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Trade: CHZ/USDT/480/SINWMA/HILO/5639

Strategy
CHZ/USDT/480/SINWMA/HILO/5639
Pair
CHZ_USDT
Interval
8h
Score
771010
Daily Profit
1.023959
Profit Factor
4.874881
Profitability
50.450450
Streak
0.000000
Best Strategy
Training Data Length
2225.670000
Evaluation Time
2025-10-09 14:21
Expiration Time
2025-12-15 04:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2278994.8814 2152365.7773 126629.1041 9060671.2958 13344486.8936 -4283815.5977
Total P&L (%) 2278.9949 2152.3658 126.6291 9060.6713 13344.4869 -4283.8156
Avg Daily Profit (%) 1.024 0.9671 0.0569 0.2032 0.2205 0
Buy And Hold Return (%) 314.5871 314.5871 314.5871 314.5871 314.5871 314.5871
Max Trade Drawdown -114013 -71074 -85220 -22615839 -12500145 -14489377
Profit Factor 4.8749 9.5012 1.378 1.1303 1.4628 0.8948
Total Trades 111 55 56 111 55 56
Winning Trades 56 31 25 56 31 25
Losing Trades 55 24 31 55 24 31
Profitability (%) 50.4505 56.3636 44.6429 50.4505 56.3636 44.6429
Ratio Avg Win / Avg Loss 4.7878 7.3558 1.7088 1.1101 1.1325 1.1095
Largest Winning Trade 1917715 1917715 57957 12905080 12905080 7035050
Largest Losing Trade -37322 -34042 -37322 -7582826 -3626026 -7582826
Avg Bars in Trades 57 50 65 57 50 65
Avg Bars in Winners 87 69 110 87 69 110
Avg Bars in Losers 27 25 28 27 25 28
Bars Traded 6419 2758 3661 6419 2758 3661
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 771010 -157496 -463190 -68795 -169939 -761250
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6677,
    "evaluation_days": 2225.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571731200000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760008904388,
    "expiration_time": 1765765728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            2278994.881371798,
            2152365.7773184725,
            126629.1040533245,
            9060671.295824459,
            13344486.893560119,
            -4283815.59773566
        ],
        [
            2278.994881,
            2152.365777,
            126.629104,
            9060.671296,
            13344.486894,
            -4283.815598
        ],
        [
            1.023959,
            0.967064,
            0.056895,
            0.203179,
            0.220453,
            0
        ],
        [
            314.587137,
            314.587137,
            314.587137,
            314.587137,
            314.587137,
            314.587137
        ],
        [
            -114013,
            -71074,
            -85220,
            -22615839,
            -12500145,
            -14489377
        ],
        [
            4.874881,
            9.501214,
            1.37804,
            1.130285,
            1.462813,
            0.894777
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            56,
            31,
            25,
            56,
            31,
            25
        ],
        [
            55,
            24,
            31,
            55,
            24,
            31
        ],
        [
            50.45045,
            56.363636,
            44.642857,
            50.45045,
            56.363636,
            44.642857
        ],
        [
            4.78783,
            7.355778,
            1.708769,
            1.110101,
            1.132501,
            1.109524
        ],
        [
            1917715,
            1917715,
            57957,
            12905080,
            12905080,
            7035050
        ],
        [
            -37322,
            -34042,
            -37322,
            -7582826,
            -3626026,
            -7582826
        ],
        [
            57,
            50,
            65,
            57,
            50,
            65
        ],
        [
            87,
            69,
            110,
            87,
            69,
            110
        ],
        [
            27,
            25,
            28,
            27,
            25,
            28
        ],
        [
            6419,
            2758,
            3661,
            6419,
            2758,
            3661
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            771010,
            -157496,
            -463190,
            -68795,
            -169939,
            -761250
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6677,
    "evaluation_days": 2225.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571731200000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760008904388,
    "expiration_time": 1765765728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 140,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)