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Trade: CHZ/USDT/360/ALMA/SWMA/5852

Strategy
CHZ/USDT/360/ALMA/SWMA/5852
Pair
CHZ_USDT
Interval
6h
Score
725325
Daily Profit
1.074787
Profit Factor
9.828816
Profitability
55.813953
Streak
33.256082
Best Strategy
Training Data Length
2223.000000
Evaluation Time
2025-10-07 03:08
Expiration Time
2025-12-12 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2489459.5536 2389251.76 100207.7936 3868402.5761 7942379.0363 -4073976.4602
Total P&L (%) 2489.4596 2389.2518 100.2078 3868.4026 7942.379 -4073.9765
Avg Daily Profit (%) 1.1199 1.0748 0.0451 0.1657 0.1976 0
Buy And Hold Return (%) 802.2465 802.2465 802.2465 802.2465 802.2465 802.2465
Max Trade Drawdown -143158 -66801 -92164 -16152572 -7575276 -11590757
Profit Factor 5.2325 9.8288 1.3156 1.0754 1.3247 0.8482
Total Trades 85 43 42 85 43 42
Winning Trades 45 24 21 45 24 21
Losing Trades 40 19 21 40 19 21
Profitability (%) 52.9412 55.814 50 52.9412 55.814 50
Ratio Avg Win / Avg Loss 4.6511 7.7811 1.3156 0.9559 1.0487 0.8482
Largest Winning Trade 2201128 2201128 55807 12500274 12500274 4675628
Largest Losing Trade -51628 -37157 -51628 -5124188 -4457987 -5124188
Avg Bars in Trades 102 102 102 102 102 102
Avg Bars in Winners 129 126 132 129 126 132
Avg Bars in Losers 71 70 72 71 70 72
Bars Traded 8705 4394 4311 8705 4394 4311
Profit Streak 19.0061 33.2561 0 19.0061 33.2561 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 704078 725325 -298257 -131835 345495 -580734
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8892,
    "evaluation_days": 2223,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570924800000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759795725510,
    "expiration_time": 1765535616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 149,
            "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": [
        [
            2489459.553649009,
            2389251.7600128637,
            100207.7936361456,
            3868402.5760719953,
            7942379.036312662,
            -4073976.46024067
        ],
        [
            2489.459554,
            2389.25176,
            100.207794,
            3868.402576,
            7942.379036,
            -4073.97646
        ],
        [
            1.119865,
            1.074787,
            0.045078,
            0.165722,
            0.197555,
            0
        ],
        [
            802.246509,
            802.246509,
            802.246509,
            802.246509,
            802.246509,
            802.246509
        ],
        [
            -143158,
            -66801,
            -92164,
            -16152572,
            -7575276,
            -11590757
        ],
        [
            5.232505,
            9.828816,
            1.315559,
            1.075397,
            1.32467,
            0.848234
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            52.941176,
            55.813953,
            50,
            52.941176,
            55.813953,
            50
        ],
        [
            4.651116,
            7.781146,
            1.315559,
            0.955909,
            1.048697,
            0.848234
        ],
        [
            2201128,
            2201128,
            55807,
            12500274,
            12500274,
            4675628
        ],
        [
            -51628,
            -37157,
            -51628,
            -5124188,
            -4457987,
            -5124188
        ],
        [
            102,
            102,
            102,
            102,
            102,
            102
        ],
        [
            129,
            126,
            132,
            129,
            126,
            132
        ],
        [
            71,
            70,
            72,
            71,
            70,
            72
        ],
        [
            8705,
            4394,
            4311,
            8705,
            4394,
            4311
        ],
        [
            19.006082,
            33.256082,
            0,
            19.006082,
            33.256082,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            704078,
            725325,
            -298257,
            -131835,
            345495,
            -580734
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8892,
    "evaluation_days": 2223,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570924800000,
    "last_datapoint_time": 1759773600000,
    "evaluation_time": 1759795725510,
    "expiration_time": 1765535616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 149,
            "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)