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Trade: CHZ/USDT/120/HWMA/DEMA/9009

Strategy
CHZ/USDT/120/HWMA/DEMA/9009
Pair
CHZ_USDT
Interval
2h
Score
772284
Daily Profit
1.049098
Profit Factor
5.302832
Profitability
49.382716
Streak
0.000000
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-10-10 03:44
Expiration Time
2025-12-24 01:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2194358.3981 2185534.1347 8824.2634 580950.9964 1084765.6736 -503814.6773
Total P&L (%) 2194.3584 2185.5341 8.8243 580.951 1084.7657 -503.8147
Avg Daily Profit (%) 1.0533 1.0491 0.0042 0.0921 0.1187 0
Buy And Hold Return (%) 174.2364 174.2364 174.2364 174.2364 174.2364 174.2364
Max Trade Drawdown -120091 -78515 -143070 -1709354 -967570 -1296452
Profit Factor 2.9237 5.3028 1.0139 1.0546 1.2157 0.9103
Total Trades 325 162 163 325 162 163
Winning Trades 149 80 69 149 80 69
Losing Trades 176 82 94 176 82 94
Profitability (%) 45.8462 49.3827 42.3313 45.8462 49.3827 42.3313
Ratio Avg Win / Avg Loss 3.4535 5.4354 1.3813 1.2457 1.246 1.2401
Largest Winning Trade 2105943 2105943 51068 1689332 1689332 390051
Largest Losing Trade -38228 -31012 -38228 -513972 -513972 -485912
Avg Bars in Trades 75 73 77 75 73 77
Avg Bars in Winners 112 100 125 112 100 125
Avg Bars in Losers 44 46 42 44 46 42
Bars Traded 24541 11899 12642 24541 11899 12642
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 685898 772284 -560807 -232796 -34968 -581795
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579996800000,
    "first_datapoint_time": 1581739200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760057080362,
    "expiration_time": 1766534140800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 205,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 243,
            "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": [
        [
            2194358.3980544447,
            2185534.1346740574,
            8824.2633803848,
            580950.996359322,
            1084765.6736372944,
            -503814.6772779732
        ],
        [
            2194.358398,
            2185.534135,
            8.824263,
            580.950996,
            1084.765674,
            -503.814677
        ],
        [
            1.053334,
            1.049098,
            0.004236,
            0.092125,
            0.118737,
            0
        ],
        [
            174.236388,
            174.236388,
            174.236388,
            174.236388,
            174.236388,
            174.236388
        ],
        [
            -120091,
            -78515,
            -143070,
            -1709354,
            -967570,
            -1296452
        ],
        [
            2.923691,
            5.302832,
            1.013945,
            1.054561,
            1.215656,
            0.910316
        ],
        [
            325,
            162,
            163,
            325,
            162,
            163
        ],
        [
            149,
            80,
            69,
            149,
            80,
            69
        ],
        [
            176,
            82,
            94,
            176,
            82,
            94
        ],
        [
            45.846154,
            49.382716,
            42.331288,
            45.846154,
            49.382716,
            42.331288
        ],
        [
            3.453487,
            5.435403,
            1.381317,
            1.245656,
            1.246048,
            1.240141
        ],
        [
            2105943,
            2105943,
            51068,
            1689332,
            1689332,
            390051
        ],
        [
            -38228,
            -31012,
            -38228,
            -513972,
            -513972,
            -485912
        ],
        [
            75,
            73,
            77,
            75,
            73,
            77
        ],
        [
            112,
            100,
            125,
            112,
            100,
            125
        ],
        [
            44,
            46,
            42,
            44,
            46,
            42
        ],
        [
            24541,
            11899,
            12642,
            24541,
            11899,
            12642
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            685898,
            772284,
            -560807,
            -232796,
            -34968,
            -581795
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579996800000,
    "first_datapoint_time": 1581739200000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760057080362,
    "expiration_time": 1766534140800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 205,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 243,
            "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)