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Trade: CHZ/USDT/120/SINWMA/DEMA/1280

Strategy
CHZ/USDT/120/SINWMA/DEMA/1280
Pair
CHZ_USDT
Interval
2h
Score
450474
Daily Profit
1.174068
Profit Factor
3.965453
Profitability
30.434783
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-28 08:22
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 2444996.4072 2366508.0358 78488.3714 3040481.2986 4326216.5123 -1285735.2137
Total P&L (%) 2444.9964 2366.508 78.4884 3040.4813 4326.2165 -1285.7352
Avg Daily Profit (%) 1.1741 1.1364 0.0377 0.1657 0.1822 0
Buy And Hold Return (%) 476.8794 476.8794 476.8794 476.8794 476.8794 476.8794
Max Trade Drawdown -111872 -74954 -93867 -16500723 -7590661 -14808427
Profit Factor 3.9655 6.8384 1.1873 1.0503 1.1491 0.9591
Total Trades 161 81 80 161 81 80
Winning Trades 49 22 27 49 22 27
Losing Trades 112 59 53 112 59 53
Profitability (%) 30.4348 27.1605 33.75 30.4348 27.1605 33.75
Ratio Avg Win / Avg Loss 9.0639 18.3393 2.3305 2.4007 3.0817 1.8826
Largest Winning Trade 2176740 2176740 44824 7124850 7124850 5350775
Largest Losing Trade -56255 -25653 -56255 -7253242 -4448958 -7253242
Avg Bars in Trades 153 142 165 153 142 165
Avg Bars in Winners 354 347 360 354 347 360
Avg Bars in Losers 65 65 65 65 65 65
Bars Traded 24733 11507 13226 24733 11507 13226
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 450474 -11631 -347547 -163494 -79754 -603777
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": 1579896000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759036948534,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 163,
            "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": [
        [
            2444996.4071517573,
            2366508.035761449,
            78488.3713903071,
            3040481.298591931,
            4326216.512262208,
            -1285735.2136702742
        ],
        [
            2444.996407,
            2366.508036,
            78.488371,
            3040.481299,
            4326.216512,
            -1285.735214
        ],
        [
            1.174068,
            1.136378,
            0.037689,
            0.165657,
            0.182165,
            0
        ],
        [
            476.879433,
            476.879433,
            476.879433,
            476.879433,
            476.879433,
            476.879433
        ],
        [
            -111872,
            -74954,
            -93867,
            -16500723,
            -7590661,
            -14808427
        ],
        [
            3.965453,
            6.838377,
            1.187253,
            1.050326,
            1.149116,
            0.959058
        ],
        [
            161,
            81,
            80,
            161,
            81,
            80
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            112,
            59,
            53,
            112,
            59,
            53
        ],
        [
            30.434783,
            27.160494,
            33.75,
            30.434783,
            27.160494,
            33.75
        ],
        [
            9.063893,
            18.339283,
            2.330534,
            2.400745,
            3.081721,
            1.882595
        ],
        [
            2176740,
            2176740,
            44824,
            7124850,
            7124850,
            5350775
        ],
        [
            -56255,
            -25653,
            -56255,
            -7253242,
            -4448958,
            -7253242
        ],
        [
            153,
            142,
            165,
            153,
            142,
            165
        ],
        [
            354,
            347,
            360,
            354,
            347,
            360
        ],
        [
            65,
            65,
            65,
            65,
            65,
            65
        ],
        [
            24733,
            11507,
            13226,
            24733,
            11507,
            13226
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450474,
            -11631,
            -347547,
            -163494,
            -79754,
            -603777
        ]
    ]
}
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": 1579896000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759036948534,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 163,
            "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)