← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: CHZ/USDT/120/HLC3/VWAP/7557

Strategy
CHZ/USDT/120/HLC3/VWAP/7557
Pair
CHZ_USDT
Interval
2h
Score
548897
Daily Profit
1.150425
Profit Factor
2.623380
Profitability
35.276968
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-25 13:20
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 2395760.6918 2416472.063 -20711.3712 465934.947 1053741.4498 -587806.5028
Total P&L (%) 2395.7607 2416.4721 -20.7114 465.9349 1053.7415 -587.8065
Avg Daily Profit (%) 1.1504 1.1604 -0.0099 0.0833 0.1175 0
Buy And Hold Return (%) 445.8328 445.8328 445.8328 445.8328 445.8328 445.8328
Max Trade Drawdown -190400 -114712 -178558 -2311975 -1493192 -1083546
Profit Factor 2.6234 4.2138 0.9714 1.0556 1.2426 0.8541
Total Trades 686 343 343 686 343 343
Winning Trades 242 121 121 242 121 121
Losing Trades 444 222 222 444 222 222
Profitability (%) 35.277 35.277 35.277 35.277 35.277 35.277
Ratio Avg Win / Avg Loss 4.8131 7.7311 1.7822 1.9368 2.2798 1.5671
Largest Winning Trade 2291151 2291151 44338 2383978 2383978 430525
Largest Losing Trade -36850 -30060 -36850 -645727 -428514 -645727
Avg Bars in Trades 36 36 36 36 36 36
Avg Bars in Winners 67 66 69 67 66 69
Avg Bars in Losers 18 19 18 18 19 18
Bars Traded 24801 12365 12436 24801 12365 12436
Profit Streak 0 0 17.4306 0 0 17.4306
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 548897 545622 -581919 -393881 -43825 -581919

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": 1579744800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758795603997,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 141
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            2395760.691756467,
            2416472.062995896,
            -20711.3712394276,
            465934.9469983039,
            1053741.4498417694,
            -587806.5028434637
        ],
        [
            2395.760692,
            2416.472063,
            -20.711371,
            465.934947,
            1053.74145,
            -587.806503
        ],
        [
            1.150425,
            1.160371,
            -0.009945,
            0.083267,
            0.117505,
            0
        ],
        [
            445.832774,
            445.832774,
            445.832774,
            445.832774,
            445.832774,
            445.832774
        ],
        [
            -190400,
            -114712,
            -178558,
            -2311975,
            -1493192,
            -1083546
        ],
        [
            2.62338,
            4.2138,
            0.971388,
            1.055646,
            1.242613,
            0.854136
        ],
        [
            686,
            343,
            343,
            686,
            343,
            343
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            444,
            222,
            222,
            444,
            222,
            222
        ],
        [
            35.276968,
            35.276968,
            35.276968,
            35.276968,
            35.276968,
            35.276968
        ],
        [
            4.813144,
            7.731104,
            1.782217,
            1.936806,
            2.279835,
            1.567093
        ],
        [
            2291151,
            2291151,
            44338,
            2383978,
            2383978,
            430525
        ],
        [
            -36850,
            -30060,
            -36850,
            -645727,
            -428514,
            -645727
        ],
        [
            36,
            36,
            36,
            36,
            36,
            36
        ],
        [
            67,
            66,
            69,
            67,
            66,
            69
        ],
        [
            18,
            19,
            18,
            18,
            19,
            18
        ],
        [
            24801,
            12365,
            12436,
            24801,
            12365,
            12436
        ],
        [
            0,
            0,
            17.430602,
            0,
            0,
            17.430602
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            548897,
            545622,
            -581919,
            -393881,
            -43825,
            -581919
        ]
    ]
}
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": 1579744800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758795603997,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 141
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)