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Trade: CHZ/USDT/720/VWMA/PSAR/2246

Strategy
CHZ/USDT/720/VWMA/PSAR/2246
Pair
CHZ_USDT
Interval
12h
Score
791799
Daily Profit
1.048091
Profit Factor
3.401220
Profitability
52.307692
Streak
23.682728
Best Strategy
Training Data Length
2221.500000
Evaluation Time
2025-10-05 07:23
Expiration Time
2025-12-10 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2328333.468 2431594.0745 -103260.6065 -65904.4327 72496.7567 -138401.1894
Total P&L (%) 2328.3335 2431.5941 -103.2606 -65.9044 72.4968 -138.4012
Avg Daily Profit (%) 1.0481 1.0946 -0.0465 -0.0484 0.0245 0
Buy And Hold Return (%) 279.4762 279.4762 279.4762 279.4762 279.4762 279.4762
Max Trade Drawdown -185248 -128561 -183252 -391727 -247101 -181397
Profit Factor 3.4012 6.3124 0.7983 0.9306 1.1351 0.6651
Total Trades 130 65 65 130 65 65
Winning Trades 68 33 35 68 33 35
Losing Trades 62 32 30 62 32 30
Profitability (%) 52.3077 50.7692 53.8462 52.3077 50.7692 53.8462
Ratio Avg Win / Avg Loss 3.1011 6.1211 0.6842 0.8485 1.1007 0.5701
Largest Winning Trade 2476848 2476848 44402 355958 355958 40426
Largest Losing Trade -69794 -42853 -69794 -173454 -173454 -68131
Avg Bars in Trades 32 26 39 32 26 39
Avg Bars in Winners 41 32 50 41 32 50
Avg Bars in Losers 23 20 26 23 20 26
Bars Traded 4272 1715 2557 4272 1715 2557
Profit Streak 23.6827 43.6827 23.6827 23.6827 43.6827 23.6827
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 791799 -107931 -711414 -578669 -527661 -711414
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4443,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574510400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759638187694,
    "expiration_time": 1765380528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            2328333.4680336183,
            2431594.074518962,
            -103260.6064853457,
            -65904.4327122179,
            72496.7566766996,
            -138401.1893889174
        ],
        [
            2328.333468,
            2431.594075,
            -103.260606,
            -65.904433,
            72.496757,
            -138.401189
        ],
        [
            1.048091,
            1.094573,
            -0.046482,
            -0.048424,
            0.024545,
            0
        ],
        [
            279.47617,
            279.47617,
            279.47617,
            279.47617,
            279.47617,
            279.47617
        ],
        [
            -185248,
            -128561,
            -183252,
            -391727,
            -247101,
            -181397
        ],
        [
            3.40122,
            6.312399,
            0.79829,
            0.930623,
            1.135095,
            0.665138
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            62,
            32,
            30,
            62,
            32,
            30
        ],
        [
            52.307692,
            50.769231,
            53.846154,
            52.307692,
            50.769231,
            53.846154
        ],
        [
            3.101112,
            6.121114,
            0.684248,
            0.848509,
            1.100698,
            0.570118
        ],
        [
            2476848,
            2476848,
            44402,
            355958,
            355958,
            40426
        ],
        [
            -69794,
            -42853,
            -69794,
            -173454,
            -173454,
            -68131
        ],
        [
            32,
            26,
            39,
            32,
            26,
            39
        ],
        [
            41,
            32,
            50,
            41,
            32,
            50
        ],
        [
            23,
            20,
            26,
            23,
            20,
            26
        ],
        [
            4272,
            1715,
            2557,
            4272,
            1715,
            2557
        ],
        [
            23.682728,
            43.682728,
            23.682728,
            23.682728,
            43.682728,
            23.682728
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            791799,
            -107931,
            -711414,
            -578669,
            -527661,
            -711414
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4443,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574510400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759638187694,
    "expiration_time": 1765380528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)