← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: CHZ/USDT/480/PWMA/MIDPRICE/4638

Strategy
CHZ/USDT/480/PWMA/MIDPRICE/4638
Pair
CHZ_USDT
Interval
8h
Score
421894
Daily Profit
0.350599
Profit Factor
2.922926
Profitability
45.652174
Streak
23.568869
Best Strategy
Training Data Length
2212.330000
Evaluation Time
2025-09-26 08:39
Expiration Time
2025-12-01 10:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 757647.0323 775640.9434 -17993.9111 120895.5711 153307.1401 -32411.569
Total P&L (%) 757.647 775.6409 -17.9939 120.8956 153.3071 -32.4116
Avg Daily Profit (%) 0.3425 0.3506 -0.0081 0.0358 0.042 -0.0177
Buy And Hold Return (%) 188.2445 188.2445 188.2445 188.2445 188.2445 188.2445
Max Trade Drawdown -213390 -142758 -135945 -1739185 -1566880 -528766
Profit Factor 2.0147 2.9229 0.9476 1.0314 1.0589 0.9739
Total Trades 92 46 46 92 46 46
Winning Trades 46 21 25 46 21 25
Losing Trades 46 25 21 46 25 21
Profitability (%) 50 45.6522 54.3478 50 45.6522 54.3478
Ratio Avg Win / Avg Loss 2.0147 3.4797 0.796 1.0314 1.2606 0.8181
Largest Winning Trade 531604 531604 48915 1249634 1249634 388888
Largest Losing Trade -54427 -54427 -40128 -572248 -572248 -269428
Avg Bars in Trades 69 96 43 69 96 43
Avg Bars in Winners 69 96 47 69 96 47
Avg Bars in Losers 69 95 38 69 95 38
Bars Traded 6419 4424 1995 6419 4424 1995
Profit Streak 21.2355 23.5689 0 21.2355 23.5689 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420498 421894 -580140 -495959 -459330 -580140

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6637,
    "evaluation_days": 2212.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573315200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865150263,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "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": [
        [
            757647.0322885495,
            775640.943400963,
            -17993.9111124132,
            120895.5711120378,
            153307.1400694913,
            -32411.5689574538
        ],
        [
            757.647032,
            775.640943,
            -17.993911,
            120.895571,
            153.30714,
            -32.411569
        ],
        [
            0.342466,
            0.350599,
            -0.008133,
            0.035829,
            0.04202,
            -0.017705
        ],
        [
            188.244526,
            188.244526,
            188.244526,
            188.244526,
            188.244526,
            188.244526
        ],
        [
            -213390,
            -142758,
            -135945,
            -1739185,
            -1566880,
            -528766
        ],
        [
            2.014703,
            2.922926,
            0.947586,
            1.031439,
            1.058933,
            0.973946
        ],
        [
            92,
            46,
            46,
            92,
            46,
            46
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            50,
            45.652174,
            54.347826,
            50,
            45.652174,
            54.347826
        ],
        [
            2.014703,
            3.479674,
            0.795972,
            1.031439,
            1.260635,
            0.818115
        ],
        [
            531604,
            531604,
            48915,
            1249634,
            1249634,
            388888
        ],
        [
            -54427,
            -54427,
            -40128,
            -572248,
            -572248,
            -269428
        ],
        [
            69,
            96,
            43,
            69,
            96,
            43
        ],
        [
            69,
            96,
            47,
            69,
            96,
            47
        ],
        [
            69,
            95,
            38,
            69,
            95,
            38
        ],
        [
            6419,
            4424,
            1995,
            6419,
            4424,
            1995
        ],
        [
            21.235535,
            23.568869,
            0,
            21.235535,
            23.568869,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420498,
            421894,
            -580140,
            -495959,
            -459330,
            -580140
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6637,
    "evaluation_days": 2212.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573315200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865150263,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 71,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "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)