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Trade: CHZ/USDT/480/HILO/VWAP/5304

Strategy
CHZ/USDT/480/HILO/VWAP/5304
Pair
CHZ_USDT
Interval
8h
Score
387279
Daily Profit
0.698897
Profit Factor
2.296484
Profitability
37.321937
Streak
0.000000
Best Strategy
Training Data Length
2211.670000
Evaluation Time
2025-09-25 20:55
Expiration Time
2025-11-30 18:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1545730.2566 1346467.7768 199262.4798 39306705.952 1342654.8738 37964051.0782
Total P&L (%) 1545.7303 1346.4678 199.2625 39306.706 1342.6549 37964.0511
Avg Daily Profit (%) 0.6989 0.6088 0.0901 0.2706 0.1208 0.269
Buy And Hold Return (%) 512.9133 512.9133 512.9133 512.9133 512.9133 512.9133
Max Trade Drawdown -87363 -74111 -108556 -62736186 -56343642 -23048798
Profit Factor 2.2965 3.3623 1.3202 1.1628 1.0101 1.3519
Total Trades 351 176 175 351 176 175
Winning Trades 131 65 66 131 65 66
Losing Trades 220 111 109 220 111 109
Profitability (%) 37.3219 36.9318 37.7143 37.3219 36.9318 37.7143
Ratio Avg Win / Avg Loss 3.8567 5.7417 2.1804 1.9528 1.7249 2.2327
Largest Winning Trade 855478 855478 51504 31204757 31204757 12554542
Largest Losing Trade -36695 -11989 -36695 -8879725 -8879725 -6647136
Avg Bars in Trades 18 20 17 18 20 17
Avg Bars in Winners 33 36 30 33 36 30
Avg Bars in Losers 9 10 9 9 10 9
Bars Traded 6594 3558 3037 6594 3558 3037
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 387279 362826 -241276 -34480 -247627 216031

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6635,
    "evaluation_days": 2211.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568332800000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758822927988,
    "expiration_time": 1764519840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1545730.2566389518,
            1346467.7768251924,
            199262.4798137608,
            39306705.95198116,
            1342654.8737581787,
            37964051.07822292
        ],
        [
            1545.730257,
            1346.467777,
            199.26248,
            39306.705952,
            1342.654874,
            37964.051078
        ],
        [
            0.698897,
            0.608801,
            0.090096,
            0.270592,
            0.120754,
            0.26902
        ],
        [
            512.913336,
            512.913336,
            512.913336,
            512.913336,
            512.913336,
            512.913336
        ],
        [
            -87363,
            -74111,
            -108556,
            -62736186,
            -56343642,
            -23048798
        ],
        [
            2.296484,
            3.362254,
            1.320227,
            1.162829,
            1.010056,
            1.351904
        ],
        [
            351,
            176,
            175,
            351,
            176,
            175
        ],
        [
            131,
            65,
            66,
            131,
            65,
            66
        ],
        [
            220,
            111,
            109,
            220,
            111,
            109
        ],
        [
            37.321937,
            36.931818,
            37.714286,
            37.321937,
            36.931818,
            37.714286
        ],
        [
            3.856691,
            5.741696,
            2.180374,
            1.952842,
            1.724865,
            2.23269
        ],
        [
            855478,
            855478,
            51504,
            31204757,
            31204757,
            12554542
        ],
        [
            -36695,
            -11989,
            -36695,
            -8879725,
            -8879725,
            -6647136
        ],
        [
            18,
            20,
            17,
            18,
            20,
            17
        ],
        [
            33,
            36,
            30,
            33,
            36,
            30
        ],
        [
            9,
            10,
            9,
            9,
            10,
            9
        ],
        [
            6594,
            3558,
            3037,
            6594,
            3558,
            3037
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            387279,
            362826,
            -241276,
            -34480,
            -247627,
            216031
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6635,
    "evaluation_days": 2211.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568332800000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758822927988,
    "expiration_time": 1764519840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)