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Trade: CHZ/USDT/720/WMA/JMA/2461

Strategy
CHZ/USDT/720/WMA/JMA/2461
Pair
CHZ_USDT
Interval
12h
Score
811789
Daily Profit
1.108928
Profit Factor
11.019616
Profitability
54.838710
Streak
0.000000
Best Strategy
Training Data Length
2227.500000
Evaluation Time
2025-10-11 10:15
Expiration Time
2025-12-16 21:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2575870.734 2470136.5322 105734.2018 5371428.1233 16763035.0047 -11391606.8814
Total P&L (%) 2575.8707 2470.1365 105.7342 5371.4281 16763.035 -11391.6069
Avg Daily Profit (%) 1.1564 1.1089 0.0475 0.1798 0.2305 0
Buy And Hold Return (%) 209.8765 209.8765 209.8765 209.8765 209.8765 209.8765
Max Trade Drawdown -154440 -81577 -97692 -29083088 -15072522 -14703894
Profit Factor 5.4027 11.0196 1.3123 1.0693 1.4828 0.7335
Total Trades 63 31 32 63 31 32
Winning Trades 30 17 13 30 17 13
Losing Trades 33 14 19 33 14 19
Profitability (%) 47.619 54.8387 40.625 47.619 54.8387 40.625
Ratio Avg Win / Avg Loss 5.943 9.075 1.918 1.1763 1.2211 1.0721
Largest Winning Trade 2222201 2222201 52411 21141884 21141884 6956889
Largest Losing Trade -48654 -48654 -41599 -8285461 -6718456 -8285461
Avg Bars in Trades 67 58 76 67 58 76
Avg Bars in Winners 109 83 144 109 83 144
Avg Bars in Losers 29 28 30 29 28 30
Bars Traded 4274 1815 2459 4274 1815 2459
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 -130360 811789 -297701 -288322 363107 -582789
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4455,
    "evaluation_days": 2227.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572091200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760166935763,
    "expiration_time": 1765914480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 42,
            "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": [
        [
            2575870.734043191,
            2470136.532201199,
            105734.2018419926,
            5371428.123299423,
            16763035.00469885,
            -11391606.881399425
        ],
        [
            2575.870734,
            2470.136532,
            105.734202,
            5371.428123,
            16763.035005,
            -11391.606881
        ],
        [
            1.156395,
            1.108928,
            0.047468,
            0.17983,
            0.230465,
            0
        ],
        [
            209.876543,
            209.876543,
            209.876543,
            209.876543,
            209.876543,
            209.876543
        ],
        [
            -154440,
            -81577,
            -97692,
            -29083088,
            -15072522,
            -14703894
        ],
        [
            5.402736,
            11.019616,
            1.312332,
            1.069332,
            1.482789,
            0.733549
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            47.619048,
            54.83871,
            40.625,
            47.619048,
            54.83871,
            40.625
        ],
        [
            5.94301,
            9.074978,
            1.918024,
            1.176265,
            1.22112,
            1.07211
        ],
        [
            2222201,
            2222201,
            52411,
            21141884,
            21141884,
            6956889
        ],
        [
            -48654,
            -48654,
            -41599,
            -8285461,
            -6718456,
            -8285461
        ],
        [
            67,
            58,
            76,
            67,
            58,
            76
        ],
        [
            109,
            83,
            144,
            109,
            83,
            144
        ],
        [
            29,
            28,
            30,
            29,
            28,
            30
        ],
        [
            4274,
            1815,
            2459,
            4274,
            1815,
            2459
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -130360,
            811789,
            -297701,
            -288322,
            363107,
            -582789
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4455,
    "evaluation_days": 2227.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572091200000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760166935763,
    "expiration_time": 1765914480000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 42,
            "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)