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Trade: CHZ/USDT/360/SWMA/HILO/1189

Strategy
CHZ/USDT/360/SWMA/HILO/1189
Pair
CHZ_USDT
Interval
6h
Score
736212
Daily Profit
1.116973
Profit Factor
4.595431
Profitability
53.284672
Streak
0.000000
Best Strategy
Training Data Length
2214.750000
Evaluation Time
2025-09-28 15:56
Expiration Time
2025-12-04 00:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2473815.5566 2309483.1811 164332.3756 21512662.7262 37649245.1413 -16136582.4151
Total P&L (%) 2473.8156 2309.4832 164.3324 21512.6627 37649.2451 -16136.5824
Avg Daily Profit (%) 1.117 1.0428 0.0742 0.243 0.2683 0
Buy And Hold Return (%) 486.628 486.628 486.628 486.628 486.628 486.628
Max Trade Drawdown -139136 -78988 -101873 -75350636 -39174374 -56222205
Profit Factor 4.5954 8.7693 1.4205 1.088 1.3954 0.892
Total Trades 137 69 68 137 69 68
Winning Trades 73 36 37 73 36 37
Losing Trades 64 33 31 64 33 31
Profitability (%) 53.2847 52.1739 54.4118 53.2847 52.1739 54.4118
Ratio Avg Win / Avg Loss 4.0289 8.0386 1.1902 0.9538 1.2791 0.7473
Largest Winning Trade 1972502 1972502 49451 42648474 42648474 20430059
Largest Losing Trade -42032 -40170 -42032 -29273602 -18985976 -29273602
Avg Bars in Trades 63 55 71 63 55 71
Avg Bars in Winners 86 81 91 86 81 91
Avg Bars in Losers 36 27 46 36 27 46
Bars Traded 8678 3843 4835 8678 3843 4835
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 736212 -81052 -367440 -116252 -92110 -689386
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8859,
    "evaluation_days": 2214.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571248800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759064185328,
    "expiration_time": 1764801432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            2473815.5566461845,
            2309483.181074656,
            164332.3755715273,
            21512662.72619236,
            37649245.14125471,
            -16136582.415062353
        ],
        [
            2473.815557,
            2309.483181,
            164.332376,
            21512.662726,
            37649.245141,
            -16136.582415
        ],
        [
            1.116973,
            1.042774,
            0.074199,
            0.243025,
            0.26827,
            0
        ],
        [
            486.627996,
            486.627996,
            486.627996,
            486.627996,
            486.627996,
            486.627996
        ],
        [
            -139136,
            -78988,
            -101873,
            -75350636,
            -39174374,
            -56222205
        ],
        [
            4.595431,
            8.769336,
            1.420515,
            1.087952,
            1.395401,
            0.891974
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            64,
            33,
            31,
            64,
            33,
            31
        ],
        [
            53.284672,
            52.173913,
            54.411765,
            53.284672,
            52.173913,
            54.411765
        ],
        [
            4.028871,
            8.038558,
            1.190162,
            0.953821,
            1.279117,
            0.74733
        ],
        [
            1972502,
            1972502,
            49451,
            42648474,
            42648474,
            20430059
        ],
        [
            -42032,
            -40170,
            -42032,
            -29273602,
            -18985976,
            -29273602
        ],
        [
            63,
            55,
            71,
            63,
            55,
            71
        ],
        [
            86,
            81,
            91,
            86,
            81,
            91
        ],
        [
            36,
            27,
            46,
            36,
            27,
            46
        ],
        [
            8678,
            3843,
            4835,
            8678,
            3843,
            4835
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            736212,
            -81052,
            -367440,
            -116252,
            -92110,
            -689386
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8859,
    "evaluation_days": 2214.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571248800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759064185328,
    "expiration_time": 1764801432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)