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Trade: CHZ/USDT/120/WMA/HILO/2969

Strategy
CHZ/USDT/120/WMA/HILO/2969
Pair
CHZ_USDT
Interval
2h
Score
422226
Daily Profit
0.575789
Profit Factor
1.869008
Profitability
43.119266
Streak
0.000000
Best Strategy
Training Data Length
2083.080000
Evaluation Time
2025-10-06 09:11
Expiration Time
2025-12-20 05:47

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1199414.0984 1144755.1715 54658.927 1195821.7252 655020.8775 540800.8477
Total P&L (%) 1199.4141 1144.7552 54.6589 1195.8217 655.0209 540.8008
Avg Daily Profit (%) 0.5758 0.5495 0.0262 0.1231 0.0971 0.0892
Buy And Hold Return (%) 420.1762 420.1762 420.1762 420.1762 420.1762 420.1762
Max Trade Drawdown -114825 -75513 -185533 -2264118 -2083648 -1175261
Profit Factor 1.869 2.9399 1.0692 1.0851 1.0986 1.073
Total Trades 545 272 273 545 272 273
Winning Trades 235 114 121 235 114 121
Losing Trades 310 158 152 310 158 152
Profitability (%) 43.1193 41.9118 44.3223 43.1193 41.9118 44.3223
Ratio Avg Win / Avg Loss 2.4655 4.0746 1.3431 1.4314 1.5226 1.3478
Largest Winning Trade 956524 956524 51319 1068825 1068825 599331
Largest Losing Trade -33187 -18917 -33187 -400569 -298746 -400569
Avg Bars in Trades 45 39 50 45 39 50
Avg Bars in Winners 66 60 72 66 60 72
Avg Bars in Losers 28 24 33 28 24 33
Bars Traded 24587 10744 13843 24587 10744 13843
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 422226 396187 -469362 -158340 -186004 -291511
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579680000000,
    "first_datapoint_time": 1580904000000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759731107929,
    "expiration_time": 1766202422400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            1199414.098416503,
            1144755.1714538326,
            54658.9269626702,
            1195821.7252058126,
            655020.8774970096,
            540800.8477088036
        ],
        [
            1199.414098,
            1144.755171,
            54.658927,
            1195.821725,
            655.020877,
            540.800848
        ],
        [
            0.575789,
            0.549549,
            0.026239,
            0.123054,
            0.097095,
            0.089213
        ],
        [
            420.17617,
            420.17617,
            420.17617,
            420.17617,
            420.17617,
            420.17617
        ],
        [
            -114825,
            -75513,
            -185533,
            -2264118,
            -2083648,
            -1175261
        ],
        [
            1.869008,
            2.939871,
            1.069181,
            1.085073,
            1.09859,
            1.072958
        ],
        [
            545,
            272,
            273,
            545,
            272,
            273
        ],
        [
            235,
            114,
            121,
            235,
            114,
            121
        ],
        [
            310,
            158,
            152,
            310,
            158,
            152
        ],
        [
            43.119266,
            41.911765,
            44.322344,
            43.119266,
            41.911765,
            44.322344
        ],
        [
            2.4655,
            4.074558,
            1.343103,
            1.431373,
            1.522608,
            1.347848
        ],
        [
            956524,
            956524,
            51319,
            1068825,
            1068825,
            599331
        ],
        [
            -33187,
            -18917,
            -33187,
            -400569,
            -298746,
            -400569
        ],
        [
            45,
            39,
            50,
            45,
            39,
            50
        ],
        [
            66,
            60,
            72,
            66,
            60,
            72
        ],
        [
            28,
            24,
            33,
            28,
            24,
            33
        ],
        [
            24587,
            10744,
            13843,
            24587,
            10744,
            13843
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422226,
            396187,
            -469362,
            -158340,
            -186004,
            -291511
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24997,
    "evaluation_days": 2083.08,
    "actual_first_datapoint_time": 1579680000000,
    "first_datapoint_time": 1580904000000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759731107929,
    "expiration_time": 1766202422400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 171,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)