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Trade: CHZ/USDT/240/DCL/HWMA/5233

Strategy
CHZ/USDT/240/DCL/HWMA/5233
Pair
CHZ_USDT
Interval
4h
Score
398560
Daily Profit
0.572320
Profit Factor
1.692052
Profitability
39.512855
Streak
0.000000
Best Strategy
Training Data Length
2226.000000
Evaluation Time
2025-10-10 09:59
Expiration Time
2025-12-16 00:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1273984.4443 1275768.7373 -1784.293 553700.1219 5708544.8096 -5154844.6877
Total P&L (%) 1273.9844 1275.7687 -1.7843 553.7001 5708.5448 -5154.8447
Avg Daily Profit (%) 0.5723 0.5731 -0.0008 0.0844 0.1826 0
Buy And Hold Return (%) 479.1661 479.1661 479.1661 479.1661 479.1661 479.1661
Max Trade Drawdown -235511 -168934 -117134 -18632543 -12566876 -6904868
Profit Factor 1.6921 2.0577 0.9972 1.0095 1.1483 0.7418
Total Trades 739 369 370 739 369 370
Winning Trades 292 135 157 292 135 157
Losing Trades 447 234 213 447 234 213
Profitability (%) 39.5129 36.5854 42.4324 39.5129 36.5854 42.4324
Ratio Avg Win / Avg Loss 2.5902 3.5667 1.3529 1.5453 1.9903 1.0064
Largest Winning Trade 926571 926571 22964 15995212 15995212 1763820
Largest Losing Trade -36445 -36445 -15739 -3022943 -3022943 -2311654
Avg Bars in Trades 17 31 4 17 31 4
Avg Bars in Winners 28 55 4 28 55 4
Avg Bars in Losers 11 18 3 11 18 3
Bars Traded 13268 11671 1597 13268 11671 1597
Profit Streak 0 9.9581 0 0 9.9581 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398560 307721 -580397 -406208 -51623 -580397
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13356,
    "evaluation_days": 2226,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1568779200000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760079576806,
    "expiration_time": 1765838592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.14303,
            "nb": 0.94079,
            "nc": 0.32901
        }
    }
}
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": [
        [
            1273984.4442883257,
            1275768.7372614,
            -1784.292973075,
            553700.1219260944,
            5708544.809639154,
            -5154844.687713056
        ],
        [
            1273.984444,
            1275.768737,
            -1.784293,
            553.700122,
            5708.54481,
            -5154.844688
        ],
        [
            0.57232,
            0.573122,
            -0.000802,
            0.084379,
            0.182643,
            0
        ],
        [
            479.166089,
            479.166089,
            479.166089,
            479.166089,
            479.166089,
            479.166089
        ],
        [
            -235511,
            -168934,
            -117134,
            -18632543,
            -12566876,
            -6904868
        ],
        [
            1.692052,
            2.057724,
            0.997189,
            1.00947,
            1.148257,
            0.741806
        ],
        [
            739,
            369,
            370,
            739,
            369,
            370
        ],
        [
            292,
            135,
            157,
            292,
            135,
            157
        ],
        [
            447,
            234,
            213,
            447,
            234,
            213
        ],
        [
            39.512855,
            36.585366,
            42.432432,
            39.512855,
            36.585366,
            42.432432
        ],
        [
            2.59023,
            3.566721,
            1.352874,
            1.545319,
            1.990312,
            1.0064
        ],
        [
            926571,
            926571,
            22964,
            15995212,
            15995212,
            1763820
        ],
        [
            -36445,
            -36445,
            -15739,
            -3022943,
            -3022943,
            -2311654
        ],
        [
            17,
            31,
            4,
            17,
            31,
            4
        ],
        [
            28,
            55,
            4,
            28,
            55,
            4
        ],
        [
            11,
            18,
            3,
            11,
            18,
            3
        ],
        [
            13268,
            11671,
            1597,
            13268,
            11671,
            1597
        ],
        [
            0,
            9.958065,
            0,
            0,
            9.958065,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398560,
            307721,
            -580397,
            -406208,
            -51623,
            -580397
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13356,
    "evaluation_days": 2226,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1568779200000,
    "last_datapoint_time": 1760068800000,
    "evaluation_time": 1760079576806,
    "expiration_time": 1765838592000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.14303,
            "nb": 0.94079,
            "nc": 0.32901
        }
    }
}

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)