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Trade: CHZ/USDT/120/RMA/VWMA/5676

Strategy
CHZ/USDT/120/RMA/VWMA/5676
Pair
CHZ_USDT
Interval
2h
Score
772217
Daily Profit
2.309994
Profit Factor
6.838997
Profitability
45.217391
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-02 17:58
Expiration Time
2025-12-16 16:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 4812479.5272 4848457.6149 -35978.0878 101548.4545 216303.332 -114754.8776
Total P&L (%) 4812.4795 4848.4576 -35.9781 101.5485 216.3033 -114.7549
Avg Daily Profit (%) 2.31 2.3273 -0.0173 0.0336 0.0553 0
Buy And Hold Return (%) 333.0189 333.0189 333.0189 333.0189 333.0189 333.0189
Max Trade Drawdown -194671 -131998 -81901 -3668241 -2674111 -1471698
Profit Factor 6.839 10.9209 0.8928 1.0101 1.0328 0.9667
Total Trades 115 57 58 115 57 58
Winning Trades 52 24 28 52 24 28
Losing Trades 63 33 30 63 33 30
Profitability (%) 45.2174 42.1053 48.2759 45.2174 42.1053 48.2759
Ratio Avg Win / Avg Loss 8.2857 15.0163 0.9565 1.2238 1.4201 1.0358
Largest Winning Trade 4855963 4855963 38901 2877992 2877992 516534
Largest Losing Trade -53058 -53058 -38470 -1136945 -1136945 -767883
Avg Bars in Trades 213 259 168 213 259 168
Avg Bars in Winners 227 269 192 227 269 192
Avg Bars in Losers 202 253 147 202 253 147
Bars Traded 24604 14812 9792 24604 14812 9792
Profit Streak 0 48.1236 0 0 48.1236 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 772217 -159544 -761503 -524674 -651837 -759837
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579348800000,
    "first_datapoint_time": 1581062400000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759417083315,
    "expiration_time": 1765893600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "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": [
        [
            4812479.527157236,
            4848457.614907877,
            -35978.0877506431,
            101548.4544636001,
            216303.3320297388,
            -114754.8775661374
        ],
        [
            4812.479527,
            4848.457615,
            -35.978088,
            101.548454,
            216.303332,
            -114.754878
        ],
        [
            2.309994,
            2.327263,
            -0.01727,
            0.033647,
            0.055289,
            0
        ],
        [
            333.018868,
            333.018868,
            333.018868,
            333.018868,
            333.018868,
            333.018868
        ],
        [
            -194671,
            -131998,
            -81901,
            -3668241,
            -2674111,
            -1471698
        ],
        [
            6.838997,
            10.920941,
            0.892759,
            1.010117,
            1.032836,
            0.966737
        ],
        [
            115,
            57,
            58,
            115,
            57,
            58
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            63,
            33,
            30,
            63,
            33,
            30
        ],
        [
            45.217391,
            42.105263,
            48.275862,
            45.217391,
            42.105263,
            48.275862
        ],
        [
            8.285708,
            15.016293,
            0.956527,
            1.223796,
            1.420149,
            1.03579
        ],
        [
            4855963,
            4855963,
            38901,
            2877992,
            2877992,
            516534
        ],
        [
            -53058,
            -53058,
            -38470,
            -1136945,
            -1136945,
            -767883
        ],
        [
            213,
            259,
            168,
            213,
            259,
            168
        ],
        [
            227,
            269,
            192,
            227,
            269,
            192
        ],
        [
            202,
            253,
            147,
            202,
            253,
            147
        ],
        [
            24604,
            14812,
            9792,
            24604,
            14812,
            9792
        ],
        [
            0,
            48.123649,
            0,
            0,
            48.123649,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            772217,
            -159544,
            -761503,
            -524674,
            -651837,
            -759837
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579348800000,
    "first_datapoint_time": 1581062400000,
    "last_datapoint_time": 1759413600000,
    "evaluation_time": 1759417083315,
    "expiration_time": 1765893600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 134,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "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)