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Trade: CHZ/USDT/360/WMA/MIDPOINT/2088

Strategy
CHZ/USDT/360/WMA/MIDPOINT/2088
Pair
CHZ_USDT
Interval
6h
Score
773985
Daily Profit
0.831514
Profit Factor
7.635491
Profitability
47.826087
Streak
41.434683
Best Strategy
Training Data Length
2219.250000
Evaluation Time
2025-10-03 07:25
Expiration Time
2025-12-08 15:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1860539.7719 1845337.7227 15202.0493 734793.4267 2251426.4685 -1516633.0418
Total P&L (%) 1860.5398 1845.3377 15.202 734.7934 2251.4265 -1516.633
Avg Daily Profit (%) 0.8384 0.8315 0.0069 0.0957 0.1424 0
Buy And Hold Return (%) 184.7931 184.7931 184.7931 184.7931 184.7931 184.7931
Max Trade Drawdown -147428 -97217 -76643 -4574792 -2371026 -3046111
Profit Factor 4.2054 7.6355 1.0503 1.0534 1.3558 0.7958
Total Trades 93 46 47 93 46 47
Winning Trades 41 22 19 41 22 19
Losing Trades 52 24 28 52 24 28
Profitability (%) 44.086 47.8261 40.4255 44.086 47.8261 40.4255
Ratio Avg Win / Avg Loss 5.3337 8.3296 1.5478 1.336 1.4791 1.1727
Largest Winning Trade 1750882 1750882 54516 3829987 3829987 1287102
Largest Losing Trade -52918 -52918 -35127 -1686288 -1648009 -1686288
Avg Bars in Trades 90 100 80 90 100 80
Avg Bars in Winners 125 122 128 125 122 128
Avg Bars in Losers 62 80 47 62 80 47
Bars Traded 8410 4637 3773 8410 4637 3773
Profit Streak 0 41.4347 0 0 41.4347 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 660947 773985 -517197 -230894 -2341 -582753
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8877,
    "evaluation_days": 2219.25,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572998400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759465556623,
    "expiration_time": 1765201896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 108,
            "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": [
        [
            1860539.771937956,
            1845337.7226869154,
            15202.0492510402,
            734793.4266644929,
            2251426.4684629547,
            -1516633.0417984638
        ],
        [
            1860.539772,
            1845.337723,
            15.202049,
            734.793427,
            2251.426468,
            -1516.633042
        ],
        [
            0.838364,
            0.831514,
            0.00685,
            0.095664,
            0.142384,
            0
        ],
        [
            184.793088,
            184.793088,
            184.793088,
            184.793088,
            184.793088,
            184.793088
        ],
        [
            -147428,
            -97217,
            -76643,
            -4574792,
            -2371026,
            -3046111
        ],
        [
            4.205435,
            7.635491,
            1.050283,
            1.053423,
            1.355824,
            0.795794
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            44.086022,
            47.826087,
            40.425532,
            44.086022,
            47.826087,
            40.425532
        ],
        [
            5.333722,
            8.329627,
            1.547785,
            1.336048,
            1.479081,
            1.172749
        ],
        [
            1750882,
            1750882,
            54516,
            3829987,
            3829987,
            1287102
        ],
        [
            -52918,
            -52918,
            -35127,
            -1686288,
            -1648009,
            -1686288
        ],
        [
            90,
            100,
            80,
            90,
            100,
            80
        ],
        [
            125,
            122,
            128,
            125,
            122,
            128
        ],
        [
            62,
            80,
            47,
            62,
            80,
            47
        ],
        [
            8410,
            4637,
            3773,
            8410,
            4637,
            3773
        ],
        [
            0,
            41.434683,
            0,
            0,
            41.434683,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            660947,
            773985,
            -517197,
            -230894,
            -2341,
            -582753
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8877,
    "evaluation_days": 2219.25,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572998400000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759465556623,
    "expiration_time": 1765201896000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 245,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 108,
            "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)