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Trade: CHZ/USDT/360/SINWMA/SSF/4576

Strategy
CHZ/USDT/360/SINWMA/SSF/4576
Pair
CHZ_USDT
Interval
6h
Score
797778
Daily Profit
1.142301
Profit Factor
15.004923
Profitability
51.612903
Streak
0.000000
Best Strategy
Training Data Length
2224.500000
Evaluation Time
2025-10-08 14:44
Expiration Time
2025-12-14 01:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2743704.5409 2541048.8537 202655.6872 39909773.9485 23490164.4192 16419609.5293
Total P&L (%) 2743.7045 2541.0489 202.6557 39909.7739 23490.1644 16419.6095
Avg Daily Profit (%) 1.2334 1.1423 0.0911 0.2697 0.2459 0.2298
Buy And Hold Return (%) 329.5688 329.5688 329.5688 329.5688 329.5688 329.5688
Max Trade Drawdown -71473 -39839 -63535 -31105947 -17067114 -30241800
Profit Factor 8.3009 15.0049 2.0427 1.3144 1.4385 1.2239
Total Trades 63 31 32 63 31 32
Winning Trades 30 16 14 30 16 14
Losing Trades 33 15 18 33 15 18
Profitability (%) 47.619 51.6129 43.75 47.619 51.6129 43.75
Ratio Avg Win / Avg Loss 9.131 14.0671 2.6263 1.4459 1.3486 1.5735
Largest Winning Trade 2269586 2269586 54900 25578291 25578291 19950236
Largest Losing Trade -28854 -28854 -26903 -11655917 -10498209 -11655917
Avg Bars in Trades 135 124 147 135 124 147
Avg Bars in Winners 200 163 242 200 163 242
Avg Bars in Losers 77 82 73 77 82 73
Bars Traded 8562 3852 4710 8562 3852 4710
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 -129855 797778 -235695 -143120 343056 236143
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8898,
    "evaluation_days": 2224.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571637600000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759923851269,
    "expiration_time": 1765669104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 76,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
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            2541048.8536741477,
            202655.687218973,
            39909773.94850898,
            23490164.419212963,
            16419609.529296033
        ],
        [
            2743.704541,
            2541.048854,
            202.655687,
            39909.773949,
            23490.164419,
            16419.609529
        ],
        [
            1.233403,
            1.142301,
            0.091102,
            0.269714,
            0.245904,
            0.229849
        ],
        [
            329.568789,
            329.568789,
            329.568789,
            329.568789,
            329.568789,
            329.568789
        ],
        [
            -71473,
            -39839,
            -63535,
            -31105947,
            -17067114,
            -30241800
        ],
        [
            8.300906,
            15.004923,
            2.042663,
            1.314441,
            1.43848,
            1.22385
        ],
        [
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            31,
            32,
            63,
            31,
            32
        ],
        [
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            14,
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            16,
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        ],
        [
            33,
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            18,
            33,
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            18
        ],
        [
            47.619048,
            51.612903,
            43.75,
            47.619048,
            51.612903,
            43.75
        ],
        [
            9.130996,
            14.067115,
            2.626281,
            1.445885,
            1.348575,
            1.573521
        ],
        [
            2269586,
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        ],
        [
            -28854,
            -28854,
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            -11655917
        ],
        [
            135,
            124,
            147,
            135,
            124,
            147
        ],
        [
            200,
            163,
            242,
            200,
            163,
            242
        ],
        [
            77,
            82,
            73,
            77,
            82,
            73
        ],
        [
            8562,
            3852,
            4710,
            8562,
            3852,
            4710
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
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            0,
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        ],
        [
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        ],
        [
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            -235695,
            -143120,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8898,
    "evaluation_days": 2224.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571637600000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759923851269,
    "expiration_time": 1765669104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 182,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 76,
            "offset": 0,
            "poles": 3
        }
    }
}

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)