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Trade: CHZ/USDT/480/VWAP/ALMA/6296

Strategy
CHZ/USDT/480/VWAP/ALMA/6296
Pair
CHZ_USDT
Interval
8h
Score
415636
Daily Profit
0.171724
Profit Factor
3.905421
Profitability
41.666667
Streak
0.000000
Best Strategy
Training Data Length
2211.330000
Evaluation Time
2025-09-25 10:58
Expiration Time
2025-11-30 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -4444130.9695 -74193.6286 -4369937.3408 -382442.5413 4343971.8081 -4726414.3493
Total P&L (%) -4444.131 -74.1936 -4369.9373 -382.4425 4343.9718 -4726.4143
Avg Daily Profit (%) -2.0097 -0.0336 -1.9762 0 0.1717 0
Buy And Hold Return (%) 118.3717 118.3717 118.3717 118.3717 118.3717 118.3717
Max Trade Drawdown -4575744 -159261 -4452994 -5046775 -732373 -5529269
Profit Factor 0.0931 0.7519 0.0502 0.9522 3.9054 0.2733
Total Trades 72 36 36 72 36 36
Winning Trades 53 26 27 27 15 12
Losing Trades 19 10 9 45 21 24
Profitability (%) 73.6111 72.2222 75 37.5 41.6667 33.3333
Ratio Avg Win / Avg Loss 0.0334 0.2892 0.0167 1.587 5.4676 0.5465
Largest Winning Trade 28697 28697 25184 2301571 2301571 1058267
Largest Losing Trade -4375679 -46974 -4375679 -5014252 -732373 -5014252
Avg Bars in Trades 88 94 81 88 94 81
Avg Bars in Winners 38 39 37 146 170 117
Avg Bars in Losers 227 238 214 52 40 63
Bars Traded 6339 3405 2934 6339 3405 2934
Profit Streak 139.3322 139.3322 260.3322 0 0 0
Trades During Streak 15 7 8 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -659526 -576420 -576075 -666638 415636 -587261

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6634,
    "evaluation_days": 2211.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572854400000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758787098725,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 179,
            "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": [
        [
            -4444130.969451136,
            -74193.6286235655,
            -4369937.3408275675,
            -382442.5412597661,
            4343971.808065013,
            -4726414.349324782
        ],
        [
            -4444.130969,
            -74.193629,
            -4369.937341,
            -382.442541,
            4343.971808,
            -4726.414349
        ],
        [
            -2.00971,
            -0.033552,
            -1.976158,
            0,
            0.171724,
            0
        ],
        [
            118.371746,
            118.371746,
            118.371746,
            118.371746,
            118.371746,
            118.371746
        ],
        [
            -4575744,
            -159261,
            -4452994,
            -5046775,
            -732373,
            -5529269
        ],
        [
            0.093052,
            0.751897,
            0.050231,
            0.952186,
            3.905421,
            0.273251
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            53,
            26,
            27,
            27,
            15,
            12
        ],
        [
            19,
            10,
            9,
            45,
            21,
            24
        ],
        [
            73.611111,
            72.222222,
            75,
            37.5,
            41.666667,
            33.333333
        ],
        [
            0.033358,
            0.289191,
            0.016744,
            1.586977,
            5.46759,
            0.546502
        ],
        [
            28697,
            28697,
            25184,
            2301571,
            2301571,
            1058267
        ],
        [
            -4375679,
            -46974,
            -4375679,
            -5014252,
            -732373,
            -5014252
        ],
        [
            88,
            94,
            81,
            88,
            94,
            81
        ],
        [
            38,
            39,
            37,
            146,
            170,
            117
        ],
        [
            227,
            238,
            214,
            52,
            40,
            63
        ],
        [
            6339,
            3405,
            2934,
            6339,
            3405,
            2934
        ],
        [
            139.332161,
            139.332161,
            260.332161,
            0,
            0,
            0
        ],
        [
            15,
            7,
            8,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -659526,
            -576420,
            -576075,
            -666638,
            415636,
            -587261
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6634,
    "evaluation_days": 2211.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572854400000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758787098725,
    "expiration_time": 1764490176000,
    "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": 179,
            "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)