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Trade: CHZ/USDT/360/VWAP/HWMA/6434

Strategy
CHZ/USDT/360/VWAP/HWMA/6434
Pair
CHZ_USDT
Interval
6h
Score
306596
Daily Profit
0.261241
Profit Factor
1.663682
Profitability
51.304348
Streak
14.574572
Best Strategy
Training Data Length
2224.750000
Evaluation Time
2025-10-08 16:47
Expiration Time
2025-12-14 07:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 459767.712 581196.0663 -121428.3543 -165157.169 221498.0253 -386655.1944
Total P&L (%) 459.7677 581.1961 -121.4284 -165.1572 221.498 -386.6552
Avg Daily Profit (%) 0.2067 0.2612 -0.0546 0 0.0525 0
Buy And Hold Return (%) 252.5679 252.5679 252.5679 252.5679 252.5679 252.5679
Max Trade Drawdown -209719 -124001 -373688 -411562 -168951 -457792
Profit Factor 1.2259 1.6637 0.8953 0.8823 1.3936 0.5398
Total Trades 460 230 230 460 230 230
Winning Trades 241 118 123 216 115 101
Losing Trades 219 112 107 244 115 129
Profitability (%) 52.3913 51.3043 53.4783 46.9565 50 43.913
Ratio Avg Win / Avg Loss 1.114 1.5791 0.7788 0.9967 1.3936 0.6895
Largest Winning Trade 166321 166321 39409 83474 83474 37247
Largest Losing Trade -128079 -56889 -128079 -168390 -157825 -168390
Avg Bars in Trades 19 19 19 19 19 19
Avg Bars in Winners 19 19 19 19 19 19
Avg Bars in Losers 19 19 19 19 19 19
Bars Traded 8876 4438 4438 8876 4438 4438
Profit Streak 14.5746 14.5746 29.0746 0 0 0
Trades During Streak 2 1 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 118383 306596 -578395 -579279 -286994 -582219
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8899,
    "evaluation_days": 2224.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1567728000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759931243034,
    "expiration_time": 1765691352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.05931,
            "nc": 0.55011
        }
    }
}
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": [
        [
            459767.7119593587,
            581196.0662876136,
            -121428.3543282546,
            -165157.1690198159,
            221498.0253408501,
            -386655.1943606661
        ],
        [
            459.767712,
            581.196066,
            -121.428354,
            -165.157169,
            221.498025,
            -386.655194
        ],
        [
            0.20666,
            0.261241,
            -0.054581,
            0,
            0.052506,
            0
        ],
        [
            252.567899,
            252.567899,
            252.567899,
            252.567899,
            252.567899,
            252.567899
        ],
        [
            -209719,
            -124001,
            -373688,
            -411562,
            -168951,
            -457792
        ],
        [
            1.225909,
            1.663682,
            0.895273,
            0.882282,
            1.393565,
            0.539804
        ],
        [
            460,
            230,
            230,
            460,
            230,
            230
        ],
        [
            241,
            118,
            123,
            216,
            115,
            101
        ],
        [
            219,
            112,
            107,
            244,
            115,
            129
        ],
        [
            52.391304,
            51.304348,
            53.478261,
            46.956522,
            50,
            43.913043
        ],
        [
            1.114001,
            1.579088,
            0.778815,
            0.996652,
            1.393565,
            0.689452
        ],
        [
            166321,
            166321,
            39409,
            83474,
            83474,
            37247
        ],
        [
            -128079,
            -56889,
            -128079,
            -168390,
            -157825,
            -168390
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            8876,
            4438,
            4438,
            8876,
            4438,
            4438
        ],
        [
            14.574572,
            14.574572,
            29.074572,
            0,
            0,
            0
        ],
        [
            2,
            1,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            118383,
            306596,
            -578395,
            -579279,
            -286994,
            -582219
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8899,
    "evaluation_days": 2224.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1567728000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759931243034,
    "expiration_time": 1765691352000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.05931,
            "nc": 0.55011
        }
    }
}

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)