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Trade: CHZ/USDT/720/ALMA/SWMA/1453

Strategy
CHZ/USDT/720/ALMA/SWMA/1453
Pair
CHZ_USDT
Interval
12h
Score
688690
Daily Profit
0.987030
Profit Factor
9.186603
Profitability
47.058824
Streak
57.507505
Best Strategy
Training Data Length
2228.000000
Evaluation Time
2025-10-12 03:10
Expiration Time
2025-12-17 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2154842.4576 2199103.7276 -44261.2701 -203724.3052 -119315.4849 -84408.8203
Total P&L (%) 2154.8425 2199.1037 -44.2613 -203.7243 -119.3155 -84.4088
Avg Daily Profit (%) 0.9672 0.987 -0.0199 0 0 -0.0834
Buy And Hold Return (%) 535.3391 535.3391 535.3391 535.3391 535.3391 535.3391
Max Trade Drawdown -99157 -84778 -69885 -283964 -218435 -140130
Profit Factor 4.2604 9.1866 0.8872 0.7948 0.7618 0.8284
Total Trades 69 34 35 69 34 35
Winning Trades 31 16 15 37 18 19
Losing Trades 38 18 20 32 16 16
Profitability (%) 44.9275 47.0588 42.8571 53.6232 52.9412 54.2857
Ratio Avg Win / Avg Loss 5.2225 10.3349 1.1829 0.6874 0.6772 0.6976
Largest Winning Trade 2088677 2088677 51733 96050 96050 87569
Largest Losing Trade -106244 -37805 -106244 -134406 -134406 -106244
Avg Bars in Trades 62 62 63 62 62 63
Avg Bars in Winners 76 64 89 52 59 45
Avg Bars in Losers 51 59 44 74 64 85
Bars Traded 4336 2108 2228 4336 2108 2228
Profit Streak 0 57.5075 0 34.5075 0 43.0075
Trades During Streak 0 1 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -89886 688690 -581898 -685766 -580413 -579679
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4456,
    "evaluation_days": 2228,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570968000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760227848424,
    "expiration_time": 1765958976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 76,
            "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": [
        [
            2154842.457569487,
            2199103.727630046,
            -44261.2700605597,
            -203724.3052149334,
            -119315.4848815593,
            -84408.8203333741
        ],
        [
            2154.842458,
            2199.103728,
            -44.26127,
            -203.724305,
            -119.315485,
            -84.40882
        ],
        [
            0.967164,
            0.98703,
            -0.019866,
            0,
            0,
            -0.083379
        ],
        [
            535.339102,
            535.339102,
            535.339102,
            535.339102,
            535.339102,
            535.339102
        ],
        [
            -99157,
            -84778,
            -69885,
            -283964,
            -218435,
            -140130
        ],
        [
            4.260444,
            9.186603,
            0.88717,
            0.794819,
            0.761796,
            0.82844
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            31,
            16,
            15,
            37,
            18,
            19
        ],
        [
            38,
            18,
            20,
            32,
            16,
            16
        ],
        [
            44.927536,
            47.058824,
            42.857143,
            53.623188,
            52.941176,
            54.285714
        ],
        [
            5.22248,
            10.334928,
            1.182893,
            0.687411,
            0.677152,
            0.697633
        ],
        [
            2088677,
            2088677,
            51733,
            96050,
            96050,
            87569
        ],
        [
            -106244,
            -37805,
            -106244,
            -134406,
            -134406,
            -106244
        ],
        [
            62,
            62,
            63,
            62,
            62,
            63
        ],
        [
            76,
            64,
            89,
            52,
            59,
            45
        ],
        [
            51,
            59,
            44,
            74,
            64,
            85
        ],
        [
            4336,
            2108,
            2228,
            4336,
            2108,
            2228
        ],
        [
            0,
            57.507505,
            0,
            34.507505,
            0,
            43.007505
        ],
        [
            0,
            1,
            0,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -89886,
            688690,
            -581898,
            -685766,
            -580413,
            -579679
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4456,
    "evaluation_days": 2228,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570968000000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760227848424,
    "expiration_time": 1765958976000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 76,
            "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)