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Trade: CHZ/USDT/360/VWMA/SSF/2170

Strategy
CHZ/USDT/360/VWMA/SSF/2170
Pair
CHZ_USDT
Interval
6h
Score
650415
Daily Profit
1.117356
Profit Factor
12.929754
Profitability
44.897959
Streak
0.000000
Best Strategy
Training Data Length
2216.500000
Evaluation Time
2025-09-30 12:45
Expiration Time
2025-12-05 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2671213.2971 2476620.2972 194592.9999 43899826.5237 66662640.051 -22762813.5273
Total P&L (%) 2671.2133 2476.6203 194.593 43899.8265 66662.6401 -22762.8135
Avg Daily Profit (%) 1.2051 1.1174 0.0878 0.275 0.2939 0
Buy And Hold Return (%) 585.0201 585.0201 585.0201 585.0201 585.0201 585.0201
Max Trade Drawdown -120401 -82540 -90604 -226294867 -109322776 -177102640
Profit Factor 6.2579 12.9298 1.6477 1.0691 1.2471 0.9377
Total Trades 97 49 48 97 49 48
Winning Trades 40 22 18 40 22 18
Losing Trades 57 27 30 57 27 30
Profitability (%) 41.2371 44.898 37.5 41.2371 44.898 37.5
Ratio Avg Win / Avg Loss 8.9175 15.8683 2.7462 1.5235 1.5305 1.5628
Largest Winning Trade 2158601 2158601 58086 127492813 127492813 55652968
Largest Losing Trade -30198 -26134 -30198 -50947526 -42759226 -50947526
Avg Bars in Trades 89 73 105 89 73 105
Avg Bars in Winners 161 123 207 161 123 207
Avg Bars in Losers 39 33 44 39 33 44
Bars Traded 8668 3611 5057 8668 3611 5057
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 618390 650415 -243178 -137861 281657 -582772
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8866,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571184000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759225541927,
    "expiration_time": 1764957168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            2671213.2970562438,
            2476620.297169498,
            194592.999886744,
            43899826.52370397,
            66662640.051001,
            -22762813.527297106
        ],
        [
            2671.213297,
            2476.620297,
            194.593,
            43899.826524,
            66662.640051,
            -22762.813527
        ],
        [
            1.205149,
            1.117356,
            0.087793,
            0.274989,
            0.293854,
            0
        ],
        [
            585.020101,
            585.020101,
            585.020101,
            585.020101,
            585.020101,
            585.020101
        ],
        [
            -120401,
            -82540,
            -90604,
            -226294867,
            -109322776,
            -177102640
        ],
        [
            6.257876,
            12.929754,
            1.647693,
            1.069114,
            1.247113,
            0.937707
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            57,
            27,
            30,
            57,
            27,
            30
        ],
        [
            41.237113,
            44.897959,
            37.5,
            41.237113,
            44.897959,
            37.5
        ],
        [
            8.917473,
            15.868334,
            2.746155,
            1.523487,
            1.530548,
            1.562846
        ],
        [
            2158601,
            2158601,
            58086,
            127492813,
            127492813,
            55652968
        ],
        [
            -30198,
            -26134,
            -30198,
            -50947526,
            -42759226,
            -50947526
        ],
        [
            89,
            73,
            105,
            89,
            73,
            105
        ],
        [
            161,
            123,
            207,
            161,
            123,
            207
        ],
        [
            39,
            33,
            44,
            39,
            33,
            44
        ],
        [
            8668,
            3611,
            5057,
            8668,
            3611,
            5057
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            618390,
            650415,
            -243178,
            -137861,
            281657,
            -582772
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8866,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571184000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759225541927,
    "expiration_time": 1764957168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 30,
            "offset": 0,
            "poles": 3
        }
    }
}

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)