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Trade: CHZ/USDT/240/BBM/VWAP/8633

Strategy
CHZ/USDT/240/BBM/VWAP/8633
Pair
CHZ_USDT
Interval
4h
Score
302569
Daily Profit
0.568906
Profit Factor
1.592835
Profitability
31.220657
Streak
0.000000
Best Strategy
Training Data Length
2220.000000
Evaluation Time
2025-10-04 08:18
Expiration Time
2025-12-09 20:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1262970.8142 1275408.7936 -12437.9795 502058.7481 246334.7578 255723.9903
Total P&L (%) 1262.9708 1275.4088 -12.438 502.0587 246.3348 255.724
Avg Daily Profit (%) 0.5689 0.5745 -0.0056 0.0809 0.056 0.0572
Buy And Hold Return (%) 434.7107 434.7107 434.7107 434.7107 434.7107 434.7107
Max Trade Drawdown -148583 -110302 -180299 -2362070 -1593085 -1265087
Profit Factor 1.5928 2.2526 0.9888 1.0276 1.0264 1.0289
Total Trades 852 426 426 852 426 426
Winning Trades 266 127 139 266 127 139
Losing Trades 586 299 287 586 299 287
Profitability (%) 31.2207 29.8122 32.6291 31.2207 29.8122 32.6291
Ratio Avg Win / Avg Loss 3.509 5.3033 2.0417 2.2639 2.4165 2.1244
Largest Winning Trade 1056190 1056190 38334 1194291 1194291 548297
Largest Losing Trade -20953 -15683 -20953 -279386 -279386 -227798
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 30 31 29 30 31 29
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 13244 6633 6611 13244 6633 6611
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 302569 205194 -582806 -393706 -480960 -474784
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13320,
    "evaluation_days": 2220,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1568044800000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759555114435,
    "expiration_time": 1765304640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 22,
            "offset": 0,
            "std": 4.3738
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            1262970.8141600646,
            1275408.7936415577,
            -12437.9794814921,
            502058.7481106675,
            246334.7578274048,
            255723.9902832612
        ],
        [
            1262.970814,
            1275.408794,
            -12.437979,
            502.058748,
            246.334758,
            255.72399
        ],
        [
            0.568906,
            0.574508,
            -0.005603,
            0.080897,
            0.055972,
            0.057178
        ],
        [
            434.710744,
            434.710744,
            434.710744,
            434.710744,
            434.710744,
            434.710744
        ],
        [
            -148583,
            -110302,
            -180299,
            -2362070,
            -1593085,
            -1265087
        ],
        [
            1.592835,
            2.25258,
            0.988816,
            1.027628,
            1.026425,
            1.028895
        ],
        [
            852,
            426,
            426,
            852,
            426,
            426
        ],
        [
            266,
            127,
            139,
            266,
            127,
            139
        ],
        [
            586,
            299,
            287,
            586,
            299,
            287
        ],
        [
            31.220657,
            29.812207,
            32.629108,
            31.220657,
            29.812207,
            32.629108
        ],
        [
            3.509027,
            5.303317,
            2.041657,
            2.263872,
            2.416543,
            2.12441
        ],
        [
            1056190,
            1056190,
            38334,
            1194291,
            1194291,
            548297
        ],
        [
            -20953,
            -15683,
            -20953,
            -279386,
            -279386,
            -227798
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            30,
            31,
            29,
            30,
            31,
            29
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            13244,
            6633,
            6611,
            13244,
            6633,
            6611
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302569,
            205194,
            -582806,
            -393706,
            -480960,
            -474784
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13320,
    "evaluation_days": 2220,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1568044800000,
    "last_datapoint_time": 1759550400000,
    "evaluation_time": 1759555114435,
    "expiration_time": 1765304640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 22,
            "offset": 0,
            "std": 4.3738
        }
    },
    "second_band": {
        "type": "vwap",
        "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)