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Trade: CHZ/USDT/720/FWMA/VWMA/8124

Strategy
CHZ/USDT/720/FWMA/VWMA/8124
Pair
CHZ_USDT
Interval
12h
Score
762564
Daily Profit
0.986611
Profit Factor
9.112098
Profitability
55.882353
Streak
62.353275
Best Strategy
Training Data Length
2216.500000
Evaluation Time
2025-09-30 11:28
Expiration Time
2025-12-05 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2113394.8569 2186823.4836 -73428.6267 3696.3681 250500.0562 -246803.688
Total P&L (%) 2113.3949 2186.8235 -73.4286 3.6964 250.5001 -246.8037
Avg Daily Profit (%) 0.9535 0.9866 -0.0331 0.0016 0.0566 0
Buy And Hold Return (%) 574.4027 574.4027 574.4027 574.4027 574.4027 574.4027
Max Trade Drawdown -226533 -134433 -130364 -661904 -516321 -236729
Profit Factor 4.7584 9.1121 0.7492 1.0034 1.4045 0.4582
Total Trades 69 34 35 69 34 35
Winning Trades 33 19 14 33 19 14
Losing Trades 36 15 21 36 15 21
Profitability (%) 47.8261 55.8824 40 47.8261 55.8824 40
Ratio Avg Win / Avg Loss 5.191 7.1938 1.1237 1.0947 1.1088 0.6874
Largest Winning Trade 2237787 2237787 49290 544690 544690 83578
Largest Losing Trade -63489 -57589 -63489 -388684 -388684 -155890
Avg Bars in Trades 56 63 50 56 63 50
Avg Bars in Winners 68 68 67 68 68 67
Avg Bars in Losers 46 56 38 46 56 38
Bars Traded 3905 2149 1756 3905 2149 1756
Profit Streak 62.3533 62.3533 66.8533 62.3533 62.3533 66.8533
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -87211 762564 -581627 -678765 -280675 -583294
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4433,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1584835200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759220922941,
    "expiration_time": 1764935568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 232,
            "offset": 165
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 183,
            "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": [
        [
            2113394.856912717,
            2186823.4835968968,
            -73428.6266841781,
            3696.3681409842,
            250500.0561707377,
            -246803.6880297535
        ],
        [
            2113.394857,
            2186.823484,
            -73.428627,
            3.696368,
            250.500056,
            -246.803688
        ],
        [
            0.953483,
            0.986611,
            -0.033128,
            0.001638,
            0.0566,
            0
        ],
        [
            574.40273,
            574.40273,
            574.40273,
            574.40273,
            574.40273,
            574.40273
        ],
        [
            -226533,
            -134433,
            -130364,
            -661904,
            -516321,
            -236729
        ],
        [
            4.758416,
            9.112098,
            0.749163,
            1.003439,
            1.404466,
            0.458235
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            47.826087,
            55.882353,
            40,
            47.826087,
            55.882353,
            40
        ],
        [
            5.190999,
            7.193762,
            1.123744,
            1.094661,
            1.108789,
            0.687352
        ],
        [
            2237787,
            2237787,
            49290,
            544690,
            544690,
            83578
        ],
        [
            -63489,
            -57589,
            -63489,
            -388684,
            -388684,
            -155890
        ],
        [
            56,
            63,
            50,
            56,
            63,
            50
        ],
        [
            68,
            68,
            67,
            68,
            68,
            67
        ],
        [
            46,
            56,
            38,
            46,
            56,
            38
        ],
        [
            3905,
            2149,
            1756,
            3905,
            2149,
            1756
        ],
        [
            62.353275,
            62.353275,
            66.853275,
            62.353275,
            62.353275,
            66.853275
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -87211,
            762564,
            -581627,
            -678765,
            -280675,
            -583294
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4433,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1584835200000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759220922941,
    "expiration_time": 1764935568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 232,
            "offset": 165
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 183,
            "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)