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Trade: CHZ/USDT/360/SWMA/MIDPOINT/8839

Strategy
CHZ/USDT/360/SWMA/MIDPOINT/8839
Pair
CHZ_USDT
Interval
6h
Score
653640
Daily Profit
1.959838
Profit Factor
12.373897
Profitability
36.842105
Streak
96.641941
Best Strategy
Training Data Length
2210.750000
Evaluation Time
2025-09-26 06:24
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 4364392.4392 4332710.7847 31681.6545 591793.3211 478697.6141 113095.7069
Total P&L (%) 4364.3924 4332.7108 31.6817 591.7933 478.6976 113.0957
Avg Daily Profit (%) 1.9742 1.9598 0.0143 0.0875 0.0794 0.0342
Buy And Hold Return (%) 112.9431 112.9431 112.9431 112.9431 112.9431 112.9431
Max Trade Drawdown -122433 -120238 -71560 -4750426 -4737398 -1423882
Profit Factor 8.0684 12.3739 1.134 1.0419 1.0506 1.0244
Total Trades 77 38 39 77 38 39
Winning Trades 32 14 18 32 14 18
Losing Trades 45 24 21 45 24 21
Profitability (%) 41.5584 36.8421 46.1538 41.5584 36.8421 46.1538
Ratio Avg Win / Avg Loss 11.3462 21.2124 1.3229 1.4652 1.8009 1.1951
Largest Winning Trade 4346472 4346472 40480 5143082 5143082 1552698
Largest Losing Trade -56611 -56611 -30738 -2861733 -2861733 -864294
Avg Bars in Trades 109 160 60 109 160 60
Avg Bars in Winners 144 226 81 144 226 81
Avg Bars in Losers 84 122 41 84 122 41
Bars Traded 8444 6094 2350 8444 6094 2350
Profit Streak 0 96.6419 0 0 96.6419 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -26846 653640 -414133 -300812 -257242 -507717

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": 1572912000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758857063716,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 241,
            "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": [
        [
            4364392.439200127,
            4332710.784704208,
            31681.6544959202,
            591793.3210656021,
            478697.6141277981,
            113095.7069378032
        ],
        [
            4364.392439,
            4332.710785,
            31.681654,
            591.793321,
            478.697614,
            113.095707
        ],
        [
            1.974168,
            1.959838,
            0.014331,
            0.087525,
            0.079444,
            0.034228
        ],
        [
            112.943086,
            112.943086,
            112.943086,
            112.943086,
            112.943086,
            112.943086
        ],
        [
            -122433,
            -120238,
            -71560,
            -4750426,
            -4737398,
            -1423882
        ],
        [
            8.068386,
            12.373897,
            1.13395,
            1.041944,
            1.050554,
            1.024374
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            41.558442,
            36.842105,
            46.153846,
            41.558442,
            36.842105,
            46.153846
        ],
        [
            11.346168,
            21.212396,
            1.322942,
            1.465234,
            1.800949,
            1.195103
        ],
        [
            4346472,
            4346472,
            40480,
            5143082,
            5143082,
            1552698
        ],
        [
            -56611,
            -56611,
            -30738,
            -2861733,
            -2861733,
            -864294
        ],
        [
            109,
            160,
            60,
            109,
            160,
            60
        ],
        [
            144,
            226,
            81,
            144,
            226,
            81
        ],
        [
            84,
            122,
            41,
            84,
            122,
            41
        ],
        [
            8444,
            6094,
            2350,
            8444,
            6094,
            2350
        ],
        [
            0,
            96.641941,
            0,
            0,
            96.641941,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            -26846,
            653640,
            -414133,
            -300812,
            -257242,
            -507717
        ]
    ]
}
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": 1572912000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758857063716,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 241,
            "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)