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Trade: CHZ/USDT/720/WMA/DCU/9033

Strategy
CHZ/USDT/720/WMA/DCU/9033
Pair
CHZ_USDT
Interval
12h
Score
798125
Daily Profit
1.325536
Profit Factor
17.294507
Profitability
51.724138
Streak
0.000000
Best Strategy
Training Data Length
2224.500000
Evaluation Time
2025-10-08 15:52
Expiration Time
2025-12-13 19:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3031830.6359 2948655.7342 83174.9017 2943498.0331 12174.4509 2931323.5822
Total P&L (%) 3031.8306 2948.6557 83.1749 2943.498 12.1745 2931.3236
Avg Daily Profit (%) 1.3629 1.3255 0.0374 0.1537 0.0052 0.1535
Buy And Hold Return (%) 435.099 435.099 435.099 435.099 435.099 435.099
Max Trade Drawdown -95424 -97592 -29388 -5383196 -5490215 -1293947
Profit Factor 11.8892 17.2945 1.8534 1.2717 1.0016 1.9274
Total Trades 59 29 30 59 29 30
Winning Trades 33 15 18 33 15 18
Losing Trades 26 14 12 26 14 12
Profitability (%) 55.9322 51.7241 60 55.9322 51.7241 60
Ratio Avg Win / Avg Loss 9.3673 16.1415 1.2356 1.002 0.9348 1.2849
Largest Winning Trade 2967741 2967741 32535 3743631 3743631 1259048
Largest Losing Trade -32502 -32502 -24446 -2082167 -2082167 -1131441
Avg Bars in Trades 68 120 17 68 120 17
Avg Bars in Winners 87 169 18 87 169 18
Avg Bars in Losers 43 68 15 43 68 15
Bars Traded 4021 3501 520 4021 3501 520
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 -156569 798125 -304797 -171334 -571977 415458
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4449,
    "evaluation_days": 2224.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1576324800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759927957418,
    "expiration_time": 1765647504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 55,
            "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": [
        [
            3031830.6359267966,
            2948655.7341773487,
            83174.9017494477,
            2943498.033067502,
            12174.4508946324,
            2931323.58217287
        ],
        [
            3031.830636,
            2948.655734,
            83.174902,
            2943.498033,
            12.174451,
            2931.323582
        ],
        [
            1.362927,
            1.325536,
            0.03739,
            0.153662,
            0.005165,
            0.153482
        ],
        [
            435.098997,
            435.098997,
            435.098997,
            435.098997,
            435.098997,
            435.098997
        ],
        [
            -95424,
            -97592,
            -29388,
            -5383196,
            -5490215,
            -1293947
        ],
        [
            11.889246,
            17.294507,
            1.853389,
            1.271734,
            1.001587,
            1.927424
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            33,
            15,
            18,
            33,
            15,
            18
        ],
        [
            26,
            14,
            12,
            26,
            14,
            12
        ],
        [
            55.932203,
            51.724138,
            60,
            55.932203,
            51.724138,
            60
        ],
        [
            9.367285,
            16.14154,
            1.235593,
            1.001972,
            0.934814,
            1.284949
        ],
        [
            2967741,
            2967741,
            32535,
            3743631,
            3743631,
            1259048
        ],
        [
            -32502,
            -32502,
            -24446,
            -2082167,
            -2082167,
            -1131441
        ],
        [
            68,
            120,
            17,
            68,
            120,
            17
        ],
        [
            87,
            169,
            18,
            87,
            169,
            18
        ],
        [
            43,
            68,
            15,
            43,
            68,
            15
        ],
        [
            4021,
            3501,
            520,
            4021,
            3501,
            520
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -156569,
            798125,
            -304797,
            -171334,
            -571977,
            415458
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4449,
    "evaluation_days": 2224.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1576324800000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759927957418,
    "expiration_time": 1765647504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 55,
            "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)