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Trade: CHZ/USDT/240/SWMA/VWMA/4002

Strategy
CHZ/USDT/240/SWMA/VWMA/4002
Pair
CHZ_USDT
Interval
4h
Score
723947
Daily Profit
2.192364
Profit Factor
9.057173
Profitability
42.635659
Streak
0.000000
Best Strategy
Training Data Length
2226.000000
Evaluation Time
2025-10-10 08:38
Expiration Time
2025-12-16 00:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 4880202.3145 4737103.443 143098.8716 8964171.6 2661686.2488 6302485.3512
Total P&L (%) 4880.2023 4737.1034 143.0989 8964.1716 2661.6862 6302.4854
Avg Daily Profit (%) 2.1924 2.1281 0.0643 0.2027 0.1492 0.187
Buy And Hold Return (%) 740.202 740.202 740.202 740.202 740.202 740.202
Max Trade Drawdown -96471 -81104 -84887 -11843006 -9219939 -7084220
Profit Factor 9.0572 15.6174 1.5081 1.1701 1.0967 1.2506
Total Trades 129 64 65 129 64 65
Winning Trades 55 22 33 55 22 33
Losing Trades 74 42 32 74 42 32
Profitability (%) 42.6357 34.375 50.7692 42.6357 34.375 50.7692
Ratio Avg Win / Avg Loss 12.186 29.815 1.4624 1.5744 2.0936 1.2127
Largest Winning Trade 4635338 4635338 41871 7937615 7937615 4438901
Largest Losing Trade -34610 -31840 -34610 -4729248 -4729248 -3361003
Avg Bars in Trades 98 128 69 98 128 69
Avg Bars in Winners 149 213 106 149 213 106
Avg Bars in Losers 61 84 31 61 84 31
Bars Traded 12764 8241 4523 12764 8241 4523
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 723947 -123087 -403095 -26714 -254681 -123871
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13356,
    "evaluation_days": 2226,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1570636800000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760074720680,
    "expiration_time": 1765838592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "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": [
        [
            4880202.314531587,
            4737103.442969665,
            143098.8715619231,
            8964171.599956037,
            2661686.248801204,
            6302485.351154832
        ],
        [
            4880.202315,
            4737.103443,
            143.098872,
            8964.1716,
            2661.686249,
            6302.485351
        ],
        [
            2.192364,
            2.128079,
            0.064285,
            0.202672,
            0.149187,
            0.187024
        ],
        [
            740.20202,
            740.20202,
            740.20202,
            740.20202,
            740.20202,
            740.20202
        ],
        [
            -96471,
            -81104,
            -84887,
            -11843006,
            -9219939,
            -7084220
        ],
        [
            9.057173,
            15.617401,
            1.508121,
            1.170148,
            1.096658,
            1.250621
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            55,
            22,
            33,
            55,
            22,
            33
        ],
        [
            74,
            42,
            32,
            74,
            42,
            32
        ],
        [
            42.635659,
            34.375,
            50.769231,
            42.635659,
            34.375,
            50.769231
        ],
        [
            12.186015,
            29.815038,
            1.46242,
            1.574381,
            2.09362,
            1.212723
        ],
        [
            4635338,
            4635338,
            41871,
            7937615,
            7937615,
            4438901
        ],
        [
            -34610,
            -31840,
            -34610,
            -4729248,
            -4729248,
            -3361003
        ],
        [
            98,
            128,
            69,
            98,
            128,
            69
        ],
        [
            149,
            213,
            106,
            149,
            213,
            106
        ],
        [
            61,
            84,
            31,
            61,
            84,
            31
        ],
        [
            12764,
            8241,
            4523,
            12764,
            8241,
            4523
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            723947,
            -123087,
            -403095,
            -26714,
            -254681,
            -123871
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13356,
    "evaluation_days": 2226,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1570636800000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760074720680,
    "expiration_time": 1765838592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "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)