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Trade: CHZ/USDT/480/LINREG/VWMA/6969

Strategy
CHZ/USDT/480/LINREG/VWMA/6969
Pair
CHZ_USDT
Interval
8h
Score
450250
Daily Profit
0.392612
Profit Factor
3.466732
Profitability
48.387097
Streak
0.000000
Best Strategy
Training Data Length
2222.330000
Evaluation Time
2025-10-06 09:23
Expiration Time
2025-12-11 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 820229.7776 872512.6269 -52282.8493 -330635.3786 -222764.0585 -107871.3201
Total P&L (%) 820.2298 872.5126 -52.2828 -330.6354 -222.7641 -107.8713
Avg Daily Profit (%) 0.3691 0.3926 -0.0235 0 0 0
Buy And Hold Return (%) 294.0922 294.0922 294.0922 294.0922 294.0922 294.0922
Max Trade Drawdown -156578 -112273 -168749 -2729244 -1890319 -1103543
Profit Factor 2.1657 3.4667 0.8506 0.9363 0.9325 0.9428
Total Trades 63 31 32 63 31 32
Winning Trades 32 15 17 32 17 15
Losing Trades 31 16 15 31 14 17
Profitability (%) 50.7937 48.3871 53.125 50.7937 54.8387 46.875
Ratio Avg Win / Avg Loss 2.098 3.6978 0.7505 0.907 0.768 1.0685
Largest Winning Trade 609233 609233 50480 1209345 1209345 1018691
Largest Losing Trade -128647 -47672 -128647 -1277655 -1277655 -245022
Avg Bars in Trades 100 127 73 100 127 73
Avg Bars in Winners 112 145 83 90 117 59
Avg Bars in Losers 87 111 62 110 140 86
Bars Traded 6321 3962 2359 6321 3962 2359
Profit Streak 0 0 0 200.2665 328.9331 200.2665
Trades During Streak 0 0 0 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -140592 450250 -580405 -730236 -578805 -578997
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6667,
    "evaluation_days": 2222.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574582400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759731822337,
    "expiration_time": 1765469088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 95,
            "offset": 124
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "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": [
        [
            820229.7775801303,
            872512.6268994273,
            -52282.8493192968,
            -330635.3786430145,
            -222764.0584958356,
            -107871.3201471791
        ],
        [
            820.229778,
            872.512627,
            -52.282849,
            -330.635379,
            -222.764058,
            -107.87132
        ],
        [
            0.369085,
            0.392612,
            -0.023526,
            0,
            0,
            0
        ],
        [
            294.092219,
            294.092219,
            294.092219,
            294.092219,
            294.092219,
            294.092219
        ],
        [
            -156578,
            -112273,
            -168749,
            -2729244,
            -1890319,
            -1103543
        ],
        [
            2.165653,
            3.466732,
            0.850601,
            0.936273,
            0.932527,
            0.942828
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            32,
            15,
            17,
            32,
            17,
            15
        ],
        [
            31,
            16,
            15,
            31,
            14,
            17
        ],
        [
            50.793651,
            48.387097,
            53.125,
            50.793651,
            54.83871,
            46.875
        ],
        [
            2.097976,
            3.697847,
            0.75053,
            0.907014,
            0.767963,
            1.068538
        ],
        [
            609233,
            609233,
            50480,
            1209345,
            1209345,
            1018691
        ],
        [
            -128647,
            -47672,
            -128647,
            -1277655,
            -1277655,
            -245022
        ],
        [
            100,
            127,
            73,
            100,
            127,
            73
        ],
        [
            112,
            145,
            83,
            90,
            117,
            59
        ],
        [
            87,
            111,
            62,
            110,
            140,
            86
        ],
        [
            6321,
            3962,
            2359,
            6321,
            3962,
            2359
        ],
        [
            0,
            0,
            0,
            200.266462,
            328.933129,
            200.266462
        ],
        [
            0,
            0,
            0,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140592,
            450250,
            -580405,
            -730236,
            -578805,
            -578997
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6667,
    "evaluation_days": 2222.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574582400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759731822337,
    "expiration_time": 1765469088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 95,
            "offset": 124
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 239,
            "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)