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

Trade: CHZ/USDT/480/VWAP/ALMA/2731

Strategy
CHZ/USDT/480/VWAP/ALMA/2731
Pair
CHZ_USDT
Interval
8h
Score
347090
Daily Profit
0.190961
Profit Factor
2.805199
Profitability
40.540541
Streak
0.000000
Best Strategy
Training Data Length
2222.670000
Evaluation Time
2025-10-06 19:10
Expiration Time
2025-12-12 02:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -4374856.5249 -38325.5942 -4336530.9307 -625127.7763 6843516.521 -7468644.2973
Total P&L (%) -4374.8565 -38.3256 -4336.5309 -625.1278 6843.5165 -7468.6443
Avg Daily Profit (%) -1.9683 -0.0172 -1.951 0 0.191 0
Buy And Hold Return (%) 183.4218 183.4218 183.4218 183.4218 183.4218 183.4218
Max Trade Drawdown -4551839 -151145 -4415174 -8555587 -2386886 -9633467
Profit Factor 0.1037 0.8701 0.0544 0.9583 2.8052 0.334
Total Trades 73 37 36 73 37 36
Winning Trades 57 27 30 24 15 9
Losing Trades 16 10 6 49 22 27
Profitability (%) 78.0822 72.973 83.3333 32.8767 40.5405 25
Ratio Avg Win / Avg Loss 0.0291 0.3223 0.0109 1.9566 4.1143 1.002
Largest Winning Trade 34266 34266 25184 3003225 3003225 2583385
Largest Losing Trade -4366477 -45073 -4366477 -7103098 -1573012 -7103098
Avg Bars in Trades 87 92 81 87 92 81
Avg Bars in Winners 40 38 41 153 168 128
Avg Bars in Losers 253 237 280 54 40 65
Bars Traded 6364 3424 2940 6364 3424 2940
Profit Streak 150.6742 150.6742 270.6742 0 0 0
Trades During Streak 16 8 9 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -651436 -576290 -575083 -660936 347090 -608928
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6668,
    "evaluation_days": 2222.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573027200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759767051241,
    "expiration_time": 1765498752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 185,
            "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": [
        [
            -4374856.524880494,
            -38325.5941628664,
            -4336530.9307176275,
            -625127.7762800573,
            6843516.521037993,
            -7468644.29731805
        ],
        [
            -4374.856525,
            -38.325594,
            -4336.530931,
            -625.127776,
            6843.516521,
            -7468.644297
        ],
        [
            -1.968289,
            -0.017243,
            -1.951046,
            0,
            0.190961,
            0
        ],
        [
            183.421776,
            183.421776,
            183.421776,
            183.421776,
            183.421776,
            183.421776
        ],
        [
            -4551839,
            -151145,
            -4415174,
            -8555587,
            -2386886,
            -9633467
        ],
        [
            0.103709,
            0.870097,
            0.054405,
            0.958338,
            2.805199,
            0.333984
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            57,
            27,
            30,
            24,
            15,
            9
        ],
        [
            16,
            10,
            6,
            49,
            22,
            27
        ],
        [
            78.082192,
            72.972973,
            83.333333,
            32.876712,
            40.540541,
            25
        ],
        [
            0.029111,
            0.322258,
            0.010881,
            1.956608,
            4.114292,
            1.001952
        ],
        [
            34266,
            34266,
            25184,
            3003225,
            3003225,
            2583385
        ],
        [
            -4366477,
            -45073,
            -4366477,
            -7103098,
            -1573012,
            -7103098
        ],
        [
            87,
            92,
            81,
            87,
            92,
            81
        ],
        [
            40,
            38,
            41,
            153,
            168,
            128
        ],
        [
            253,
            237,
            280,
            54,
            40,
            65
        ],
        [
            6364,
            3424,
            2940,
            6364,
            3424,
            2940
        ],
        [
            150.674204,
            150.674204,
            270.674204,
            0,
            0,
            0
        ],
        [
            16,
            8,
            9,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -651436,
            -576290,
            -575083,
            -660936,
            347090,
            -608928
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6668,
    "evaluation_days": 2222.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573027200000,
    "last_datapoint_time": 1759737600000,
    "evaluation_time": 1759767051241,
    "expiration_time": 1765498752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 185,
            "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)