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Trade: CHZ/USDT/360/VWMA/MIDPRICE/6882

Strategy
CHZ/USDT/360/VWMA/MIDPRICE/6882
Pair
CHZ_USDT
Interval
6h
Score
734775
Daily Profit
1.130966
Profit Factor
12.736275
Profitability
45.945946
Streak
0.000000
Best Strategy
Training Data Length
2218.000000
Evaluation Time
2025-10-02 03:43
Expiration Time
2025-12-07 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2598672.1227 2508483.5285 90188.5941 2902256.4088 11760246.6466 -8857990.2378
Total P&L (%) 2598.6721 2508.4835 90.1886 2902.2564 11760.2466 -8857.9902
Avg Daily Profit (%) 1.1716 1.131 0.0407 0.1535 0.2156 0
Buy And Hold Return (%) 323.5328 323.5328 323.5328 323.5328 323.5328 323.5328
Max Trade Drawdown -161573 -87592 -89542 -35523016 -14783636 -21554165
Profit Factor 5.7197 12.7363 1.2677 1.0579 1.5924 0.7074
Total Trades 75 37 38 75 37 38
Winning Trades 32 17 15 32 17 15
Losing Trades 43 20 23 43 20 23
Profitability (%) 42.6667 45.9459 39.4737 42.6667 45.9459 39.4737
Ratio Avg Win / Avg Loss 7.6859 14.9839 1.9439 1.4215 1.8734 1.0847
Largest Winning Trade 2328707 2328707 52950 17302505 17302505 6867484
Largest Losing Trade -73770 -37770 -73770 -14828937 -12200757 -14828937
Avg Bars in Trades 114 97 129 114 97 129
Avg Bars in Winners 205 165 251 205 165 251
Avg Bars in Losers 45 40 50 45 40 50
Bars Traded 8559 3625 4934 8559 3625 4934
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 -42318 734775 -307450 -213330 344926 -583191
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8872,
    "evaluation_days": 2218,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572328800000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759365817077,
    "expiration_time": 1765090656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 28,
            "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": [
        [
            2598672.122650386,
            2508483.528506955,
            90188.5941434321,
            2902256.4087727177,
            11760246.646580204,
            -8857990.237807482
        ],
        [
            2598.672123,
            2508.483529,
            90.188594,
            2902.256409,
            11760.246647,
            -8857.990238
        ],
        [
            1.171629,
            1.130966,
            0.040662,
            0.153497,
            0.215551,
            0
        ],
        [
            323.532785,
            323.532785,
            323.532785,
            323.532785,
            323.532785,
            323.532785
        ],
        [
            -161573,
            -87592,
            -89542,
            -35523016,
            -14783636,
            -21554165
        ],
        [
            5.719738,
            12.736275,
            1.267734,
            1.057896,
            1.592383,
            0.707432
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            43,
            20,
            23,
            43,
            20,
            23
        ],
        [
            42.666667,
            45.945946,
            39.473684,
            42.666667,
            45.945946,
            39.473684
        ],
        [
            7.685898,
            14.983853,
            1.943859,
            1.421547,
            1.873392,
            1.084729
        ],
        [
            2328707,
            2328707,
            52950,
            17302505,
            17302505,
            6867484
        ],
        [
            -73770,
            -37770,
            -73770,
            -14828937,
            -12200757,
            -14828937
        ],
        [
            114,
            97,
            129,
            114,
            97,
            129
        ],
        [
            205,
            165,
            251,
            205,
            165,
            251
        ],
        [
            45,
            40,
            50,
            45,
            40,
            50
        ],
        [
            8559,
            3625,
            4934,
            8559,
            3625,
            4934
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -42318,
            734775,
            -307450,
            -213330,
            344926,
            -583191
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8872,
    "evaluation_days": 2218,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572328800000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759365817077,
    "expiration_time": 1765090656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 214,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 28,
            "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)