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Trade: CHZ/USDT/240/SINWMA/JMA/7392

Strategy
CHZ/USDT/240/SINWMA/JMA/7392
Pair
CHZ_USDT
Interval
4h
Score
358741
Daily Profit
0.609449
Profit Factor
3.794722
Profitability
40.909091
Streak
0.000000
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-26 00:10
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 1412134.7254 1347084.0234 65050.7021 3567775.0334 2548931.9649 1018843.0685
Total P&L (%) 1412.1347 1347.084 65.0507 3567.775 2548.932 1018.8431
Avg Daily Profit (%) 0.6389 0.6094 0.0294 0.1631 0.1484 0.1093
Buy And Hold Return (%) 578.0594 578.0594 578.0594 578.0594 578.0594 578.0594
Max Trade Drawdown -125656 -73920 -101163 -6517023 -4542461 -4249834
Profit Factor 2.3645 3.7947 1.1176 1.1169 1.1689 1.0661
Total Trades 219 110 109 219 110 109
Winning Trades 88 45 43 88 45 43
Losing Trades 131 65 66 131 65 66
Profitability (%) 40.1826 40.9091 39.4495 40.1826 40.9091 39.4495
Ratio Avg Win / Avg Loss 3.5198 5.4813 1.7155 1.6627 1.6884 1.6363
Largest Winning Trade 1018028 1018028 46791 2027136 2027136 1637025
Largest Losing Trade -39386 -25967 -39386 -1525041 -1252925 -1525041
Avg Bars in Trades 59 52 66 59 52 66
Avg Bars in Winners 94 77 112 94 77 112
Avg Bars in Losers 35 35 36 35 35 36
Bars Traded 13056 5827 7229 13056 5827 7229
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 348642 358741 -413715 -86303 -33847 -206231

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": 1568462400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834623918,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 51,
            "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": [
        [
            1412134.7254074104,
            1347084.023355632,
            65050.7020517781,
            3567775.033427538,
            2548931.964914773,
            1018843.068512762
        ],
        [
            1412.134725,
            1347.084023,
            65.050702,
            3567.775033,
            2548.931965,
            1018.843069
        ],
        [
            0.63888,
            0.609449,
            0.02943,
            0.163103,
            0.148357,
            0.109314
        ],
        [
            578.059353,
            578.059353,
            578.059353,
            578.059353,
            578.059353,
            578.059353
        ],
        [
            -125656,
            -73920,
            -101163,
            -6517023,
            -4542461,
            -4249834
        ],
        [
            2.364461,
            3.794722,
            1.117647,
            1.116922,
            1.168913,
            1.066056
        ],
        [
            219,
            110,
            109,
            219,
            110,
            109
        ],
        [
            88,
            45,
            43,
            88,
            45,
            43
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            40.182648,
            40.909091,
            39.449541,
            40.182648,
            40.909091,
            39.449541
        ],
        [
            3.519823,
            5.481265,
            1.715459,
            1.662691,
            1.68843,
            1.636272
        ],
        [
            1018028,
            1018028,
            46791,
            2027136,
            2027136,
            1637025
        ],
        [
            -39386,
            -25967,
            -39386,
            -1525041,
            -1252925,
            -1525041
        ],
        [
            59,
            52,
            66,
            59,
            52,
            66
        ],
        [
            94,
            77,
            112,
            94,
            77,
            112
        ],
        [
            35,
            35,
            36,
            35,
            35,
            36
        ],
        [
            13056,
            5827,
            7229,
            13056,
            5827,
            7229
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            348642,
            358741,
            -413715,
            -86303,
            -33847,
            -206231
        ]
    ]
}
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": 1568462400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834623918,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 51,
            "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)