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Trade: CHZ/USDT/720/PWMA/HL2/2347

Strategy
CHZ/USDT/720/PWMA/HL2/2347
Pair
CHZ_USDT
Interval
12h
Score
688242
Daily Profit
0.578116
Profit Factor
3.366249
Profitability
50.000000
Streak
54.232779
Best Strategy
Training Data Length
2224.000000
Evaluation Time
2025-10-07 20:35
Expiration Time
2025-12-13 07:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1193566.3072 1285730.019 -92163.7118 -48344.2059 117071.2956 -165415.5015
Total P&L (%) 1193.5663 1285.73 -92.1637 -48.3442 117.0713 -165.4155
Avg Daily Profit (%) 0.5367 0.5781 -0.0414 -0.0297 0.0349 0
Buy And Hold Return (%) 129.4291 129.4291 129.4291 129.4291 129.4291 129.4291
Max Trade Drawdown -164982 -102803 -213092 -232760 -146397 -211698
Profit Factor 2.0687 3.3662 0.8393 0.9607 1.2014 0.7452
Total Trades 213 106 107 213 106 107
Winning Trades 105 53 52 105 53 52
Losing Trades 108 53 55 108 53 55
Profitability (%) 49.2958 50 48.5981 49.2958 50 48.5981
Ratio Avg Win / Avg Loss 2.1278 3.3662 0.8877 0.9882 1.2014 0.7882
Largest Winning Trade 1234060 1234060 57072 148091 148091 48276
Largest Losing Trade -54749 -54749 -44323 -93858 -76824 -93858
Avg Bars in Trades 19 18 20 19 18 20
Avg Bars in Winners 22 18 27 22 18 27
Avg Bars in Losers 17 19 14 17 19 14
Bars Traded 4246 2004 2242 4246 2004 2242
Profit Streak 29.2328 54.2328 29.2328 29.2328 54.2328 29.2328
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 628854 688242 -580309 -578157 -311216 -580309
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4448,
    "evaluation_days": 2224,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572825600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759858512155,
    "expiration_time": 1765603008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 33
        }
    }
}
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": [
        [
            1193566.3071781974,
            1285730.0189743952,
            -92163.711796198,
            -48344.2058879284,
            117071.2956241329,
            -165415.5015120613
        ],
        [
            1193.566307,
            1285.730019,
            -92.163712,
            -48.344206,
            117.071296,
            -165.415502
        ],
        [
            0.536675,
            0.578116,
            -0.041441,
            -0.029697,
            0.034856,
            0
        ],
        [
            129.429107,
            129.429107,
            129.429107,
            129.429107,
            129.429107,
            129.429107
        ],
        [
            -164982,
            -102803,
            -213092,
            -232760,
            -146397,
            -211698
        ],
        [
            2.068731,
            3.366249,
            0.839281,
            0.960713,
            1.2014,
            0.745226
        ],
        [
            213,
            106,
            107,
            213,
            106,
            107
        ],
        [
            105,
            53,
            52,
            105,
            53,
            52
        ],
        [
            108,
            53,
            55,
            108,
            53,
            55
        ],
        [
            49.295775,
            50,
            48.598131,
            49.295775,
            50,
            48.598131
        ],
        [
            2.127837,
            3.366249,
            0.887701,
            0.988162,
            1.2014,
            0.788219
        ],
        [
            1234060,
            1234060,
            57072,
            148091,
            148091,
            48276
        ],
        [
            -54749,
            -54749,
            -44323,
            -93858,
            -76824,
            -93858
        ],
        [
            19,
            18,
            20,
            19,
            18,
            20
        ],
        [
            22,
            18,
            27,
            22,
            18,
            27
        ],
        [
            17,
            19,
            14,
            17,
            19,
            14
        ],
        [
            4246,
            2004,
            2242,
            4246,
            2004,
            2242
        ],
        [
            29.232779,
            54.232779,
            29.232779,
            29.23278,
            54.23278,
            29.23278
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            628854,
            688242,
            -580309,
            -578157,
            -311216,
            -580309
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4448,
    "evaluation_days": 2224,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572825600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759858512155,
    "expiration_time": 1765603008000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 33
        }
    }
}

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)