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Trade: CHZ/USDT/360/SWMA/DCM/6139

Strategy
CHZ/USDT/360/SWMA/DCM/6139
Pair
CHZ_USDT
Interval
6h
Score
748669
Daily Profit
1.500556
Profit Factor
4.867460
Profitability
47.457627
Streak
0.000000
Best Strategy
Training Data Length
2216.500000
Evaluation Time
2025-09-30 12:45
Expiration Time
2025-12-05 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3325982.848 3320666.0342 5316.8139 227556.1399 367531.5412 -139975.4012
Total P&L (%) 3325.9828 3320.666 5.3168 227.5561 367.5315 -139.9754
Avg Daily Profit (%) 1.5006 1.4982 0.0024 0.0535 0.0696 0
Buy And Hold Return (%) 347.5788 347.5788 347.5788 347.5788 347.5788 347.5788
Max Trade Drawdown -167252 -107133 -117909 -1746710 -1419624 -876575
Profit Factor 4.8675 7.7791 1.0144 1.0455 1.1181 0.926
Total Trades 118 59 59 118 59 59
Winning Trades 56 29 27 56 29 27
Losing Trades 62 30 32 62 30 32
Profitability (%) 47.4576 49.1525 45.7627 47.4576 49.1525 45.7627
Ratio Avg Win / Avg Loss 5.389 8.0473 1.2022 1.1575 1.1567 1.0975
Largest Winning Trade 3302190 3302190 37023 1766299 1766299 443393
Largest Losing Trade -54546 -54546 -36872 -793554 -793554 -267278
Avg Bars in Trades 72 106 39 72 106 39
Avg Bars in Winners 82 111 51 82 111 51
Avg Bars in Losers 63 101 29 63 101 29
Bars Traded 8564 6258 2306 8564 6258 2306
Profit Streak 0 0 171.9067 0 0 171.9067
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 748669 -154709 -737472 -458368 -515522 -756471
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8866,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571464800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759225542511,
    "expiration_time": 1764957168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 174,
            "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": [
        [
            3325982.848040616,
            3320666.034184864,
            5316.8138557537,
            227556.1399306115,
            367531.5411790534,
            -139975.4012484422
        ],
        [
            3325.982848,
            3320.666034,
            5.316814,
            227.55614,
            367.531541,
            -139.975401
        ],
        [
            1.500556,
            1.498157,
            0.002399,
            0.053544,
            0.069607,
            0
        ],
        [
            347.578803,
            347.578803,
            347.578803,
            347.578803,
            347.578803,
            347.578803
        ],
        [
            -167252,
            -107133,
            -117909,
            -1746710,
            -1419624,
            -876575
        ],
        [
            4.86746,
            7.779104,
            1.014364,
            1.045478,
            1.118118,
            0.926019
        ],
        [
            118,
            59,
            59,
            118,
            59,
            59
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            62,
            30,
            32,
            62,
            30,
            32
        ],
        [
            47.457627,
            49.152542,
            45.762712,
            47.457627,
            49.152542,
            45.762712
        ],
        [
            5.388974,
            8.047349,
            1.202209,
            1.157494,
            1.156674,
            1.097504
        ],
        [
            3302190,
            3302190,
            37023,
            1766299,
            1766299,
            443393
        ],
        [
            -54546,
            -54546,
            -36872,
            -793554,
            -793554,
            -267278
        ],
        [
            72,
            106,
            39,
            72,
            106,
            39
        ],
        [
            82,
            111,
            51,
            82,
            111,
            51
        ],
        [
            63,
            101,
            29,
            63,
            101,
            29
        ],
        [
            8564,
            6258,
            2306,
            8564,
            6258,
            2306
        ],
        [
            0,
            0,
            171.906742,
            0,
            0,
            171.906742
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            748669,
            -154709,
            -737472,
            -458368,
            -515522,
            -756471
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8866,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571464800000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759225542511,
    "expiration_time": 1764957168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 174,
            "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)