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Trade: CHZ/USDT/720/PWMA/SINWMA/6323

Strategy
CHZ/USDT/720/PWMA/SINWMA/6323
Pair
CHZ_USDT
Interval
12h
Score
686401
Daily Profit
1.089084
Profit Factor
3.599792
Profitability
53.005464
Streak
0.000000
Best Strategy
Training Data Length
2227.000000
Evaluation Time
2025-10-10 23:04
Expiration Time
2025-12-16 09:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2425389.8301 2249335.237 176054.5931 8910080.6964 4467759.4457 4442321.2508
Total P&L (%) 2425.3898 2249.3352 176.0546 8910.0807 4467.7594 4442.3213
Avg Daily Profit (%) 1.0891 1.01 0.0791 0.2023 0.1718 0.1715
Buy And Hold Return (%) 710.6509 710.6509 710.6509 710.6509 710.6509 710.6509
Max Trade Drawdown -150054 -78725 -83356 -8188773 -4726145 -5915327
Profit Factor 3.5998 6.4348 1.3392 1.2163 1.2222 1.2107
Total Trades 183 91 92 183 91 92
Winning Trades 97 46 51 97 46 51
Losing Trades 86 45 41 86 45 41
Profitability (%) 53.0055 50.5495 55.4348 53.0055 50.5495 55.4348
Ratio Avg Win / Avg Loss 3.1916 6.2949 1.0766 1.0784 1.1956 0.9733
Largest Winning Trade 2041041 2041041 46006 3466642 3466642 2465968
Largest Losing Trade -53399 -27075 -53399 -5068813 -1941253 -5068813
Avg Bars in Trades 23 25 21 23 25 21
Avg Bars in Winners 26 29 23 26 29 23
Avg Bars in Losers 20 21 20 20 21 20
Bars Traded 4328 2311 2017 4328 2311 2017
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 686401 682207 -252180 333209 250822 210252
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4454,
    "evaluation_days": 2227,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570708800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760126653190,
    "expiration_time": 1765869984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 69,
            "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": [
        [
            2425389.8300668807,
            2249335.236962433,
            176054.5931044486,
            8910080.696440853,
            4467759.445652967,
            4442321.250787882
        ],
        [
            2425.38983,
            2249.335237,
            176.054593,
            8910.080696,
            4467.759446,
            4442.321251
        ],
        [
            1.089084,
            1.010029,
            0.079055,
            0.202312,
            0.171751,
            0.1715
        ],
        [
            710.650888,
            710.650888,
            710.650888,
            710.650888,
            710.650888,
            710.650888
        ],
        [
            -150054,
            -78725,
            -83356,
            -8188773,
            -4726145,
            -5915327
        ],
        [
            3.599792,
            6.434835,
            1.339191,
            1.216338,
            1.222211,
            1.210737
        ],
        [
            183,
            91,
            92,
            183,
            91,
            92
        ],
        [
            97,
            46,
            51,
            97,
            46,
            51
        ],
        [
            86,
            45,
            41,
            86,
            45,
            41
        ],
        [
            53.005464,
            50.549451,
            55.434783,
            53.005464,
            50.549451,
            55.434783
        ],
        [
            3.191568,
            6.294947,
            1.076604,
            1.078403,
            1.195642,
            0.973337
        ],
        [
            2041041,
            2041041,
            46006,
            3466642,
            3466642,
            2465968
        ],
        [
            -53399,
            -27075,
            -53399,
            -5068813,
            -1941253,
            -5068813
        ],
        [
            23,
            25,
            21,
            23,
            25,
            21
        ],
        [
            26,
            29,
            23,
            26,
            29,
            23
        ],
        [
            20,
            21,
            20,
            20,
            21,
            20
        ],
        [
            4328,
            2311,
            2017,
            4328,
            2311,
            2017
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            686401,
            682207,
            -252180,
            333209,
            250822,
            210252
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4454,
    "evaluation_days": 2227,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570708800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760126653190,
    "expiration_time": 1765869984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 69,
            "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)