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Trade: CHZ/USDT/120/SINWMA/JMA/6813

Strategy
CHZ/USDT/120/SINWMA/JMA/6813
Pair
CHZ_USDT
Interval
2h
Score
409250
Daily Profit
0.658983
Profit Factor
4.198610
Profitability
38.524590
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 21:38
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 1491227.7289 1372331.1059 118896.623 9915043.8679 4162359.3313 5752684.5366
Total P&L (%) 1491.2277 1372.3311 118.8966 9915.0439 4162.3593 5752.6845
Avg Daily Profit (%) 0.7161 0.659 0.0571 0.2215 0.1804 0.1956
Buy And Hold Return (%) 456.742 456.742 456.742 456.742 456.742 456.742
Max Trade Drawdown -119653 -75190 -136230 -13909140 -14170700 -4965122
Profit Factor 2.5151 4.1986 1.2141 1.1649 1.1376 1.1925
Total Trades 244 122 122 244 122 122
Winning Trades 93 47 46 93 47 46
Losing Trades 151 75 76 151 75 76
Profitability (%) 38.1148 38.5246 37.7049 38.1148 38.5246 37.7049
Ratio Avg Win / Avg Loss 4.0836 6.6999 2.006 1.8913 1.8153 1.9701
Largest Winning Trade 1012728 1012728 53434 9275749 9275749 4449320
Largest Losing Trade -24046 -17143 -24046 -3472589 -3472589 -3331600
Avg Bars in Trades 101 97 105 101 97 105
Avg Bars in Winners 177 166 189 177 166 189
Avg Bars in Losers 54 54 55 54 54 55
Bars Traded 24804 11892 12912 24804 11892 12912
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 396788 409250 -286801 -33184 -64867 -4731

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": 1579795200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758911881840,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 52,
            "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": [
        [
            1491227.7289090322,
            1372331.1059387678,
            118896.6229702643,
            9915043.86790917,
            4162359.3313382566,
            5752684.536570922
        ],
        [
            1491.227729,
            1372.331106,
            118.896623,
            9915.043868,
            4162.359331,
            5752.684537
        ],
        [
            0.716076,
            0.658983,
            0.057093,
            0.221454,
            0.18035,
            0.195605
        ],
        [
            456.741958,
            456.741958,
            456.741958,
            456.741958,
            456.741958,
            456.741958
        ],
        [
            -119653,
            -75190,
            -136230,
            -13909140,
            -14170700,
            -4965122
        ],
        [
            2.515054,
            4.19861,
            1.214138,
            1.164869,
            1.137611,
            1.192451
        ],
        [
            244,
            122,
            122,
            244,
            122,
            122
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            151,
            75,
            76,
            151,
            75,
            76
        ],
        [
            38.114754,
            38.52459,
            37.704918,
            38.114754,
            38.52459,
            37.704918
        ],
        [
            4.083583,
            6.699909,
            2.005967,
            1.891346,
            1.815336,
            1.970136
        ],
        [
            1012728,
            1012728,
            53434,
            9275749,
            9275749,
            4449320
        ],
        [
            -24046,
            -17143,
            -24046,
            -3472589,
            -3472589,
            -3331600
        ],
        [
            101,
            97,
            105,
            101,
            97,
            105
        ],
        [
            177,
            166,
            189,
            177,
            166,
            189
        ],
        [
            54,
            54,
            55,
            54,
            54,
            55
        ],
        [
            24804,
            11892,
            12912,
            24804,
            11892,
            12912
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            396788,
            409250,
            -286801,
            -33184,
            -64867,
            -4731
        ]
    ]
}
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": 1579795200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758911881840,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 52,
            "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)