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Trade: CHZ/USDT/120/ALMA/WMA/5075

Strategy
CHZ/USDT/120/ALMA/WMA/5075
Pair
CHZ_USDT
Interval
2h
Score
533658
Daily Profit
1.119403
Profit Factor
3.876161
Profitability
38.524590
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 04:28
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2331156.6493 2310813.3982 20343.2511 862953.9099 1380515.913 -517562.0031
Total P&L (%) 2331.1566 2310.8134 20.3433 862.9539 1380.5159 -517.562
Avg Daily Profit (%) 1.1194 1.1096 0.0098 0.1088 0.1295 0
Buy And Hold Return (%) 478.9324 478.9324 478.9324 478.9324 478.9324 478.9324
Max Trade Drawdown -181302 -103811 -115247 -2576129 -1507974 -1277550
Profit Factor 3.8762 6.7518 1.0498 1.106 1.3496 0.8766
Total Trades 122 61 61 122 61 61
Winning Trades 47 21 26 47 21 26
Losing Trades 75 40 35 75 40 35
Profitability (%) 38.5246 34.4262 42.623 38.5246 34.4262 42.623
Ratio Avg Win / Avg Loss 6.1854 12.8605 1.4132 1.7649 2.5707 1.18
Largest Winning Trade 2178265 2178265 51554 2741254 2741254 383681
Largest Losing Trade -47601 -33127 -47601 -763451 -763451 -562489
Avg Bars in Trades 202 203 201 202 203 201
Avg Bars in Winners 329 360 304 329 360 304
Avg Bars in Losers 123 121 125 123 121 125
Bars Traded 24755 12440 12315 24755 12440 12315
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 533658 -147540 -676167 -162475 -189462 -743938

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580205600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758850100594,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 169,
            "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": [
        [
            2331156.649301753,
            2310813.3981773835,
            20343.2511243696,
            862953.9098520026,
            1380515.9129873603,
            -517562.0031353575
        ],
        [
            2331.156649,
            2310.813398,
            20.343251,
            862.95391,
            1380.515913,
            -517.562003
        ],
        [
            1.119403,
            1.109634,
            0.009769,
            0.108815,
            0.129494,
            0
        ],
        [
            478.932384,
            478.932384,
            478.932384,
            478.932384,
            478.932384,
            478.932384
        ],
        [
            -181302,
            -103811,
            -115247,
            -2576129,
            -1507974,
            -1277550
        ],
        [
            3.876161,
            6.751782,
            1.049769,
            1.105993,
            1.349614,
            0.876564
        ],
        [
            122,
            61,
            61,
            122,
            61,
            61
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            75,
            40,
            35,
            75,
            40,
            35
        ],
        [
            38.52459,
            34.42623,
            42.622951,
            38.52459,
            34.42623,
            42.622951
        ],
        [
            6.185363,
            12.860537,
            1.413151,
            1.764882,
            2.570693,
            1.17999
        ],
        [
            2178265,
            2178265,
            51554,
            2741254,
            2741254,
            383681
        ],
        [
            -47601,
            -33127,
            -47601,
            -763451,
            -763451,
            -562489
        ],
        [
            202,
            203,
            201,
            202,
            203,
            201
        ],
        [
            329,
            360,
            304,
            329,
            360,
            304
        ],
        [
            123,
            121,
            125,
            123,
            121,
            125
        ],
        [
            24755,
            12440,
            12315,
            24755,
            12440,
            12315
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            533658,
            -147540,
            -676167,
            -162475,
            -189462,
            -743938
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580205600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758850100594,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 169,
            "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)