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Trade: CHZ/USDT/120/SINWMA/PWMA/5889

Strategy
CHZ/USDT/120/SINWMA/PWMA/5889
Pair
CHZ_USDT
Interval
2h
Score
359739
Daily Profit
0.512965
Profit Factor
1.882661
Profitability
44.537815
Streak
7.801064
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 20:13
Expiration Time
2025-12-13 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1068674.3563 975092.2857 93582.0705 4521501.9503 6349956.7029 -1828454.7525
Total P&L (%) 1068.6744 975.0923 93.5821 4521.502 6349.9567 -1828.4548
Avg Daily Profit (%) 0.513 0.468 0.0449 0.1842 0.2002 0
Buy And Hold Return (%) 473.3739 473.3739 473.3739 473.3739 473.3739 473.3739
Max Trade Drawdown -157545 -78347 -113172 -15081503 -7061856 -11947521
Profit Factor 1.8827 2.7752 1.1415 1.0551 1.1682 0.9587
Total Trades 357 179 178 357 179 178
Winning Trades 159 74 85 159 74 85
Losing Trades 198 105 93 198 105 93
Profitability (%) 44.5378 41.3408 47.7528 44.5378 41.3408 47.7528
Ratio Avg Win / Avg Loss 2.3444 3.9378 1.2489 1.3139 1.6575 1.049
Largest Winning Trade 597151 597151 52883 5571787 5571787 3018689
Largest Losing Trade -38549 -38549 -33328 -5599770 -2112661 -5599770
Avg Bars in Trades 69 66 71 69 66 71
Avg Bars in Winners 96 89 102 96 89 102
Avg Bars in Losers 47 50 43 47 50 43
Bars Traded 24743 11957 12786 24743 11957 12786
Profit Streak 7.8011 7.8011 9.4677 7.8011 7.8011 9.4677
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 359739 245740 -363427 -151150 -28715 -578942
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580227200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759166011938,
    "expiration_time": 1765641600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "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": [
        [
            1068674.3562735002,
            975092.2857274034,
            93582.0705460979,
            4521501.950314185,
            6349956.702850457,
            -1828454.7525362642
        ],
        [
            1068.674356,
            975.092286,
            93.582071,
            4521.50195,
            6349.956703,
            -1828.454753
        ],
        [
            0.512965,
            0.468045,
            0.044919,
            0.184168,
            0.2002,
            0
        ],
        [
            473.373895,
            473.373895,
            473.373895,
            473.373895,
            473.373895,
            473.373895
        ],
        [
            -157545,
            -78347,
            -113172,
            -15081503,
            -7061856,
            -11947521
        ],
        [
            1.882661,
            2.775242,
            1.141476,
            1.055088,
            1.168155,
            0.95874
        ],
        [
            357,
            179,
            178,
            357,
            179,
            178
        ],
        [
            159,
            74,
            85,
            159,
            74,
            85
        ],
        [
            198,
            105,
            93,
            198,
            105,
            93
        ],
        [
            44.537815,
            41.340782,
            47.752809,
            44.537815,
            41.340782,
            47.752809
        ],
        [
            2.344446,
            3.937844,
            1.248909,
            1.313883,
            1.657517,
            1.048975
        ],
        [
            597151,
            597151,
            52883,
            5571787,
            5571787,
            3018689
        ],
        [
            -38549,
            -38549,
            -33328,
            -5599770,
            -2112661,
            -5599770
        ],
        [
            69,
            66,
            71,
            69,
            66,
            71
        ],
        [
            96,
            89,
            102,
            96,
            89,
            102
        ],
        [
            47,
            50,
            43,
            47,
            50,
            43
        ],
        [
            24743,
            11957,
            12786,
            24743,
            11957,
            12786
        ],
        [
            7.801064,
            7.801064,
            9.467731,
            7.801064,
            7.801064,
            9.467731
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            359739,
            245740,
            -363427,
            -151150,
            -28715,
            -578942
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580227200000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759166011938,
    "expiration_time": 1765641600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 158,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 57,
            "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)