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Trade: CHZ/USDT/360/SMA/SINWMA/1494

Strategy
CHZ/USDT/360/SMA/SINWMA/1494
Pair
CHZ_USDT
Interval
6h
Score
340724
Daily Profit
0.631487
Profit Factor
2.119968
Profitability
35.843373
Streak
13.278521
Best Strategy
Training Data Length
2219.500000
Evaluation Time
2025-10-03 15:41
Expiration Time
2025-12-08 22:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1401585.606 1336596.5944 64989.0115 3107168.5428 3458091.8941 -350923.3513
Total P&L (%) 1401.5856 1336.5966 64.989 3107.1685 3458.0919 -350.9234
Avg Daily Profit (%) 0.6315 0.6022 0.0293 0.1564 0.1611 0
Buy And Hold Return (%) 525.3687 525.3687 525.3687 525.3687 525.3687 525.3687
Max Trade Drawdown -202640 -113177 -166069 -8475140 -5825816 -4452100
Profit Factor 2.12 3.2203 1.1001 1.0889 1.1886 0.9789
Total Trades 332 166 166 332 166 166
Winning Trades 119 59 60 119 59 60
Losing Trades 213 107 106 213 107 106
Profitability (%) 35.8434 35.5422 36.1446 35.8434 35.5422 36.1446
Ratio Avg Win / Avg Loss 3.7946 5.8402 1.9434 1.949 2.1555 1.7294
Largest Winning Trade 936837 936837 53235 8174816 8174816 2395261
Largest Losing Trade -28264 -16773 -28264 -1919797 -1298501 -1919797
Avg Bars in Trades 26 25 27 26 25 27
Avg Bars in Winners 48 47 49 48 47 49
Avg Bars in Losers 14 13 15 14 13 15
Bars Traded 8816 4237 4579 8816 4237 4579
Profit Streak 13.2785 0 15.0285 13.2785 0 15.0285
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 340724 327010 -433097 -117614 -9611 -582210
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8878,
    "evaluation_days": 2219.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568548800000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759495264265,
    "expiration_time": 1765224144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 6,
            "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": [
        [
            1401585.6059556531,
            1336596.594424619,
            64989.0115310356,
            3107168.5427826038,
            3458091.8940792484,
            -350923.3512966466
        ],
        [
            1401.585606,
            1336.596594,
            64.989012,
            3107.168543,
            3458.091894,
            -350.923351
        ],
        [
            0.631487,
            0.602206,
            0.029281,
            0.156372,
            0.161058,
            0
        ],
        [
            525.368732,
            525.368732,
            525.368732,
            525.368732,
            525.368732,
            525.368732
        ],
        [
            -202640,
            -113177,
            -166069,
            -8475140,
            -5825816,
            -4452100
        ],
        [
            2.119968,
            3.220312,
            1.100065,
            1.088861,
            1.188554,
            0.978894
        ],
        [
            332,
            166,
            166,
            332,
            166,
            166
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            35.843373,
            35.542169,
            36.144578,
            35.843373,
            35.542169,
            36.144578
        ],
        [
            3.794564,
            5.840227,
            1.943449,
            1.948969,
            2.155512,
            1.729379
        ],
        [
            936837,
            936837,
            53235,
            8174816,
            8174816,
            2395261
        ],
        [
            -28264,
            -16773,
            -28264,
            -1919797,
            -1298501,
            -1919797
        ],
        [
            26,
            25,
            27,
            26,
            25,
            27
        ],
        [
            48,
            47,
            49,
            48,
            47,
            49
        ],
        [
            14,
            13,
            15,
            14,
            13,
            15
        ],
        [
            8816,
            4237,
            4579,
            8816,
            4237,
            4579
        ],
        [
            13.278521,
            0,
            15.028521,
            13.278522,
            0,
            15.028522
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            340724,
            327010,
            -433097,
            -117614,
            -9611,
            -582210
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8878,
    "evaluation_days": 2219.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568548800000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759495264265,
    "expiration_time": 1765224144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 39,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 6,
            "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)