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Trade: CHZ/USDT/480/PWMA/MIDPRICE/9311

Strategy
CHZ/USDT/480/PWMA/MIDPRICE/9311
Pair
CHZ_USDT
Interval
8h
Score
783354
Daily Profit
0.893055
Profit Factor
6.360422
Profitability
50.000000
Streak
50.007430
Best Strategy
Training Data Length
2222.670000
Evaluation Time
2025-10-06 19:10
Expiration Time
2025-12-12 02:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1953365.8874 1984966.8573 -31600.9699 122000.7837 7870.5387 114130.245
Total P&L (%) 1953.3659 1984.9669 -31.601 122.0008 7.8705 114.1302
Avg Daily Profit (%) 0.8788 0.8931 -0.0142 0.0359 0.0034 0.0343
Buy And Hold Return (%) 327.2771 327.2771 327.2771 327.2771 327.2771 327.2771
Max Trade Drawdown -130193 -114504 -144035 -693446 -676479 -272094
Profit Factor 3.6983 6.3604 0.9106 1.0633 1.0064 1.1646
Total Trades 84 42 42 84 42 42
Winning Trades 39 21 18 39 21 18
Losing Trades 45 21 24 45 21 24
Profitability (%) 46.4286 50 42.8571 46.4286 50 42.8571
Ratio Avg Win / Avg Loss 4.2673 6.3604 1.2142 1.2268 1.0064 1.5528
Largest Winning Trade 1907285 1907285 42082 513262 513262 220166
Largest Losing Trade -55951 -55951 -50965 -292054 -292054 -163424
Avg Bars in Trades 76 105 46 76 105 46
Avg Bars in Winners 86 110 58 86 110 58
Avg Bars in Losers 67 101 37 67 101 37
Bars Traded 6392 4442 1950 6392 4442 1950
Profit Streak 0 50.0074 0 0 50.0074 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 656019 783354 -581845 -462833 -566947 -353973
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6668,
    "evaluation_days": 2222.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574438400000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759767041945,
    "expiration_time": 1765498752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 234,
            "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": [
        [
            1953365.88744933,
            1984966.8573243795,
            -31600.9698750496,
            122000.7837064597,
            7870.5386786979,
            114130.2450277616
        ],
        [
            1953.365887,
            1984.966857,
            -31.60097,
            122.000784,
            7.870539,
            114.130245
        ],
        [
            0.878838,
            0.893055,
            -0.014218,
            0.035887,
            0.003409,
            0.034263
        ],
        [
            327.277108,
            327.277108,
            327.277108,
            327.277108,
            327.277108,
            327.277108
        ],
        [
            -130193,
            -114504,
            -144035,
            -693446,
            -676479,
            -272094
        ],
        [
            3.698299,
            6.360422,
            0.910637,
            1.063266,
            1.006373,
            1.164616
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            46.428571,
            50,
            42.857143,
            46.428571,
            50,
            42.857143
        ],
        [
            4.267268,
            6.360422,
            1.214183,
            1.226846,
            1.006373,
            1.552821
        ],
        [
            1907285,
            1907285,
            42082,
            513262,
            513262,
            220166
        ],
        [
            -55951,
            -55951,
            -50965,
            -292054,
            -292054,
            -163424
        ],
        [
            76,
            105,
            46,
            76,
            105,
            46
        ],
        [
            86,
            110,
            58,
            86,
            110,
            58
        ],
        [
            67,
            101,
            37,
            67,
            101,
            37
        ],
        [
            6392,
            4442,
            1950,
            6392,
            4442,
            1950
        ],
        [
            0,
            50.00743,
            0,
            0,
            50.00743,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            656019,
            783354,
            -581845,
            -462833,
            -566947,
            -353973
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6668,
    "evaluation_days": 2222.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574438400000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759767041945,
    "expiration_time": 1765498752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 78,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 234,
            "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)