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Trade: CHZ/USDT/120/PWMA/BBM/9706

Strategy
CHZ/USDT/120/PWMA/BBM/9706
Pair
CHZ_USDT
Interval
2h
Score
376575
Daily Profit
0.581738
Profit Factor
2.269398
Profitability
42.654028
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 12:22
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 1211470.0589 1121315.5094 90154.5495 3819061.617 3337712.3347 481349.2824
Total P&L (%) 1211.4701 1121.3155 90.1545 3819.0616 3337.7123 481.3493
Avg Daily Profit (%) 0.5817 0.5384 0.0433 0.1763 0.17 0.0846
Buy And Hold Return (%) 454.3893 454.3893 454.3893 454.3893 454.3893 454.3893
Max Trade Drawdown -157329 -79546 -130327 -11186936 -7166228 -6980023
Profit Factor 2.2694 3.4769 1.1797 1.0885 1.1472 1.0235
Total Trades 211 106 105 211 106 105
Winning Trades 90 43 47 90 43 47
Losing Trades 121 63 58 121 63 58
Profitability (%) 42.654 40.566 44.7619 42.654 40.566 44.7619
Ratio Avg Win / Avg Loss 3.0511 5.0941 1.4558 1.4634 1.6808 1.263
Largest Winning Trade 735738 735738 50898 3840663 3840663 1945708
Largest Losing Trade -55476 -37069 -55476 -2382932 -2382932 -1604072
Avg Bars in Trades 117 114 119 117 114 119
Avg Bars in Winners 181 176 186 181 176 186
Avg Bars in Losers 68 72 64 68 72 64
Bars Traded 24695 12147 12548 24695 12147 12548
Profit Streak 0 0 17.8907 0 0 17.8907
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 376575 355305 -325451 -117144 -53629 -423832

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": 1580428800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758878559968,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 53,
            "offset": 0,
            "std": 4.70128
        }
    }
}
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": [
        [
            1211470.0589392807,
            1121315.5094448105,
            90154.5494944695,
            3819061.617043199,
            3337712.3346567294,
            481349.2823864701
        ],
        [
            1211.470059,
            1121.315509,
            90.154549,
            3819.061617,
            3337.712335,
            481.349282
        ],
        [
            0.581738,
            0.538447,
            0.043292,
            0.176311,
            0.170007,
            0.084558
        ],
        [
            454.389313,
            454.389313,
            454.389313,
            454.389313,
            454.389313,
            454.389313
        ],
        [
            -157329,
            -79546,
            -130327,
            -11186936,
            -7166228,
            -6980023
        ],
        [
            2.269398,
            3.476925,
            1.179712,
            1.088454,
            1.147224,
            1.023475
        ],
        [
            211,
            106,
            105,
            211,
            106,
            105
        ],
        [
            90,
            43,
            47,
            90,
            43,
            47
        ],
        [
            121,
            63,
            58,
            121,
            63,
            58
        ],
        [
            42.654028,
            40.566038,
            44.761905,
            42.654028,
            40.566038,
            44.761905
        ],
        [
            3.05108,
            5.094099,
            1.455815,
            1.463366,
            1.680816,
            1.263012
        ],
        [
            735738,
            735738,
            50898,
            3840663,
            3840663,
            1945708
        ],
        [
            -55476,
            -37069,
            -55476,
            -2382932,
            -2382932,
            -1604072
        ],
        [
            117,
            114,
            119,
            117,
            114,
            119
        ],
        [
            181,
            176,
            186,
            181,
            176,
            186
        ],
        [
            68,
            72,
            64,
            68,
            72,
            64
        ],
        [
            24695,
            12147,
            12548,
            24695,
            12147,
            12548
        ],
        [
            0,
            0,
            17.89074,
            0,
            0,
            17.89074
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            376575,
            355305,
            -325451,
            -117144,
            -53629,
            -423832
        ]
    ]
}
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": 1580428800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758878559968,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 237,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 53,
            "offset": 0,
            "std": 4.70128
        }
    }
}

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)