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Trade: CHZ/USDT/240/RMA/HWMA/2004

Strategy
CHZ/USDT/240/RMA/HWMA/2004
Pair
CHZ_USDT
Interval
4h
Score
356768
Daily Profit
0.932788
Profit Factor
4.853486
Profitability
30.046948
Streak
0.000000
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-28 04:30
Expiration Time
2025-11-29 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2095827.506 2061768.5495 34058.9566 2234195.8361 2276401.4575 -42205.6214
Total P&L (%) 2095.8275 2061.7685 34.059 2234.1958 2276.4015 -42.2056
Avg Daily Profit (%) 0.9482 0.9328 0.0154 0.1426 0.1434 -0.0248
Buy And Hold Return (%) 854.4708 854.4708 854.4708 854.4708 854.4708 854.4708
Max Trade Drawdown -118839 -94098 -142942 -2285239 -1297985 -1496216
Profit Factor 2.8957 4.8535 1.0597 1.164 1.3451 0.994
Total Trades 426 213 213 426 213 213
Winning Trades 124 64 60 124 64 60
Losing Trades 302 149 153 302 149 153
Profitability (%) 29.108 30.0469 28.169 29.108 30.0469 28.169
Ratio Avg Win / Avg Loss 7.0526 11.2995 2.7022 2.8348 3.1315 2.5347
Largest Winning Trade 1847677 1847677 51805 2720292 2720292 1011638
Largest Losing Trade -18856 -15467 -18856 -540708 -269752 -540708
Avg Bars in Trades 30 27 34 30 27 34
Avg Bars in Winners 81 69 93 81 69 93
Avg Bars in Losers 9 8 10 9 8 10
Bars Traded 13025 5766 7259 13025 5766 7259
Profit Streak 6.0629 0 7.7296 6.0629 0 7.7296
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 222008 356768 -506396 -53530 -10000 -592611
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13262,
    "evaluation_days": 2210.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1569340800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759023033300,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.92975,
            "nc": 0.1
        }
    }
}
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": [
        [
            2095827.5060318941,
            2061768.5494616232,
            34058.95657027,
            2234195.8361013317,
            2276401.4574686512,
            -42205.6213673183
        ],
        [
            2095.827506,
            2061.768549,
            34.058957,
            2234.195836,
            2276.401457,
            -42.205621
        ],
        [
            0.948197,
            0.932788,
            0.015409,
            0.142626,
            0.143438,
            -0.024802
        ],
        [
            854.470782,
            854.470782,
            854.470782,
            854.470782,
            854.470782,
            854.470782
        ],
        [
            -118839,
            -94098,
            -142942,
            -2285239,
            -1297985,
            -1496216
        ],
        [
            2.895749,
            4.853486,
            1.0597,
            1.163952,
            1.345081,
            0.993997
        ],
        [
            426,
            213,
            213,
            426,
            213,
            213
        ],
        [
            124,
            64,
            60,
            124,
            64,
            60
        ],
        [
            302,
            149,
            153,
            302,
            149,
            153
        ],
        [
            29.107981,
            30.046948,
            28.169014,
            29.107981,
            30.046948,
            28.169014
        ],
        [
            7.052551,
            11.299522,
            2.702235,
            2.834787,
            3.131517,
            2.534692
        ],
        [
            1847677,
            1847677,
            51805,
            2720292,
            2720292,
            1011638
        ],
        [
            -18856,
            -15467,
            -18856,
            -540708,
            -269752,
            -540708
        ],
        [
            30,
            27,
            34,
            30,
            27,
            34
        ],
        [
            81,
            69,
            93,
            81,
            69,
            93
        ],
        [
            9,
            8,
            10,
            9,
            8,
            10
        ],
        [
            13025,
            5766,
            7259,
            13025,
            5766,
            7259
        ],
        [
            6.062885,
            0,
            7.729552,
            6.062885,
            0,
            7.729552
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            222008,
            356768,
            -506396,
            -53530,
            -10000,
            -592611
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13262,
    "evaluation_days": 2210.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1569340800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759023033300,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 112,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.92975,
            "nc": 0.1
        }
    }
}

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)