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Trade: CHZ/USDT/120/SMA/HMA/4355

Strategy
CHZ/USDT/120/SMA/HMA/4355
Pair
CHZ_USDT
Interval
2h
Score
679102
Daily Profit
1.393834
Profit Factor
5.107982
Profitability
43.918919
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-25 13:20
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 2902658.6776 2710833.4373 191825.2404 37542004.9548 16772662.5598 20769342.395
Total P&L (%) 2902.6587 2710.8334 191.8252 37542.005 16772.6626 20769.3424
Avg Daily Profit (%) 1.3938 1.3017 0.0921 0.2852 0.2466 0.2568
Buy And Hold Return (%) 490.1045 490.1045 490.1045 490.1045 490.1045 490.1045
Max Trade Drawdown -104914 -72975 -59330 -19687563 -24784686 -14830422
Profit Factor 5.108 9.2066 1.5098 1.2906 1.2518 1.332
Total Trades 148 74 74 148 74 74
Winning Trades 65 32 33 65 32 33
Losing Trades 83 42 41 83 42 41
Profitability (%) 43.9189 43.2432 44.5946 43.9189 43.2432 44.5946
Ratio Avg Win / Avg Loss 6.5225 12.0837 1.8758 1.648 1.6429 1.655
Largest Winning Trade 2397445 2397445 48198 19581625 19581625 9002915
Largest Losing Trade -32711 -32233 -32711 -8175030 -5771229 -8175030
Avg Bars in Trades 167 162 172 167 162 172
Avg Bars in Winners 264 257 271 264 257 271
Avg Bars in Losers 91 89 93 91 89 93
Bars Traded 24792 11998 12794 24792 11998 12794
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 679102 -45935 -299849 285491 -57749 -56646

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": 1579953600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758795601797,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 154,
            "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": [
        [
            2902658.6776325437,
            2710833.437277017,
            191825.2403555272,
            37542004.95479209,
            16772662.559814088,
            20769342.39497799
        ],
        [
            2902.658678,
            2710.833437,
            191.82524,
            37542.004955,
            16772.66256,
            20769.342395
        ],
        [
            1.393834,
            1.301721,
            0.092113,
            0.285194,
            0.246559,
            0.256793
        ],
        [
            490.104469,
            490.104469,
            490.104469,
            490.104469,
            490.104469,
            490.104469
        ],
        [
            -104914,
            -72975,
            -59330,
            -19687563,
            -24784686,
            -14830422
        ],
        [
            5.107982,
            9.206603,
            1.509812,
            1.290636,
            1.251757,
            1.332048
        ],
        [
            148,
            74,
            74,
            148,
            74,
            74
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            43.918919,
            43.243243,
            44.594595,
            43.918919,
            43.243243,
            44.594595
        ],
        [
            6.522501,
            12.083666,
            1.875827,
            1.648043,
            1.642931,
            1.654968
        ],
        [
            2397445,
            2397445,
            48198,
            19581625,
            19581625,
            9002915
        ],
        [
            -32711,
            -32233,
            -32711,
            -8175030,
            -5771229,
            -8175030
        ],
        [
            167,
            162,
            172,
            167,
            162,
            172
        ],
        [
            264,
            257,
            271,
            264,
            257,
            271
        ],
        [
            91,
            89,
            93,
            91,
            89,
            93
        ],
        [
            24792,
            11998,
            12794,
            24792,
            11998,
            12794
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            679102,
            -45935,
            -299849,
            285491,
            -57749,
            -56646
        ]
    ]
}
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": 1579953600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758795601797,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 154,
            "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)