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Trade: CHZ/USDT/240/VWMA/HMA/2816

Strategy
CHZ/USDT/240/VWMA/HMA/2816
Pair
CHZ_USDT
Interval
4h
Score
682994
Daily Profit
1.326437
Profit Factor
5.234894
Profitability
48.888889
Streak
0.000000
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-28 04:30
Expiration Time
2025-11-29 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2931863.648 2702753.2867 229110.3613 115441397.5291 59637220.5927 55804176.9364
Total P&L (%) 2931.8636 2702.7533 229.1104 115441.3975 59637.2206 55804.1769
Avg Daily Profit (%) 1.3264 1.2228 0.1037 0.3196 0.2896 0.2866
Buy And Hold Return (%) 805.7906 805.7906 805.7906 805.7906 805.7906 805.7906
Max Trade Drawdown -127703 -66318 -106339 -158555735 -67228117 -132856659
Profit Factor 5.2349 8.5066 1.6896 1.2101 1.2058 1.215
Total Trades 135 68 67 135 68 67
Winning Trades 66 32 34 66 32 34
Losing Trades 69 36 33 69 36 33
Profitability (%) 48.8889 47.0588 50.7463 48.8889 47.0588 50.7463
Ratio Avg Win / Avg Loss 5.4728 9.5699 1.6399 1.2651 1.3565 1.1793
Largest Winning Trade 2263215 2263215 48194 88327211 88327211 37715499
Largest Losing Trade -29844 -28136 -29844 -28454773 -28454773 -26549860
Avg Bars in Trades 96 85 107 96 85 107
Avg Bars in Winners 132 117 147 132 117 147
Avg Bars in Losers 61 57 67 61 57 67
Bars Traded 13046 5819 7227 13046 5819 7227
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 682994 -91336 -333761 306715 -102290 -108241
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13262,
    "evaluation_days": 2210.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1570046400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759023034007,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 150,
            "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": [
        [
            2931863.647998717,
            2702753.286742551,
            229110.3612561672,
            115441397.52905604,
            59637220.59266279,
            55804176.93639321
        ],
        [
            2931.863648,
            2702.753287,
            229.110361,
            115441.397529,
            59637.220593,
            55804.176936
        ],
        [
            1.326437,
            1.222783,
            0.103654,
            0.319567,
            0.289631,
            0.286622
        ],
        [
            805.790646,
            805.790646,
            805.790646,
            805.790646,
            805.790646,
            805.790646
        ],
        [
            -127703,
            -66318,
            -106339,
            -158555735,
            -67228117,
            -132856659
        ],
        [
            5.234894,
            8.506557,
            1.689554,
            1.210139,
            1.205787,
            1.214997
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            66,
            32,
            34,
            66,
            32,
            34
        ],
        [
            69,
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            33,
            69,
            36,
            33
        ],
        [
            48.888889,
            47.058824,
            50.746269,
            48.888889,
            47.058824,
            50.746269
        ],
        [
            5.472844,
            9.569877,
            1.639862,
            1.265145,
            1.356511,
            1.179262
        ],
        [
            2263215,
            2263215,
            48194,
            88327211,
            88327211,
            37715499
        ],
        [
            -29844,
            -28136,
            -29844,
            -28454773,
            -28454773,
            -26549860
        ],
        [
            96,
            85,
            107,
            96,
            85,
            107
        ],
        [
            132,
            117,
            147,
            132,
            117,
            147
        ],
        [
            61,
            57,
            67,
            61,
            57,
            67
        ],
        [
            13046,
            5819,
            7227,
            13046,
            5819,
            7227
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            682994,
            -91336,
            -333761,
            306715,
            -102290,
            -108241
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13262,
    "evaluation_days": 2210.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1570046400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759023034007,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 118,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 150,
            "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)