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Trade: CHZ/USDT/120/PWMA/SSF/7631

Strategy
CHZ/USDT/120/PWMA/SSF/7631
Pair
CHZ_USDT
Interval
2h
Score
316609
Daily Profit
0.483213
Profit Factor
1.828535
Profitability
44.137931
Streak
6.632185
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-28 02:10
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 1006290.0598 999621.6674 6668.3924 528210.7023 316518.4096 211692.2927
Total P&L (%) 1006.2901 999.6217 6.6684 528.2107 316.5184 211.6923
Avg Daily Profit (%) 0.4832 0.48 0.0032 0.0883 0.0685 0.0546
Buy And Hold Return (%) 442.4113 442.4113 442.4113 442.4113 442.4113 442.4113
Max Trade Drawdown -140373 -89070 -201070 -463637 -441348 -384654
Profit Factor 1.8285 2.7385 1.0104 1.1384 1.1678 1.1097
Total Trades 290 145 145 290 145 145
Winning Trades 128 60 68 128 60 68
Losing Trades 162 85 77 162 85 77
Profitability (%) 44.1379 41.3793 46.8966 44.1379 41.3793 46.8966
Ratio Avg Win / Avg Loss 2.3142 3.8796 1.1442 1.4408 1.6544 1.2565
Largest Winning Trade 684002 684002 47617 313392 313392 202490
Largest Losing Trade -50412 -45531 -50412 -162258 -162258 -151487
Avg Bars in Trades 85 82 88 85 82 88
Avg Bars in Winners 116 115 116 116 115 116
Avg Bars in Losers 60 58 62 60 58 62
Bars Traded 24716 11926 12790 24716 11926 12790
Profit Streak 6.6322 0 17.2989 6.6322 0 17.2989
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 316609 251092 -564180 -248473 -305548 -386473
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": 1580320800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759014620779,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 202,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            1006290.0598078831,
            999621.6674246115,
            6668.3923832692,
            528210.7023204367,
            316518.4095816207,
            211692.2927388156
        ],
        [
            1006.29006,
            999.621667,
            6.668392,
            528.210702,
            316.51841,
            211.692293
        ],
        [
            0.483213,
            0.48001,
            0.003202,
            0.088284,
            0.068535,
            0.054605
        ],
        [
            442.41131,
            442.41131,
            442.41131,
            442.41131,
            442.41131,
            442.41131
        ],
        [
            -140373,
            -89070,
            -201070,
            -463637,
            -441348,
            -384654
        ],
        [
            1.828535,
            2.738515,
            1.010427,
            1.138407,
            1.167813,
            1.109672
        ],
        [
            290,
            145,
            145,
            290,
            145,
            145
        ],
        [
            128,
            60,
            68,
            128,
            60,
            68
        ],
        [
            162,
            85,
            77,
            162,
            85,
            77
        ],
        [
            44.137931,
            41.37931,
            46.896552,
            44.137931,
            41.37931,
            46.896552
        ],
        [
            2.31424,
            3.879563,
            1.14416,
            1.440796,
            1.654402,
            1.25654
        ],
        [
            684002,
            684002,
            47617,
            313392,
            313392,
            202490
        ],
        [
            -50412,
            -45531,
            -50412,
            -162258,
            -162258,
            -151487
        ],
        [
            85,
            82,
            88,
            85,
            82,
            88
        ],
        [
            116,
            115,
            116,
            116,
            115,
            116
        ],
        [
            60,
            58,
            62,
            60,
            58,
            62
        ],
        [
            24716,
            11926,
            12790,
            24716,
            11926,
            12790
        ],
        [
            6.632185,
            0,
            17.298851,
            6.632185,
            0,
            17.298852
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            316609,
            251092,
            -564180,
            -248473,
            -305548,
            -386473
        ]
    ]
}
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": 1580320800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759014620779,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 222,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 202,
            "offset": 0,
            "poles": 3
        }
    }
}

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)