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Trade: CHZ/USDT/360/VWMA/MIDPOINT/4468

Strategy
CHZ/USDT/360/VWMA/MIDPOINT/4468
Pair
CHZ_USDT
Interval
6h
Score
649611
Daily Profit
1.102963
Profit Factor
2.961405
Profitability
42.857143
Streak
58.612396
Best Strategy
Training Data Length
2210.750000
Evaluation Time
2025-09-27 05:41
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 2438375.9066 2709340.116 -270964.2094 -98962.8884 31374.1094 -130336.9978
Total P&L (%) 2438.3759 2709.3401 -270.9642 -98.9629 31.3741 -130.337
Avg Daily Profit (%) 1.103 1.2255 -0.1226 -0.2064 0.0123 0
Buy And Hold Return (%) 351.8889 351.8889 351.8889 351.8889 351.8889 351.8889
Max Trade Drawdown -334502 -195414 -328387 -245142 -161206 -155430
Profit Factor 2.9614 5.9019 0.6076 0.8527 1.1008 0.6383
Total Trades 147 73 74 147 73 74
Winning Trades 63 31 32 63 31 32
Losing Trades 84 42 42 84 42 42
Profitability (%) 42.8571 42.4658 43.2432 42.8571 42.4658 43.2432
Ratio Avg Win / Avg Loss 3.9485 7.9961 0.7974 1.1369 1.4913 0.8378
Largest Winning Trade 2853501 2853501 46500 177637 177637 62095
Largest Losing Trade -72939 -56682 -72939 -139416 -139416 -61615
Avg Bars in Trades 58 72 45 58 72 45
Avg Bars in Winners 72 82 62 72 82 62
Avg Bars in Losers 48 63 32 48 63 32
Bars Traded 8624 5256 3368 8624 5256 3368
Profit Streak 58.6124 58.6124 71.3624 58.6124 58.6124 71.3624
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 649611 -52335 -646896 -580104 -526155 -646896
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": 1571788800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758940911022,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 189,
            "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": [
        [
            2438375.906570784,
            2709340.116010181,
            -270964.2094393994,
            -98962.8883932163,
            31374.1093800236,
            -130336.9977732399
        ],
        [
            2438.375907,
            2709.340116,
            -270.964209,
            -98.962888,
            31.374109,
            -130.336998
        ],
        [
            1.102963,
            1.22553,
            -0.122567,
            -0.206446,
            0.012344,
            0
        ],
        [
            351.888889,
            351.888889,
            351.888889,
            351.888889,
            351.888889,
            351.888889
        ],
        [
            -334502,
            -195414,
            -328387,
            -245142,
            -161206,
            -155430
        ],
        [
            2.961405,
            5.901877,
            0.607562,
            0.852688,
            1.10075,
            0.63834
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            42.857143,
            42.465753,
            43.243243,
            42.857143,
            42.465753,
            43.243243
        ],
        [
            3.94854,
            7.996091,
            0.797425,
            1.136918,
            1.491338,
            0.837821
        ],
        [
            2853501,
            2853501,
            46500,
            177637,
            177637,
            62095
        ],
        [
            -72939,
            -56682,
            -72939,
            -139416,
            -139416,
            -61615
        ],
        [
            58,
            72,
            45,
            58,
            72,
            45
        ],
        [
            72,
            82,
            62,
            72,
            82,
            62
        ],
        [
            48,
            63,
            32,
            48,
            63,
            32
        ],
        [
            8624,
            5256,
            3368,
            8624,
            5256,
            3368
        ],
        [
            58.612396,
            58.612396,
            71.362396,
            58.612396,
            58.612396,
            71.362396
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            649611,
            -52335,
            -646896,
            -580104,
            -526155,
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        ]
    ]
}
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": 1571788800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758940911022,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 175,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 189,
            "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)