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Trade: CHZ/USDT/360/PWMA/DCM/5431

Strategy
CHZ/USDT/360/PWMA/DCM/5431
Pair
CHZ_USDT
Interval
6h
Score
742919
Daily Profit
1.073175
Profit Factor
4.315010
Profitability
47.826087
Streak
27.324587
Best Strategy
Training Data Length
2224.750000
Evaluation Time
2025-10-08 16:47
Expiration Time
2025-12-14 07:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2387545.5305 2349838.786 37706.7445 614102.4647 12661468.757 -12047366.2923
Total P&L (%) 2387.5455 2349.8388 37.7067 614.1025 12661.4688 -12047.3663
Avg Daily Profit (%) 1.0732 1.0562 0.0169 0.0884 0.2182 0
Buy And Hold Return (%) 267.2336 267.2336 267.2336 267.2336 267.2336 267.2336
Max Trade Drawdown -177052 -95904 -117049 -15309760 -3519264 -12350954
Profit Factor 4.315 7.7895 1.1008 1.0218 2.3585 0.3621
Total Trades 92 46 46 92 46 46
Winning Trades 44 20 24 44 20 24
Losing Trades 48 26 22 48 26 22
Profitability (%) 47.8261 43.4783 52.1739 47.8261 43.4783 52.1739
Ratio Avg Win / Avg Loss 4.7073 10.1263 1.0091 1.1147 3.066 0.3319
Largest Winning Trade 2201971 2201971 56541 15153043 15153043 1049393
Largest Losing Trade -72916 -36815 -72916 -11550897 -1579513 -11550897
Avg Bars in Trades 93 94 91 93 94 91
Avg Bars in Winners 134 149 123 134 149 123
Avg Bars in Losers 54 53 56 54 53 56
Bars Traded 8562 4364 4198 8562 4364 4198
Profit Streak 27.3246 37.5746 0 27.3246 37.5746 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 742919 719957 -445291 -276058 387628 -580422
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8899,
    "evaluation_days": 2224.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572048000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759931244340,
    "expiration_time": 1765691352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 58,
            "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": [
        [
            2387545.5305147246,
            2349838.7859764975,
            37706.7445382274,
            614102.4647341266,
            12661468.75704696,
            -12047366.292312836
        ],
        [
            2387.545531,
            2349.838786,
            37.706745,
            614.102465,
            12661.468757,
            -12047.366292
        ],
        [
            1.073175,
            1.056226,
            0.016949,
            0.088402,
            0.218195,
            0
        ],
        [
            267.23363,
            267.23363,
            267.23363,
            267.23363,
            267.23363,
            267.23363
        ],
        [
            -177052,
            -95904,
            -117049,
            -15309760,
            -3519264,
            -12350954
        ],
        [
            4.31501,
            7.78946,
            1.100787,
            1.021773,
            2.358493,
            0.362056
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            47.826087,
            43.478261,
            52.173913,
            47.826087,
            43.478261,
            52.173913
        ],
        [
            4.707283,
            10.126297,
            1.009055,
            1.114661,
            3.066041,
            0.331884
        ],
        [
            2201971,
            2201971,
            56541,
            15153043,
            15153043,
            1049393
        ],
        [
            -72916,
            -36815,
            -72916,
            -11550897,
            -1579513,
            -11550897
        ],
        [
            93,
            94,
            91,
            93,
            94,
            91
        ],
        [
            134,
            149,
            123,
            134,
            149,
            123
        ],
        [
            54,
            53,
            56,
            54,
            53,
            56
        ],
        [
            8562,
            4364,
            4198,
            8562,
            4364,
            4198
        ],
        [
            27.324587,
            37.574587,
            0,
            27.324587,
            37.574587,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            742919,
            719957,
            -445291,
            -276058,
            387628,
            -580422
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8899,
    "evaluation_days": 2224.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572048000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759931244340,
    "expiration_time": 1765691352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 201,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 58,
            "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)