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Trade: CHZ/USDT/120/SWMA/BBU/5415

Strategy
CHZ/USDT/120/SWMA/BBU/5415
Pair
CHZ_USDT
Interval
2h
Score
571695
Daily Profit
1.152751
Profit Factor
3.067839
Profitability
40.466926
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 19:09
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 2400603.4588 2408129.0881 -7525.6293 443239.0355 1030504.1477 -587265.1123
Total P&L (%) 2400.6035 2408.1291 -7.5256 443.239 1030.5041 -587.2651
Avg Daily Profit (%) 1.1528 1.1564 -0.0036 0.0813 0.1165 0
Buy And Hold Return (%) 447.4492 447.4492 447.4492 447.4492 447.4492 447.4492
Max Trade Drawdown -136576 -119929 -87740 -3802592 -3216489 -1105466
Profit Factor 3.0678 4.0206 0.9793 1.0355 1.1163 0.8378
Total Trades 257 128 129 257 128 129
Winning Trades 104 47 57 104 47 57
Losing Trades 153 81 72 153 81 72
Profitability (%) 40.4669 36.7188 44.186 40.4669 36.7188 44.186
Ratio Avg Win / Avg Loss 4.5133 6.9291 1.237 1.5234 1.9239 1.0582
Largest Winning Trade 2265978 2265978 40310 4027728 4027728 227224
Largest Losing Trade -38631 -38631 -17216 -1025501 -1025501 -609095
Avg Bars in Trades 94 161 29 94 161 29
Avg Bars in Winners 144 280 32 144 280 32
Avg Bars in Losers 61 92 26 61 92 26
Bars Traded 24407 20648 3759 24407 20648 3759
Profit Streak 0 54.2568 0 0 54.2568 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 571695 527625 -581306 -432893 -138175 -581306

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": 1579680000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758902990957,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 156,
            "offset": 0,
            "std": 2.47379
        }
    }
}
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": [
        [
            2400603.458822034,
            2408129.0880726506,
            -7525.6292506182,
            443239.0354662822,
            1030504.1477297819,
            -587265.1122635009
        ],
        [
            2400.603459,
            2408.129088,
            -7.525629,
            443.239035,
            1030.504148,
            -587.265112
        ],
        [
            1.152751,
            1.156365,
            -0.003614,
            0.0813,
            0.116526,
            0
        ],
        [
            447.449186,
            447.449186,
            447.449186,
            447.449186,
            447.449186,
            447.449186
        ],
        [
            -136576,
            -119929,
            -87740,
            -3802592,
            -3216489,
            -1105466
        ],
        [
            3.067839,
            4.020613,
            0.979308,
            1.035518,
            1.116316,
            0.837755
        ],
        [
            257,
            128,
            129,
            257,
            128,
            129
        ],
        [
            104,
            47,
            57,
            104,
            47,
            57
        ],
        [
            153,
            81,
            72,
            153,
            81,
            72
        ],
        [
            40.466926,
            36.71875,
            44.186047,
            40.466926,
            36.71875,
            44.186047
        ],
        [
            4.513264,
            6.929142,
            1.23702,
            1.523407,
            1.923863,
            1.058217
        ],
        [
            2265978,
            2265978,
            40310,
            4027728,
            4027728,
            227224
        ],
        [
            -38631,
            -38631,
            -17216,
            -1025501,
            -1025501,
            -609095
        ],
        [
            94,
            161,
            29,
            94,
            161,
            29
        ],
        [
            144,
            280,
            32,
            144,
            280,
            32
        ],
        [
            61,
            92,
            26,
            61,
            92,
            26
        ],
        [
            24407,
            20648,
            3759,
            24407,
            20648,
            3759
        ],
        [
            0,
            54.25684,
            0,
            0,
            54.25684,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            571695,
            527625,
            -581306,
            -432893,
            -138175,
            -581306
        ]
    ]
}
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": 1579680000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758902990957,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 133,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 156,
            "offset": 0,
            "std": 2.47379
        }
    }
}

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)