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Trade: CHZ/USDT/720/PWMA/DEMA/7435

Strategy
CHZ/USDT/720/PWMA/DEMA/7435
Pair
CHZ_USDT
Interval
12h
Score
678245
Daily Profit
1.087234
Profit Factor
3.966385
Profitability
48.437500
Streak
37.876434
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-27 00:02
Expiration Time
2025-11-29 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2403874.8848 2350770.0708 53104.814 885241.4533 1492414.6288 -607173.1755
Total P&L (%) 2403.8749 2350.7701 53.1048 885.2415 1492.4146 -607.1732
Avg Daily Profit (%) 1.0872 1.0632 0.024 0.1035 0.1253 0
Buy And Hold Return (%) 729.8306 729.8306 729.8306 729.8306 729.8306 729.8306
Max Trade Drawdown -116532 -82365 -93620 -2703625 -1631810 -1272326
Profit Factor 3.9664 6.6457 1.1348 1.1169 1.3955 0.8402
Total Trades 128 64 64 128 64 64
Winning Trades 62 28 34 62 28 34
Losing Trades 66 36 30 66 36 30
Profitability (%) 48.4375 43.75 53.125 48.4375 43.75 53.125
Ratio Avg Win / Avg Loss 4.2223 8.5444 1.0013 1.189 1.7942 0.7414
Largest Winning Trade 2270414 2270414 47695 2935935 2935935 618447
Largest Losing Trade -53033 -53033 -34466 -650925 -594291 -650925
Avg Bars in Trades 33 28 38 33 28 38
Avg Bars in Winners 46 43 49 46 43 49
Avg Bars in Losers 20 16 26 20 16 26
Bars Traded 4276 1800 2476 4276 1800 2476
Profit Streak 37.8764 37.8764 47.8764 37.8764 37.8764 47.8764
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 678245 -121613 -536606 -244590 -170805 -718564
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570708800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920523933,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 70,
            "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": [
        [
            2403874.8847894673,
            2350770.07081788,
            53104.8139715876,
            885241.453300275,
            1492414.6288434567,
            -607173.1755431816
        ],
        [
            2403.874885,
            2350.770071,
            53.104814,
            885.241453,
            1492.414629,
            -607.173176
        ],
        [
            1.087234,
            1.063216,
            0.024018,
            0.103523,
            0.125263,
            0
        ],
        [
            729.830647,
            729.830647,
            729.830647,
            729.830647,
            729.830647,
            729.830647
        ],
        [
            -116532,
            -82365,
            -93620,
            -2703625,
            -1631810,
            -1272326
        ],
        [
            3.966385,
            6.645674,
            1.134788,
            1.116898,
            1.395524,
            0.840198
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            62,
            28,
            34,
            62,
            28,
            34
        ],
        [
            66,
            36,
            30,
            66,
            36,
            30
        ],
        [
            48.4375,
            43.75,
            53.125,
            48.4375,
            43.75,
            53.125
        ],
        [
            4.222281,
            8.544438,
            1.001284,
            1.188956,
            1.794245,
            0.741351
        ],
        [
            2270414,
            2270414,
            47695,
            2935935,
            2935935,
            618447
        ],
        [
            -53033,
            -53033,
            -34466,
            -650925,
            -594291,
            -650925
        ],
        [
            33,
            28,
            38,
            33,
            28,
            38
        ],
        [
            46,
            43,
            49,
            46,
            43,
            49
        ],
        [
            20,
            16,
            26,
            20,
            16,
            26
        ],
        [
            4276,
            1800,
            2476,
            4276,
            1800,
            2476
        ],
        [
            37.876434,
            37.876434,
            47.876434,
            37.876434,
            37.876434,
            47.876434
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            678245,
            -121613,
            -536606,
            -244590,
            -170805,
            -718564
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570708800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920523933,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 70,
            "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)