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Trade: CHZ/USDT/360/PWMA/JMA/7457

Strategy
CHZ/USDT/360/PWMA/JMA/7457
Pair
CHZ_USDT
Interval
6h
Score
689084
Daily Profit
0.911760
Profit Factor
3.481140
Profitability
47.154472
Streak
0.000000
Best Strategy
Training Data Length
2210.750000
Evaluation Time
2025-09-26 06:21
Expiration Time
2025-11-29 21:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2015674.0414 2031655.5879 -15981.5465 178155.6094 9059.8026 169095.8068
Total P&L (%) 2015.674 2031.6556 -15.9815 178.1556 9.0598 169.0958
Avg Daily Profit (%) 0.9118 0.919 -0.0072 0.0463 0.0039 0.0448
Buy And Hold Return (%) 269.6937 269.6937 269.6937 269.6937 269.6937 269.6937
Max Trade Drawdown -196766 -83352 -151166 -1027253 -534661 -542728
Profit Factor 3.4811 6.4096 0.9634 1.0521 1.0053 1.0981
Total Trades 123 61 62 123 61 62
Winning Trades 58 28 30 58 28 30
Losing Trades 65 33 32 65 33 32
Profitability (%) 47.1545 45.9016 48.3871 47.1545 45.9016 48.3871
Ratio Avg Win / Avg Loss 3.9013 7.5542 1.0276 1.1791 1.1849 1.1713
Largest Winning Trade 2006179 2006179 48514 293765 293765 245682
Largest Losing Trade -48339 -42658 -48339 -232264 -225927 -232264
Avg Bars in Trades 68 68 68 68 68 68
Avg Bars in Winners 91 93 90 91 93 90
Avg Bars in Losers 48 48 48 48 48 48
Bars Traded 8481 4205 4276 8481 4205 4276
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 689084 -141476 -733918 -460864 -731277 -566280

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8843,
    "evaluation_days": 2210.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572393600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856913080,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 217,
            "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": [
        [
            2015674.041365597,
            2031655.5878633587,
            -15981.5464977627,
            178155.6094264289,
            9059.8026158664,
            169095.8068105623
        ],
        [
            2015.674041,
            2031.655588,
            -15.981546,
            178.155609,
            9.059803,
            169.095807
        ],
        [
            0.91176,
            0.918989,
            -0.007229,
            0.046285,
            0.003923,
            0.044787
        ],
        [
            269.693664,
            269.693664,
            269.693664,
            269.693664,
            269.693664,
            269.693664
        ],
        [
            -196766,
            -83352,
            -151166,
            -1027253,
            -534661,
            -542728
        ],
        [
            3.48114,
            6.409642,
            0.963415,
            1.052103,
            1.005343,
            1.098111
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            58,
            28,
            30,
            58,
            28,
            30
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            47.154472,
            45.901639,
            48.387097,
            47.154472,
            45.901639,
            48.387097
        ],
        [
            3.901277,
            7.554221,
            1.027643,
            1.179081,
            1.184868,
            1.171318
        ],
        [
            2006179,
            2006179,
            48514,
            293765,
            293765,
            245682
        ],
        [
            -48339,
            -42658,
            -48339,
            -232264,
            -225927,
            -232264
        ],
        [
            68,
            68,
            68,
            68,
            68,
            68
        ],
        [
            91,
            93,
            90,
            91,
            93,
            90
        ],
        [
            48,
            48,
            48,
            48,
            48,
            48
        ],
        [
            8481,
            4205,
            4276,
            8481,
            4205,
            4276
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            689084,
            -141476,
            -733918,
            -460864,
            -731277,
            -566280
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8843,
    "evaluation_days": 2210.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572393600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758856913080,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 217,
            "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)