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Trade: CHZ/USDT/360/PWMA/SINWMA/1206

Strategy
CHZ/USDT/360/PWMA/SINWMA/1206
Pair
CHZ_USDT
Interval
6h
Score
700675
Daily Profit
1.222639
Profit Factor
4.637196
Profitability
50.331126
Streak
0.000000
Best Strategy
Training Data Length
2217.500000
Evaluation Time
2025-10-01 11:16
Expiration Time
2025-12-06 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2711201.9235 2547746.4769 163455.4466 28948011.4851 23413155.6417 5534855.8433
Total P&L (%) 2711.2019 2547.7465 163.4554 28948.0115 23413.1556 5534.8558
Avg Daily Profit (%) 1.2226 1.1489 0.0737 0.2561 0.2465 0.182
Buy And Hold Return (%) 720.4614 720.4614 720.4614 720.4614 720.4614 720.4614
Max Trade Drawdown -111950 -68712 -96868 -100858747 -47720004 -91715594
Profit Factor 4.6372 8.7273 1.3932 1.0682 1.1277 1.0229
Total Trades 151 76 75 151 76 75
Winning Trades 76 39 37 76 39 37
Losing Trades 75 37 38 75 37 38
Profitability (%) 50.3311 51.3158 49.3333 50.3311 51.3158 49.3333
Ratio Avg Win / Avg Loss 4.5762 8.2797 1.4309 1.0541 1.0698 1.0506
Largest Winning Trade 2199896 2199896 56562 47779930 47779930 27352128
Largest Losing Trade -38888 -28809 -38888 -37805551 -18347308 -37805551
Avg Bars in Trades 57 56 58 57 56 58
Avg Bars in Winners 77 74 80 77 74 80
Avg Bars in Losers 37 38 37 37 38 37
Bars Traded 8704 4325 4379 8704 4325 4379
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 700675 -29924 -316865 -136187 -120944 -244623
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8870,
    "evaluation_days": 2217.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570644000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759306590909,
    "expiration_time": 1765046160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 85,
            "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": [
        [
            2711201.923490667,
            2547746.4768773937,
            163455.44661327,
            28948011.485080834,
            23413155.641734485,
            5534855.843346375
        ],
        [
            2711.201923,
            2547.746477,
            163.455447,
            28948.011485,
            23413.155642,
            5534.855843
        ],
        [
            1.222639,
            1.148927,
            0.073712,
            0.25609,
            0.246533,
            0.181972
        ],
        [
            720.461384,
            720.461384,
            720.461384,
            720.461384,
            720.461384,
            720.461384
        ],
        [
            -111950,
            -68712,
            -96868,
            -100858747,
            -47720004,
            -91715594
        ],
        [
            4.637196,
            8.727272,
            1.393204,
            1.068171,
            1.127668,
            1.022943
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            76,
            39,
            37,
            76,
            39,
            37
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            50.331126,
            51.315789,
            49.333333,
            50.331126,
            51.315789,
            49.333333
        ],
        [
            4.57618,
            8.27972,
            1.430858,
            1.054117,
            1.069839,
            1.05059
        ],
        [
            2199896,
            2199896,
            56562,
            47779930,
            47779930,
            27352128
        ],
        [
            -38888,
            -28809,
            -38888,
            -37805551,
            -18347308,
            -37805551
        ],
        [
            57,
            56,
            58,
            57,
            56,
            58
        ],
        [
            77,
            74,
            80,
            77,
            74,
            80
        ],
        [
            37,
            38,
            37,
            37,
            38,
            37
        ],
        [
            8704,
            4325,
            4379,
            8704,
            4325,
            4379
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            700675,
            -29924,
            -316865,
            -136187,
            -120944,
            -244623
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8870,
    "evaluation_days": 2217.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570644000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759306590909,
    "expiration_time": 1765046160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 85,
            "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)