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Trade: CHZ/USDT/480/PWMA/SINWMA/7353

Strategy
CHZ/USDT/480/PWMA/SINWMA/7353
Pair
CHZ_USDT
Interval
8h
Score
727523
Daily Profit
0.933446
Profit Factor
3.635743
Profitability
45.945946
Streak
80.332729
Best Strategy
Training Data Length
2220.000000
Evaluation Time
2025-10-04 02:59
Expiration Time
2025-12-09 08:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2072249.426 2047569.4968 24679.9292 563563.9983 1326318.5278 -762754.5295
Total P&L (%) 2072.2494 2047.5695 24.6799 563.564 1326.3185 -762.7545
Avg Daily Profit (%) 0.9334 0.9223 0.0111 0.0853 0.1198 0
Buy And Hold Return (%) 245.2291 245.2291 245.2291 245.2291 245.2291 245.2291
Max Trade Drawdown -157276 -117586 -94862 -4021341 -2142635 -2203800
Profit Factor 3.6357 5.9535 1.0662 1.0418 1.1931 0.8849
Total Trades 111 55 56 111 55 56
Winning Trades 51 25 26 51 25 26
Losing Trades 60 30 30 60 30 30
Profitability (%) 45.9459 45.4545 46.4286 45.9459 45.4545 46.4286
Ratio Avg Win / Avg Loss 4.2773 7.1442 1.2302 1.2256 1.4317 1.0211
Largest Winning Trade 1933001 1933001 46726 2663863 2663863 863608
Largest Losing Trade -41022 -37750 -41022 -1261193 -1261193 -991366
Avg Bars in Trades 57 62 52 57 62 52
Avg Bars in Winners 66 68 64 66 68 64
Avg Bars in Losers 49 57 40 49 57 40
Bars Traded 6357 3445 2912 6357 3445 2912
Profit Streak 80.3327 115.9994 80.3327 80.3327 115.9994 80.3327
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 727523 -158704 -671958 -258044 -222325 -759592
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6660,
    "evaluation_days": 2220,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573401600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759535947761,
    "expiration_time": 1765261440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 184,
            "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": [
        [
            2072249.4260179917,
            2047569.4968421077,
            24679.9291758836,
            563563.9983368156,
            1326318.5277931038,
            -762754.529456287
        ],
        [
            2072.249426,
            2047.569497,
            24.679929,
            563.563998,
            1326.318528,
            -762.754529
        ],
        [
            0.933446,
            0.922329,
            0.011117,
            0.085282,
            0.119787,
            0
        ],
        [
            245.229094,
            245.229094,
            245.229094,
            245.229094,
            245.229094,
            245.229094
        ],
        [
            -157276,
            -117586,
            -94862,
            -4021341,
            -2142635,
            -2203800
        ],
        [
            3.635743,
            5.953532,
            1.066192,
            1.041756,
            1.193097,
            0.884919
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            45.945946,
            45.454545,
            46.428571,
            45.945946,
            45.454545,
            46.428571
        ],
        [
            4.277345,
            7.144238,
            1.230221,
            1.225595,
            1.431716,
            1.021061
        ],
        [
            1933001,
            1933001,
            46726,
            2663863,
            2663863,
            863608
        ],
        [
            -41022,
            -37750,
            -41022,
            -1261193,
            -1261193,
            -991366
        ],
        [
            57,
            62,
            52,
            57,
            62,
            52
        ],
        [
            66,
            68,
            64,
            66,
            68,
            64
        ],
        [
            49,
            57,
            40,
            49,
            57,
            40
        ],
        [
            6357,
            3445,
            2912,
            6357,
            3445,
            2912
        ],
        [
            80.332729,
            115.999395,
            80.332729,
            80.332729,
            115.999395,
            80.332729
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            727523,
            -158704,
            -671958,
            -258044,
            -222325,
            -759592
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6660,
    "evaluation_days": 2220,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573401600000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759535947761,
    "expiration_time": 1765261440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 184,
            "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)