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Trade: CHZ/USDT/120/VWMA/PSAR/1541

Strategy
CHZ/USDT/120/VWMA/PSAR/1541
Pair
CHZ_USDT
Interval
2h
Score
475656
Daily Profit
0.544203
Profit Factor
1.957718
Profitability
50.378788
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 01:33
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 1088518.7454 1133303.4949 -44784.7496 124914.3579 1444176.1091 -1319261.7512
Total P&L (%) 1088.5187 1133.3035 -44.7848 124.9144 1444.1761 -1319.2618
Avg Daily Profit (%) 0.5227 0.5442 -0.0215 0.0389 0.1315 0
Buy And Hold Return (%) 466.198 466.198 466.198 466.198 466.198 466.198
Max Trade Drawdown -156940 -127804 -198697 -1764526 -1043196 -1497165
Profit Factor 1.4489 1.9577 0.9639 1.0079 1.1877 0.836
Total Trades 1056 528 528 1056 528 528
Winning Trades 519 266 253 519 266 253
Losing Trades 537 262 275 537 262 275
Profitability (%) 49.1477 50.3788 47.9167 49.1477 50.3788 47.9167
Ratio Avg Win / Avg Loss 1.4991 1.9283 1.0477 1.0429 1.1698 0.9087
Largest Winning Trade 929361 929361 46047 1796171 1796171 225334
Largest Losing Trade -54393 -32547 -54393 -511565 -388541 -511565
Avg Bars in Trades 23 21 25 23 21 25
Avg Bars in Winners 27 23 31 27 23 31
Avg Bars in Losers 20 19 20 20 19 20
Bars Traded 24851 11353 13498 24851 11353 13498
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 463922 475656 -577440 -512721 -31610 -579107

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": 1579456800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758925997489,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            1088518.7453531236,
            1133303.4949427892,
            -44784.7495896627,
            124914.3579221909,
            1444176.109146201,
            -1319261.7512240096
        ],
        [
            1088.518745,
            1133.303495,
            -44.78475,
            124.914358,
            1444.176109,
            -1319.261751
        ],
        [
            0.522698,
            0.544203,
            -0.021505,
            0.03893,
            0.131519,
            0
        ],
        [
            466.197967,
            466.197967,
            466.197967,
            466.197967,
            466.197967,
            466.197967
        ],
        [
            -156940,
            -127804,
            -198697,
            -1764526,
            -1043196,
            -1497165
        ],
        [
            1.448898,
            1.957718,
            0.963928,
            1.007936,
            1.187674,
            0.836026
        ],
        [
            1056,
            528,
            528,
            1056,
            528,
            528
        ],
        [
            519,
            266,
            253,
            519,
            266,
            253
        ],
        [
            537,
            262,
            275,
            537,
            262,
            275
        ],
        [
            49.147727,
            50.378788,
            47.916667,
            49.147727,
            50.378788,
            47.916667
        ],
        [
            1.499148,
            1.928279,
            1.047748,
            1.042893,
            1.169814,
            0.908724
        ],
        [
            929361,
            929361,
            46047,
            1796171,
            1796171,
            225334
        ],
        [
            -54393,
            -32547,
            -54393,
            -511565,
            -388541,
            -511565
        ],
        [
            23,
            21,
            25,
            23,
            21,
            25
        ],
        [
            27,
            23,
            31,
            27,
            23,
            31
        ],
        [
            20,
            19,
            20,
            20,
            19,
            20
        ],
        [
            24851,
            11353,
            13498,
            24851,
            11353,
            13498
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            463922,
            475656,
            -577440,
            -512721,
            -31610,
            -579107
        ]
    ]
}
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": 1579456800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758925997489,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 102,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)