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Trade: CHZ/USDT/360/PWMA/HILO/4353

Strategy
CHZ/USDT/360/PWMA/HILO/4353
Pair
CHZ_USDT
Interval
6h
Score
677388
Daily Profit
1.300021
Profit Factor
4.877282
Profitability
48.148148
Streak
0.000000
Best Strategy
Training Data Length
2221.500000
Evaluation Time
2025-10-05 11:34
Expiration Time
2025-12-10 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2887995.8622 2758426.2708 129569.5914 15675573.2722 30486158.1721 -14810584.9
Total P&L (%) 2887.9959 2758.4263 129.5696 15675.5733 30486.1582 -14810.5849
Avg Daily Profit (%) 1.3 1.2417 0.0583 0.2281 0.258 0
Buy And Hold Return (%) 812.2244 812.2244 812.2244 812.2244 812.2244 812.2244
Max Trade Drawdown -136733 -85797 -110065 -36954829 -21652365 -30795978
Profit Factor 4.8773 9.0787 1.3212 1.1 1.4423 0.8313
Total Trades 162 81 81 162 81 81
Winning Trades 78 42 36 78 42 36
Losing Trades 84 39 45 84 39 45
Profitability (%) 48.1481 51.8519 44.4444 48.1481 51.8519 44.4444
Ratio Avg Win / Avg Loss 5.2525 8.4302 1.6515 1.1846 1.3393 1.0392
Largest Winning Trade 2460676 2460676 50290 43611108 43611108 10138808
Largest Losing Trade -39319 -32999 -39319 -11448068 -11448068 -10692046
Avg Bars in Trades 53 51 56 53 51 56
Avg Bars in Winners 77 73 82 77 73 82
Avg Bars in Losers 31 27 35 31 27 35
Bars Traded 8729 4175 4554 8729 4175 4554
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 677388 273621 -293611 -102111 -2231 -593229
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8886,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571011200000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759653260994,
    "expiration_time": 1765402128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            2887995.862193132,
            2758426.2707622023,
            129569.5914309308,
            15675573.272165224,
            30486158.17211897,
            -14810584.89995373
        ],
        [
            2887.995862,
            2758.426271,
            129.569591,
            15675.573272,
            30486.158172,
            -14810.5849
        ],
        [
            1.300021,
            1.241695,
            0.058325,
            0.228081,
            0.257957,
            0
        ],
        [
            812.224449,
            812.224449,
            812.224449,
            812.224449,
            812.224449,
            812.224449
        ],
        [
            -136733,
            -85797,
            -110065,
            -36954829,
            -21652365,
            -30795978
        ],
        [
            4.877282,
            9.078706,
            1.321189,
            1.100009,
            1.44228,
            0.831338
        ],
        [
            162,
            81,
            81,
            162,
            81,
            81
        ],
        [
            78,
            42,
            36,
            78,
            42,
            36
        ],
        [
            84,
            39,
            45,
            84,
            39,
            45
        ],
        [
            48.148148,
            51.851852,
            44.444444,
            48.148148,
            51.851852,
            44.444444
        ],
        [
            5.252458,
            8.430227,
            1.651486,
            1.184625,
            1.33926,
            1.039172
        ],
        [
            2460676,
            2460676,
            50290,
            43611108,
            43611108,
            10138808
        ],
        [
            -39319,
            -32999,
            -39319,
            -11448068,
            -11448068,
            -10692046
        ],
        [
            53,
            51,
            56,
            53,
            51,
            56
        ],
        [
            77,
            73,
            82,
            77,
            73,
            82
        ],
        [
            31,
            27,
            35,
            31,
            27,
            35
        ],
        [
            8729,
            4175,
            4554,
            8729,
            4175,
            4554
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            677388,
            273621,
            -293611,
            -102111,
            -2231,
            -593229
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8886,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571011200000,
    "last_datapoint_time": 1759644000000,
    "evaluation_time": 1759653260994,
    "expiration_time": 1765402128000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)