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Trade: CHZ/USDT/360/PWMA/SWMA/7874

Strategy
CHZ/USDT/360/PWMA/SWMA/7874
Pair
CHZ_USDT
Interval
6h
Score
665409
Daily Profit
1.129224
Profit Factor
4.679231
Profitability
51.079137
Streak
0.000000
Best Strategy
Training Data Length
2218.750000
Evaluation Time
2025-10-02 16:51
Expiration Time
2025-12-08 03:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2505465.1312 2331300.9368 174164.1944 35945095.9588 21389493.8725 14555602.0864
Total P&L (%) 2505.4651 2331.3009 174.1642 35945.096 21389.4939 14555.6021
Avg Daily Profit (%) 1.1292 1.0507 0.0785 0.2657 0.2423 0.225
Buy And Hold Return (%) 812.2213 812.2213 812.2213 812.2213 812.2213 812.2213
Max Trade Drawdown -155351 -91531 -111066 -110911410 -55784447 -97152290
Profit Factor 4.6792 9.1033 1.4429 1.0939 1.1247 1.0689
Total Trades 139 70 69 139 70 69
Winning Trades 71 37 34 71 37 34
Losing Trades 68 33 35 68 33 35
Profitability (%) 51.0791 52.8571 49.2754 51.0791 52.8571 49.2754
Ratio Avg Win / Avg Loss 4.4815 8.1191 1.4853 1.0477 1.0031 1.1003
Largest Winning Trade 1979441 1979441 54992 48051681 48051681 29189009
Largest Losing Trade -36995 -36995 -35367 -41137628 -41137628 -38698281
Avg Bars in Trades 62 61 63 62 61 63
Avg Bars in Winners 80 79 81 80 79 81
Avg Bars in Losers 43 41 45 43 41 45
Bars Traded 8704 4335 4369 8704 4335 4369
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 665409 -75124 -355204 -108132 -168788 -238725
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8875,
    "evaluation_days": 2218.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570903200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759413105425,
    "expiration_time": 1765157400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 87,
            "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": [
        [
            2505465.1312239864,
            2331300.9368152134,
            174164.1944087722,
            35945095.95884522,
            21389493.872476567,
            14555602.086368661
        ],
        [
            2505.465131,
            2331.300937,
            174.164194,
            35945.095959,
            21389.493872,
            14555.602086
        ],
        [
            1.129224,
            1.050727,
            0.078497,
            0.265698,
            0.242328,
            0.225037
        ],
        [
            812.221338,
            812.221338,
            812.221338,
            812.221338,
            812.221338,
            812.221338
        ],
        [
            -155351,
            -91531,
            -111066,
            -110911410,
            -55784447,
            -97152290
        ],
        [
            4.679231,
            9.103282,
            1.442854,
            1.093898,
            1.124681,
            1.0689
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            71,
            37,
            34,
            71,
            37,
            34
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            51.079137,
            52.857143,
            49.275362,
            51.079137,
            52.857143,
            49.275362
        ],
        [
            4.481517,
            8.119143,
            1.485291,
            1.047677,
            1.003094,
            1.100339
        ],
        [
            1979441,
            1979441,
            54992,
            48051681,
            48051681,
            29189009
        ],
        [
            -36995,
            -36995,
            -35367,
            -41137628,
            -41137628,
            -38698281
        ],
        [
            62,
            61,
            63,
            62,
            61,
            63
        ],
        [
            80,
            79,
            81,
            80,
            79,
            81
        ],
        [
            43,
            41,
            45,
            43,
            41,
            45
        ],
        [
            8704,
            4335,
            4369,
            8704,
            4335,
            4369
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            665409,
            -75124,
            -355204,
            -108132,
            -168788,
            -238725
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8875,
    "evaluation_days": 2218.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570903200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759413105425,
    "expiration_time": 1765157400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 148,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 87,
            "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)