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Trade: CHZ/USDT/240/ZLMA/VWMA/6194

Strategy
CHZ/USDT/240/ZLMA/VWMA/6194
Pair
CHZ_USDT
Interval
4h
Score
716338
Daily Profit
1.223170
Profit Factor
4.319938
Profitability
46.846847
Streak
0.000000
Best Strategy
Training Data Length
2225.670000
Evaluation Time
2025-10-09 23:39
Expiration Time
2025-12-15 16:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2722372.1204 2659938.223 62433.8974 1242383.7982 3566905.8684 -2324522.0701
Total P&L (%) 2722.3721 2659.9382 62.4339 1242.3838 3566.9059 -2324.5221
Avg Daily Profit (%) 1.2232 1.1951 0.0281 0.1168 0.162 0
Buy And Hold Return (%) 379.7424 379.7424 379.7424 379.7424 379.7424 379.7424
Max Trade Drawdown -239809 -141421 -116103 -24663543 -12468085 -12946598
Profit Factor 4.3199 7.232 1.1588 1.0176 1.0875 0.9217
Total Trades 111 55 56 111 55 56
Winning Trades 52 25 27 52 25 27
Losing Trades 59 30 29 59 30 29
Profitability (%) 46.8468 45.4545 48.2143 46.8468 45.4545 48.2143
Ratio Avg Win / Avg Loss 4.9015 8.6784 1.2446 1.1546 1.3049 0.9899
Largest Winning Trade 2536305 2536305 49545 13283109 13283109 4321831
Largest Losing Trade -40705 -33923 -40705 -10443610 -5392154 -10443610
Avg Bars in Trades 116 146 86 116 146 86
Avg Bars in Winners 157 209 110 157 209 110
Avg Bars in Losers 79 93 64 79 93 64
Bars Traded 12899 8043 4856 12899 8043 4856
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 716338 -159785 -547791 -241649 -298434 -761527
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13354,
    "evaluation_days": 2225.67,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571428800000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760042342861,
    "expiration_time": 1765808928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 163,
            "offset": 94
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 196,
            "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": [
        [
            2722372.1203668267,
            2659938.2229783805,
            62433.8973884472,
            1242383.7982481897,
            3566905.868352355,
            -2324522.070104165
        ],
        [
            2722.37212,
            2659.938223,
            62.433897,
            1242.383798,
            3566.905868,
            -2324.52207
        ],
        [
            1.22317,
            1.195118,
            0.028052,
            0.116754,
            0.161967,
            0
        ],
        [
            379.742389,
            379.742389,
            379.742389,
            379.742389,
            379.742389,
            379.742389
        ],
        [
            -239809,
            -141421,
            -116103,
            -24663543,
            -12468085,
            -12946598
        ],
        [
            4.319938,
            7.232033,
            1.158788,
            1.017633,
            1.087457,
            0.921664
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            46.846847,
            45.454545,
            48.214286,
            46.846847,
            45.454545,
            48.214286
        ],
        [
            4.901468,
            8.67844,
            1.244624,
            1.154622,
            1.304949,
            0.989936
        ],
        [
            2536305,
            2536305,
            49545,
            13283109,
            13283109,
            4321831
        ],
        [
            -40705,
            -33923,
            -40705,
            -10443610,
            -5392154,
            -10443610
        ],
        [
            116,
            146,
            86,
            116,
            146,
            86
        ],
        [
            157,
            209,
            110,
            157,
            209,
            110
        ],
        [
            79,
            93,
            64,
            79,
            93,
            64
        ],
        [
            12899,
            8043,
            4856,
            12899,
            8043,
            4856
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            716338,
            -159785,
            -547791,
            -241649,
            -298434,
            -761527
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13354,
    "evaluation_days": 2225.67,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571428800000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760042342861,
    "expiration_time": 1765808928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 163,
            "offset": 94
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 196,
            "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)