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Trade: CHZ/USDT/720/WMA/PSAR/6823

Strategy
CHZ/USDT/720/WMA/PSAR/6823
Pair
CHZ_USDT
Interval
12h
Score
688462
Daily Profit
0.628572
Profit Factor
6.076260
Profitability
54.545455
Streak
63.707795
Best Strategy
Training Data Length
2221.000000
Evaluation Time
2025-10-04 19:59
Expiration Time
2025-12-10 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1247674.5467 1396058.8612 -148384.3145 -129081.3553 -25224.3655 -103856.9898
Total P&L (%) 1247.6745 1396.0589 -148.3843 -129.0814 -25.2244 -103.857
Avg Daily Profit (%) 0.5618 0.6286 -0.0668 0 -0.0131 0
Buy And Hold Return (%) 480.5447 480.5447 480.5447 480.5447 480.5447 480.5447
Max Trade Drawdown -300301 -77054 -308526 -147581 -38499 -127852
Profit Factor 2.802 6.0763 0.6445 0.4256 0.6146 0.348
Total Trades 88 44 44 88 44 44
Winning Trades 46 24 22 41 19 22
Losing Trades 42 20 22 47 25 22
Profitability (%) 52.2727 54.5455 50 46.5909 43.1818 50
Ratio Avg Win / Avg Loss 2.5584 5.0636 0.6445 0.4879 0.8086 0.348
Largest Winning Trade 1444980 1444980 43971 21636 13957 21636
Largest Losing Trade -121087 -62687 -121087 -127852 -37894 -127852
Avg Bars in Trades 47 43 51 47 43 51
Avg Bars in Winners 63 61 65 29 23 34
Avg Bars in Losers 30 22 37 63 58 68
Bars Traded 4193 1915 2278 4193 1915 2278
Profit Streak 54.2078 63.7078 54.2078 0 0 0
Trades During Streak 7 4 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 544859 688462 -579313 -581868 -583371 -580719
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4442,
    "evaluation_days": 2221,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1577491200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759597153484,
    "expiration_time": 1765336032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 88,
            "offset": 139
        }
    },
    "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": [
        [
            1247674.5466753128,
            1396058.8611964425,
            -148384.3145211295,
            -129081.3553018405,
            -25224.3655287584,
            -103856.9897730821
        ],
        [
            1247.674547,
            1396.058861,
            -148.384315,
            -129.081355,
            -25.224366,
            -103.85699
        ],
        [
            0.561763,
            0.628572,
            -0.06681,
            0,
            -0.013087,
            0
        ],
        [
            480.544747,
            480.544747,
            480.544747,
            480.544747,
            480.544747,
            480.544747
        ],
        [
            -300301,
            -77054,
            -308526,
            -147581,
            -38499,
            -127852
        ],
        [
            2.802033,
            6.07626,
            0.644464,
            0.425628,
            0.61455,
            0.348015
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            46,
            24,
            22,
            41,
            19,
            22
        ],
        [
            42,
            20,
            22,
            47,
            25,
            22
        ],
        [
            52.272727,
            54.545455,
            50,
            46.590909,
            43.181818,
            50
        ],
        [
            2.558378,
            5.06355,
            0.644464,
            0.487916,
            0.808618,
            0.348015
        ],
        [
            1444980,
            1444980,
            43971,
            21636,
            13957,
            21636
        ],
        [
            -121087,
            -62687,
            -121087,
            -127852,
            -37894,
            -127852
        ],
        [
            47,
            43,
            51,
            47,
            43,
            51
        ],
        [
            63,
            61,
            65,
            29,
            23,
            34
        ],
        [
            30,
            22,
            37,
            63,
            58,
            68
        ],
        [
            4193,
            1915,
            2278,
            4193,
            1915,
            2278
        ],
        [
            54.207795,
            63.707795,
            54.207795,
            0,
            0,
            0
        ],
        [
            7,
            4,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            544859,
            688462,
            -579313,
            -581868,
            -583371,
            -580719
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4442,
    "evaluation_days": 2221,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1577491200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759597153484,
    "expiration_time": 1765336032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 88,
            "offset": 139
        }
    },
    "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)