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Trade: CHZ/USDT/120/VWMA/SMA/2220

Strategy
CHZ/USDT/120/VWMA/SMA/2220
Pair
CHZ_USDT
Interval
2h
Score
369958
Daily Profit
0.235026
Profit Factor
1.325473
Profitability
53.378378
Streak
41.607359
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-10-07 05:34
Expiration Time
2025-12-21 03:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 901501.7589 730180.2054 171321.5535 15557505.7824 13201107.74 2356398.0424
Total P&L (%) 901.5018 730.1802 171.3216 15557.5058 13201.1077 2356.398
Avg Daily Profit (%) 0.4327 0.3505 0.0822 0.2429 0.235 0.1538
Buy And Hold Return (%) 470.0874 470.0874 470.0874 470.0874 470.0874 470.0874
Max Trade Drawdown -149306 -69888 -143261 -22311539 -11546764 -13373153
Profit Factor 1.7789 2.4039 1.2688 1.1775 1.3255 1.05
Total Trades 297 148 149 297 148 149
Winning Trades 146 79 67 146 79 67
Losing Trades 151 69 82 151 69 82
Profitability (%) 49.1582 53.3784 44.9664 49.1582 53.3784 44.9664
Ratio Avg Win / Avg Loss 1.8398 2.0996 1.5529 1.2178 1.1577 1.2851
Largest Winning Trade 203142 203142 67493 6692021 6692021 4190678
Largest Losing Trade -36463 -36463 -31530 -4997146 -4997146 -4038309
Avg Bars in Trades 83 66 99 83 66 99
Avg Bars in Winners 99 70 134 99 70 134
Avg Bars in Losers 67 62 71 67 62 71
Bars Traded 24705 9860 14845 24705 9860 14845
Profit Streak 0 41.6074 0 0 41.6074 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 258805 206521 -250046 -15668 369958 -161290
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579744800000,
    "first_datapoint_time": 1580680800000,
    "last_datapoint_time": 1759802400000,
    "evaluation_time": 1759804475834,
    "expiration_time": 1766282140800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 67,
            "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": [
        [
            901501.7589036959,
            730180.2054391885,
            171321.5534645076,
            15557505.782427382,
            13201107.740003642,
            2356398.042423726
        ],
        [
            901.501759,
            730.180205,
            171.321553,
            15557.505782,
            13201.10774,
            2356.398042
        ],
        [
            0.432738,
            0.350501,
            0.082238,
            0.242874,
            0.235026,
            0.153786
        ],
        [
            470.087449,
            470.087449,
            470.087449,
            470.087449,
            470.087449,
            470.087449
        ],
        [
            -149306,
            -69888,
            -143261,
            -22311539,
            -11546764,
            -13373153
        ],
        [
            1.778856,
            2.403852,
            1.268806,
            1.177481,
            1.325473,
            1.050033
        ],
        [
            297,
            148,
            149,
            297,
            148,
            149
        ],
        [
            146,
            79,
            67,
            146,
            79,
            67
        ],
        [
            151,
            69,
            82,
            151,
            69,
            82
        ],
        [
            49.158249,
            53.378378,
            44.966443,
            49.158249,
            53.378378,
            44.966443
        ],
        [
            1.839776,
            2.099567,
            1.552867,
            1.217806,
            1.157692,
            1.285114
        ],
        [
            203142,
            203142,
            67493,
            6692021,
            6692021,
            4190678
        ],
        [
            -36463,
            -36463,
            -31530,
            -4997146,
            -4997146,
            -4038309
        ],
        [
            83,
            66,
            99,
            83,
            66,
            99
        ],
        [
            99,
            70,
            134,
            99,
            70,
            134
        ],
        [
            67,
            62,
            71,
            67,
            62,
            71
        ],
        [
            24705,
            9860,
            14845,
            24705,
            9860,
            14845
        ],
        [
            0,
            41.607359,
            0,
            0,
            41.607359,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            258805,
            206521,
            -250046,
            -15668,
            369958,
            -161290
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579744800000,
    "first_datapoint_time": 1580680800000,
    "last_datapoint_time": 1759802400000,
    "evaluation_time": 1759804475834,
    "expiration_time": 1766282140800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 67,
            "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)