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Trade: CHZ/USDT/240/WMA/SUPERTREND/2216

Strategy
CHZ/USDT/240/WMA/SUPERTREND/2216
Pair
CHZ_USDT
Interval
4h
Score
325769
Daily Profit
0.731805
Profit Factor
2.929092
Profitability
42.603550
Streak
0.000000
Best Strategy
Training Data Length
2214.500000
Evaluation Time
2025-09-28 20:36
Expiration Time
2025-12-04 04:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1571920.9597 1620581.6975 -48660.7378 151426.6001 5504396.3857 -5352969.7856
Total P&L (%) 1571.921 1620.5817 -48.6607 151.4266 5504.3964 -5352.9698
Avg Daily Profit (%) 0.7098 0.7318 -0.022 0.0416 0.182 0
Buy And Hold Return (%) 791.9718 791.9718 791.9718 791.9718 791.9718 791.9718
Max Trade Drawdown -225690 -145322 -202542 -6734704 -2191244 -5761008
Profit Factor 2.0065 2.9291 0.9326 1.0067 1.5196 0.5589
Total Trades 338 169 169 338 169 169
Winning Trades 141 72 69 141 72 69
Losing Trades 197 97 100 197 97 100
Profitability (%) 41.716 42.6036 40.8284 41.716 42.6036 40.8284
Ratio Avg Win / Avg Loss 2.8033 3.9461 1.3516 1.4065 2.0472 0.81
Largest Winning Trade 1419211 1419211 41042 6420844 6420844 714678
Largest Losing Trade -57729 -35015 -57729 -3967910 -1078005 -3967910
Avg Bars in Trades 38 41 35 38 41 35
Avg Bars in Winners 53 57 49 53 57 49
Avg Bars in Losers 27 30 25 27 30 25
Bars Traded 13050 7093 5957 13050 7093 5957
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 279491 325769 -582348 -517714 282259 -584015
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13287,
    "evaluation_days": 2214.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1569902400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759081009518,
    "expiration_time": 1764815184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 160,
            "offset": 0,
            "multiplier": 3.17173
        }
    }
}
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": [
        [
            1571920.959715592,
            1620581.69748807,
            -48660.7377724776,
            151426.6001173175,
            5504396.385726837,
            -5352969.785609524
        ],
        [
            1571.92096,
            1620.581697,
            -48.660738,
            151.4266,
            5504.396386,
            -5352.969786
        ],
        [
            0.709831,
            0.731805,
            -0.021974,
            0.041642,
            0.181973,
            0
        ],
        [
            791.971799,
            791.971799,
            791.971799,
            791.971799,
            791.971799,
            791.971799
        ],
        [
            -225690,
            -145322,
            -202542,
            -6734704,
            -2191244,
            -5761008
        ],
        [
            2.006455,
            2.929092,
            0.932581,
            1.006662,
            1.51956,
            0.558907
        ],
        [
            338,
            169,
            169,
            338,
            169,
            169
        ],
        [
            141,
            72,
            69,
            141,
            72,
            69
        ],
        [
            197,
            97,
            100,
            197,
            97,
            100
        ],
        [
            41.715976,
            42.60355,
            40.828402,
            41.715976,
            42.60355,
            40.828402
        ],
        [
            2.803345,
            3.946137,
            1.351566,
            1.406471,
            2.047185,
            0.81001
        ],
        [
            1419211,
            1419211,
            41042,
            6420844,
            6420844,
            714678
        ],
        [
            -57729,
            -35015,
            -57729,
            -3967910,
            -1078005,
            -3967910
        ],
        [
            38,
            41,
            35,
            38,
            41,
            35
        ],
        [
            53,
            57,
            49,
            53,
            57,
            49
        ],
        [
            27,
            30,
            25,
            27,
            30,
            25
        ],
        [
            13050,
            7093,
            5957,
            13050,
            7093,
            5957
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            279491,
            325769,
            -582348,
            -517714,
            282259,
            -584015
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13287,
    "evaluation_days": 2214.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1569902400000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759081009518,
    "expiration_time": 1764815184000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 160,
            "offset": 0,
            "multiplier": 3.17173
        }
    }
}

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)