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Trade: CHZ/USDT/240/SINWMA/MIDPOINT/4712

Strategy
CHZ/USDT/240/SINWMA/MIDPOINT/4712
Pair
CHZ_USDT
Interval
4h
Score
452113
Daily Profit
1.220582
Profit Factor
4.266570
Profitability
35.555556
Streak
0.000000
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-27 22:45
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 2697889.0614 2620867.3293 77021.7321 4735719.808 7461092.3183 -2725372.5103
Total P&L (%) 2697.8891 2620.8673 77.0217 4735.7198 7461.0923 -2725.3725
Avg Daily Profit (%) 1.2206 1.1857 0.0348 0.1756 0.1959 0
Buy And Hold Return (%) 854.023 854.023 854.023 854.023 854.023 854.023
Max Trade Drawdown -190081 -114758 -133895 -12357661 -7679344 -5870042
Profit Factor 4.2666 7.4279 1.1842 1.1557 1.4669 0.8113
Total Trades 135 68 67 135 68 67
Winning Trades 48 25 23 48 25 23
Losing Trades 87 43 44 87 43 44
Profitability (%) 35.5556 36.7647 34.3284 35.5556 36.7647 34.3284
Ratio Avg Win / Avg Loss 7.7332 12.7759 2.2654 2.0947 2.523 1.552
Largest Winning Trade 2328592 2328592 48502 13044793 13044793 1453246
Largest Losing Trade -52241 -36363 -52241 -4587796 -4587796 -4194345
Avg Bars in Trades 96 93 99 96 93 99
Avg Bars in Winners 181 171 192 181 171 192
Avg Bars in Losers 49 47 51 49 47 51
Bars Traded 13037 6349 6688 13037 6349 6688
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 452113 -95626 -451986 -46569 -104387 -701052
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": 1569844800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759002326296,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 32,
            "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": [
        [
            2697889.061361936,
            2620867.329291088,
            77021.7320708484,
            4735719.808013608,
            7461092.318338952,
            -2725372.5103253447
        ],
        [
            2697.889061,
            2620.867329,
            77.021732,
            4735.719808,
            7461.092318,
            -2725.37251
        ],
        [
            1.220582,
            1.185736,
            0.034846,
            0.175631,
            0.195891,
            0
        ],
        [
            854.022989,
            854.022989,
            854.022989,
            854.022989,
            854.022989,
            854.022989
        ],
        [
            -190081,
            -114758,
            -133895,
            -12357661,
            -7679344,
            -5870042
        ],
        [
            4.26657,
            7.427864,
            1.184186,
            1.155679,
            1.466883,
            0.81125
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            35.555556,
            36.764706,
            34.328358,
            35.555556,
            36.764706,
            34.328358
        ],
        [
            7.733158,
            12.775926,
            2.265399,
            2.094669,
            2.523039,
            1.551957
        ],
        [
            2328592,
            2328592,
            48502,
            13044793,
            13044793,
            1453246
        ],
        [
            -52241,
            -36363,
            -52241,
            -4587796,
            -4587796,
            -4194345
        ],
        [
            96,
            93,
            99,
            96,
            93,
            99
        ],
        [
            181,
            171,
            192,
            181,
            171,
            192
        ],
        [
            49,
            47,
            51,
            49,
            47,
            51
        ],
        [
            13037,
            6349,
            6688,
            13037,
            6349,
            6688
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452113,
            -95626,
            -451986,
            -46569,
            -104387,
            -701052
        ]
    ]
}
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": 1569844800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759002326296,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 147,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 32,
            "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)