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Trade: CHZ/USDT/360/ALMA/SWMA/6126

Strategy
CHZ/USDT/360/ALMA/SWMA/6126
Pair
CHZ_USDT
Interval
6h
Score
715965
Daily Profit
1.128911
Profit Factor
10.990685
Profitability
51.515152
Streak
49.458139
Best Strategy
Training Data Length
2220.500000
Evaluation Time
2025-10-04 13:59
Expiration Time
2025-12-09 22:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2507759.4101 2506746.7232 1012.6869 122356.9641 193620.5749 -71263.6108
Total P&L (%) 2507.7594 2506.7467 1.0127 122.357 193.6206 -71.2636
Avg Daily Profit (%) 1.1294 1.1289 0.0005 0.036 0.0485 -0.0561
Buy And Hold Return (%) 755.1724 755.1724 755.1724 755.1724 755.1724 755.1724
Max Trade Drawdown -102553 -88961 -69619 -401771 -296850 -343936
Profit Factor 5.1042 10.9907 1.0028 1.0803 1.2718 0.9122
Total Trades 67 33 34 67 33 34
Winning Trades 31 17 14 31 17 14
Losing Trades 36 16 20 36 16 20
Profitability (%) 46.2687 51.5152 41.1765 46.2687 51.5152 41.1765
Ratio Avg Win / Avg Loss 5.9275 10.3442 1.4326 1.2545 1.197 1.3032
Largest Winning Trade 2367247 2367247 55138 292818 292818 120913
Largest Losing Trade -93603 -37831 -93603 -223639 -223639 -187953
Avg Bars in Trades 129 127 131 129 127 131
Avg Bars in Winners 158 131 192 158 131 192
Avg Bars in Losers 104 122 89 104 122 89
Bars Traded 8672 4194 4478 8672 4194 4478
Profit Streak 0 49.4581 0 0 49.4581 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -104231 715965 -578858 -565553 -293243 -582559
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8882,
    "evaluation_days": 2220.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571076000000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759575583235,
    "expiration_time": 1765313136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 130,
            "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": [
        [
            2507759.4100574455,
            2506746.723154645,
            1012.6869028009,
            122356.9640722217,
            193620.5748565654,
            -71263.6107843435
        ],
        [
            2507.75941,
            2506.746723,
            1.012687,
            122.356964,
            193.620575,
            -71.263611
        ],
        [
            1.129367,
            1.128911,
            0.000456,
            0.035994,
            0.04852,
            -0.056143
        ],
        [
            755.172414,
            755.172414,
            755.172414,
            755.172414,
            755.172414,
            755.172414
        ],
        [
            -102553,
            -88961,
            -69619,
            -401771,
            -296850,
            -343936
        ],
        [
            5.104222,
            10.990685,
            1.002812,
            1.080268,
            1.271804,
            0.912237
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            31,
            17,
            14,
            31,
            17,
            14
        ],
        [
            36,
            16,
            20,
            36,
            16,
            20
        ],
        [
            46.268657,
            51.515152,
            41.176471,
            46.268657,
            51.515152,
            41.176471
        ],
        [
            5.927483,
            10.344174,
            1.432589,
            1.254505,
            1.196992,
            1.303196
        ],
        [
            2367247,
            2367247,
            55138,
            292818,
            292818,
            120913
        ],
        [
            -93603,
            -37831,
            -93603,
            -223639,
            -223639,
            -187953
        ],
        [
            129,
            127,
            131,
            129,
            127,
            131
        ],
        [
            158,
            131,
            192,
            158,
            131,
            192
        ],
        [
            104,
            122,
            89,
            104,
            122,
            89
        ],
        [
            8672,
            4194,
            4478,
            8672,
            4194,
            4478
        ],
        [
            0,
            49.458139,
            0,
            0,
            49.458139,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -104231,
            715965,
            -578858,
            -565553,
            -293243,
            -582559
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8882,
    "evaluation_days": 2220.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571076000000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759575583235,
    "expiration_time": 1765313136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 130,
            "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)