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Trade: CHZ/USDT/240/SINWMA/VWMA/9054

Strategy
CHZ/USDT/240/SINWMA/VWMA/9054
Pair
CHZ_USDT
Interval
4h
Score
508859
Daily Profit
1.159363
Profit Factor
4.608104
Profitability
39.855072
Streak
0.000000
Best Strategy
Training Data Length
2225.670000
Evaluation Time
2025-10-09 23:39
Expiration Time
2025-12-15 16:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2580359.1087 2527057.6141 53301.4946 3495543.6248 3589995.6617 -94452.0369
Total P&L (%) 2580.3591 2527.0576 53.3015 3495.5436 3589.9957 -94.452
Avg Daily Profit (%) 1.1594 1.1354 0.0239 0.1611 0.1622 -0.1298
Buy And Hold Return (%) 914.8625 914.8625 914.8625 914.8625 914.8625 914.8625
Max Trade Drawdown -130834 -94664 -94918 -9015862 -7376606 -4037980
Profit Factor 4.6081 8.103 1.1483 1.1133 1.2093 0.9931
Total Trades 138 69 69 138 69 69
Winning Trades 55 24 31 55 24 31
Losing Trades 83 45 38 83 45 38
Profitability (%) 39.8551 34.7826 44.9275 39.8551 34.7826 44.9275
Ratio Avg Win / Avg Loss 6.954 15.1931 1.4076 1.68 2.2674 1.2174
Largest Winning Trade 2287079 2287079 48479 9629743 9629743 1885596
Largest Losing Trade -47067 -35550 -47067 -3227842 -3227842 -1956085
Avg Bars in Trades 95 111 79 95 111 79
Avg Bars in Winners 162 201 132 162 201 132
Avg Bars in Losers 50 63 35 50 63 35
Bars Traded 13142 7681 5461 13142 7681 5461
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 508859 -89213 -487964 -93094 -101810 -683042
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13354,
    "evaluation_days": 2225.67,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1569816000000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760042345619,
    "expiration_time": 1765808928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "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": [
        [
            2580359.108671331,
            2527057.6140973917,
            53301.4945739384,
            3495543.6248223903,
            3589995.6617034124,
            -94452.0368810238
        ],
        [
            2580.359109,
            2527.057614,
            53.301495,
            3495.543625,
            3589.995662,
            -94.452037
        ],
        [
            1.159363,
            1.135414,
            0.023949,
            0.161082,
            0.162249,
            -0.129842
        ],
        [
            914.862522,
            914.862522,
            914.862522,
            914.862522,
            914.862522,
            914.862522
        ],
        [
            -130834,
            -94664,
            -94918,
            -9015862,
            -7376606,
            -4037980
        ],
        [
            4.608104,
            8.102997,
            1.148314,
            1.113253,
            1.209274,
            0.993111
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            55,
            24,
            31,
            55,
            24,
            31
        ],
        [
            83,
            45,
            38,
            83,
            45,
            38
        ],
        [
            39.855072,
            34.782609,
            44.927536,
            39.855072,
            34.782609,
            44.927536
        ],
        [
            6.954048,
            15.193119,
            1.407611,
            1.68,
            2.267389,
            1.217362
        ],
        [
            2287079,
            2287079,
            48479,
            9629743,
            9629743,
            1885596
        ],
        [
            -47067,
            -35550,
            -47067,
            -3227842,
            -3227842,
            -1956085
        ],
        [
            95,
            111,
            79,
            95,
            111,
            79
        ],
        [
            162,
            201,
            132,
            162,
            201,
            132
        ],
        [
            50,
            63,
            35,
            50,
            63,
            35
        ],
        [
            13142,
            7681,
            5461,
            13142,
            7681,
            5461
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            508859,
            -89213,
            -487964,
            -93094,
            -101810,
            -683042
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13354,
    "evaluation_days": 2225.67,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1569816000000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760042345619,
    "expiration_time": 1765808928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "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)