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

Trade: CHZ/USDT/120/PWMA/SSF/9257

Strategy
CHZ/USDT/120/PWMA/SSF/9257
Pair
CHZ_USDT
Interval
2h
Score
335272
Daily Profit
0.515839
Profit Factor
2.355077
Profitability
42.412451
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-25 13:02
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 1019492.9067 1074234.42 -54741.5133 133645.8273 1533717.2663 -1400071.439
Total P&L (%) 1019.4929 1074.2344 -54.7415 133.6458 1533.7173 -1400.0714
Avg Daily Profit (%) 0.4896 0.5158 -0.0263 0.0408 0.1342 0
Buy And Hold Return (%) 434.7094 434.7094 434.7094 434.7094 434.7094 434.7094
Max Trade Drawdown -185125 -123686 -182784 -3011177 -1803553 -2081782
Profit Factor 1.6073 2.3551 0.9382 1.0104 1.2612 0.7976
Total Trades 514 257 257 514 257 257
Winning Trades 213 109 104 213 109 104
Losing Trades 301 148 153 301 148 153
Profitability (%) 41.4397 42.4125 40.4669 41.4397 42.4125 40.4669
Ratio Avg Win / Avg Loss 2.2713 3.1977 1.3803 1.4279 1.7125 1.1734
Largest Winning Trade 927419 927419 44910 2895674 2895674 874357
Largest Losing Trade -30334 -21971 -30334 -693338 -349385 -693338
Avg Bars in Trades 48 48 48 48 48 48
Avg Bars in Winners 71 72 71 71 72 71
Avg Bars in Losers 31 30 32 31 30 32
Bars Traded 24835 12429 12406 24835 12429 12406
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 299680 335272 -582029 -513915 -17263 -582029

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": 1579356000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758794524297,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 74,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            1019492.9066922686,
            1074234.420020144,
            -54741.5133278763,
            133645.8272931453,
            1533717.266258775,
            -1400071.4389656296
        ],
        [
            1019.492907,
            1074.23442,
            -54.741513,
            133.645827,
            1533.717266,
            -1400.071439
        ],
        [
            0.489552,
            0.515839,
            -0.026286,
            0.040759,
            0.134229,
            0
        ],
        [
            434.70944,
            434.70944,
            434.70944,
            434.70944,
            434.70944,
            434.70944
        ],
        [
            -185125,
            -123686,
            -182784,
            -3011177,
            -1803553,
            -2081782
        ],
        [
            1.607285,
            2.355077,
            0.938217,
            1.010449,
            1.26122,
            0.797633
        ],
        [
            514,
            257,
            257,
            514,
            257,
            257
        ],
        [
            213,
            109,
            104,
            213,
            109,
            104
        ],
        [
            301,
            148,
            153,
            301,
            148,
            153
        ],
        [
            41.439689,
            42.412451,
            40.466926,
            41.439689,
            42.412451,
            40.466926
        ],
        [
            2.271328,
            3.197719,
            1.380261,
            1.427912,
            1.712482,
            1.173441
        ],
        [
            927419,
            927419,
            44910,
            2895674,
            2895674,
            874357
        ],
        [
            -30334,
            -21971,
            -30334,
            -693338,
            -349385,
            -693338
        ],
        [
            48,
            48,
            48,
            48,
            48,
            48
        ],
        [
            71,
            72,
            71,
            71,
            72,
            71
        ],
        [
            31,
            30,
            32,
            31,
            30,
            32
        ],
        [
            24835,
            12429,
            12406,
            24835,
            12429,
            12406
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            299680,
            335272,
            -582029,
            -513915,
            -17263,
            -582029
        ]
    ]
}
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": 1579356000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758794524297,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 74,
            "offset": 0,
            "poles": 2
        }
    }
}

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)