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Trade: CHZ/USDT/240/SMA/RMA/5693

Strategy
CHZ/USDT/240/SMA/RMA/5693
Pair
CHZ_USDT
Interval
4h
Score
614877
Daily Profit
1.330907
Profit Factor
5.738075
Profitability
44.444444
Streak
0.000000
Best Strategy
Training Data Length
2217.500000
Evaluation Time
2025-10-01 20:09
Expiration Time
2025-12-07 06:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2951287.1488 2826411.9292 124875.2196 13955133.1979 11846748.0323 2108385.1655
Total P&L (%) 2951.2871 2826.4119 124.8752 13955.1332 11846.748 2108.3852
Avg Daily Profit (%) 1.3309 1.2746 0.0563 0.2233 0.2159 0.1397
Buy And Hold Return (%) 939.7633 939.7633 939.7633 939.7633 939.7633 939.7633
Max Trade Drawdown -116347 -64698 -113385 -19454576 -7367908 -17558742
Profit Factor 5.7381 11.3348 1.3574 1.2327 1.447 1.063
Total Trades 99 50 49 99 50 49
Winning Trades 44 22 22 44 22 22
Losing Trades 55 28 27 55 28 27
Profitability (%) 44.4444 44 44.898 44.4444 44 44.898
Ratio Avg Win / Avg Loss 7.1726 14.4261 1.6659 1.5409 1.8416 1.3046
Largest Winning Trade 2520210 2520210 48500 15380321 15380321 5920767
Largest Losing Trade -43243 -38357 -43243 -5515510 -4912710 -5515510
Avg Bars in Trades 131 131 132 131 131 132
Avg Bars in Winners 206 202 209 206 202 209
Avg Bars in Losers 72 75 69 72 75 69
Bars Traded 13047 6572 6475 13047 6572 6475
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 614877 -163386 -283840 256451 -172121 -164538
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13305,
    "evaluation_days": 2217.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1569700800000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759338564112,
    "expiration_time": 1765082160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 48,
            "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": [
        [
            2951287.148794333,
            2826411.929208668,
            124875.2195856648,
            13955133.197859226,
            11846748.032330487,
            2108385.165528728
        ],
        [
            2951.287149,
            2826.411929,
            124.87522,
            13955.133198,
            11846.748032,
            2108.385166
        ],
        [
            1.330907,
            1.274594,
            0.056314,
            0.223274,
            0.215928,
            0.139662
        ],
        [
            939.763314,
            939.763314,
            939.763314,
            939.763314,
            939.763314,
            939.763314
        ],
        [
            -116347,
            -64698,
            -113385,
            -19454576,
            -7367908,
            -17558742
        ],
        [
            5.738075,
            11.334829,
            1.357396,
            1.232723,
            1.446954,
            1.063014
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            44.444444,
            44,
            44.897959,
            44.444444,
            44,
            44.897959
        ],
        [
            7.172594,
            14.426146,
            1.665895,
            1.540903,
            1.841578,
            1.304608
        ],
        [
            2520210,
            2520210,
            48500,
            15380321,
            15380321,
            5920767
        ],
        [
            -43243,
            -38357,
            -43243,
            -5515510,
            -4912710,
            -5515510
        ],
        [
            131,
            131,
            132,
            131,
            131,
            132
        ],
        [
            206,
            202,
            209,
            206,
            202,
            209
        ],
        [
            72,
            75,
            69,
            72,
            75,
            69
        ],
        [
            13047,
            6572,
            6475,
            13047,
            6572,
            6475
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            614877,
            -163386,
            -283840,
            256451,
            -172121,
            -164538
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13305,
    "evaluation_days": 2217.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1569700800000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759338564112,
    "expiration_time": 1765082160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 48,
            "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)