        [
            24433,
            12611,
            11821,
            24433,
            12611,
            11821
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
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            0,
            0,
            0,
            0
        ],
        [
            0.8,
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        ],
        [
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            -333472,
            -128756,
            -120135,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579903200000,
    "first_datapoint_time": 1582372800000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759975306919,
    "expiration_time": 1766448000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 159,
            "offset": 183
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 245,
            "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)