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Trade: CHZ/USDT/120/T3/HWMA/5259

Strategy
CHZ/USDT/120/T3/HWMA/5259
Pair
CHZ_USDT
Interval
2h
Score
403300
Daily Profit
0.451112
Profit Factor
1.602623
Profitability
43.194707
Streak
0.000000
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 786694.4707 939815.1885 -153120.7178 -69878.2888 387720.195 -457598.4837
Total P&L (%) 786.6945 939.8152 -153.1207 -69.8783 387.7202 -457.5985
Avg Daily Profit (%) 0.3776 0.4511 -0.0735 -0.0576 0.0761 0
Buy And Hold Return (%) 409.0021 409.0021 409.0021 409.0021 409.0021 409.0021
Max Trade Drawdown -250532 -157939 -267666 -1006810 -673022 -610210
Profit Factor 1.2516 1.6026 0.9023 0.9878 1.135 0.8388
Total Trades 2116 1058 1058 2116 1058 1058
Winning Trades 920 457 463 920 457 463
Losing Trades 1196 601 595 1196 601 595
Profitability (%) 43.4783 43.1947 43.7618 43.4783 43.1947 43.7618
Ratio Avg Win / Avg Loss 1.6271 2.1076 1.1596 1.2841 1.4926 1.0779
Largest Winning Trade 869707 869707 45713 904079 904079 131850
Largest Losing Trade -21280 -19527 -21280 -141001 -132136 -141001
Avg Bars in Trades 11 12 11 11 12 11
Avg Bars in Winners 16 16 16 16 16 16
Avg Bars in Losers 8 9 7 8 9 7
Bars Traded 24767 12814 11953 24767 12814 11953
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 285707 403300 -576001 -574230 -326291 -576001
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": 1580680800000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759166012911,
    "expiration_time": 1765641600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 221,
            "offset": 0,
            "a": 0.72539
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.12436,
            "nb": 0.98047,
            "nc": 0.65652
        }
    }
}
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": [
        [
            786694.4706602573,
            939815.1884906417,
            -153120.717830385,
            -69878.2887667473,
            387720.1949820444,
            -457598.4837487922
        ],
        [
            786.694471,
            939.815188,
            -153.120718,
            -69.878289,
            387.720195,
            -457.598484
        ],
        [
            0.377614,
            0.451112,
            -0.073498,
            -0.05758,
            0.076088,
            0
        ],
        [
            409.002058,
            409.002058,
            409.002058,
            409.002058,
            409.002058,
            409.002058
        ],
        [
            -250532,
            -157939,
            -267666,
            -1006810,
            -673022,
            -610210
        ],
        [
            1.251584,
            1.602623,
            0.902311,
            0.987764,
            1.134982,
            0.838795
        ],
        [
            2116,
            1058,
            1058,
            2116,
            1058,
            1058
        ],
        [
            920,
            457,
            463,
            920,
            457,
            463
        ],
        [
            1196,
            601,
            595,
            1196,
            601,
            595
        ],
        [
            43.478261,
            43.194707,
            43.761815,
            43.478261,
            43.194707,
            43.761815
        ],
        [
            1.627059,
            2.107607,
            1.159557,
            1.284094,
            1.492613,
            1.077933
        ],
        [
            869707,
            869707,
            45713,
            904079,
            904079,
            131850
        ],
        [
            -21280,
            -19527,
            -21280,
            -141001,
            -132136,
            -141001
        ],
        [
            11,
            12,
            11,
            11,
            12,
            11
        ],
        [
            16,
            16,
            16,
            16,
            16,
            16
        ],
        [
            8,
            9,
            7,
            8,
            9,
            7
        ],
        [
            24767,
            12814,
            11953,
            24767,
            12814,
            11953
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            285707,
            403300,
            -576001,
            -574230,
            -326291,
            -576001
        ]
    ]
}
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": 1580680800000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759166012911,
    "expiration_time": 1765641600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 221,
            "offset": 0,
            "a": 0.72539
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.12436,
            "nb": 0.98047,
            "nc": 0.65652
        }
    }
}

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)