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Trade: CHZ/USDT/480/VWAP/SWMA/5438

Strategy
CHZ/USDT/480/VWAP/SWMA/5438
Pair
CHZ_USDT
Interval
8h
Score
652912
Daily Profit
1.002034
Profit Factor
9.082747
Profitability
40.476190
Streak
4.158129
Best Strategy
Training Data Length
2219.330000
Evaluation Time
2025-10-03 06:47
Expiration Time
2025-12-08 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2067775.9679 2223843.7659 -156067.798 -91910.7607 28590.6179 -120501.3786
Total P&L (%) 2067.776 2223.8438 -156.0678 -91.9108 28.5906 -120.5014
Avg Daily Profit (%) 0.9317 1.002 -0.0703 -0.1132 0.0113 0
Buy And Hold Return (%) 301.2542 301.2542 301.2542 301.2542 301.2542 301.2542
Max Trade Drawdown -220259 -114491 -251348 -103911 -30501 -130304
Profit Factor 4.0056 9.0827 0.622 0.5513 1.5943 0.2311
Total Trades 84 42 42 84 42 42
Winning Trades 37 17 20 37 17 20
Losing Trades 47 25 22 47 25 22
Profitability (%) 44.0476 40.4762 47.619 44.0476 40.4762 47.619
Ratio Avg Win / Avg Loss 5.0882 13.357 0.6842 0.7003 2.3446 0.2542
Largest Winning Trade 2354704 2354704 45309 55347 55347 11305
Largest Losing Trade -85374 -44550 -85374 -89481 -9345 -89481
Avg Bars in Trades 74 71 78 74 71 78
Avg Bars in Winners 98 102 95 98 102 95
Avg Bars in Losers 56 50 62 56 50 62
Bars Traded 6291 3007 3284 6291 3007 3284
Profit Streak 3.4915 4.1581 0 3.4915 4.1581 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 629132 652912 -581660 -583557 -344215 -581660
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6658,
    "evaluation_days": 2219.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574380800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759463262364,
    "expiration_time": 1765202112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 231
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 120,
            "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": [
        [
            2067775.9678906393,
            2223843.765853581,
            -156067.7979629407,
            -91910.7606579755,
            28590.617931079,
            -120501.3785890546
        ],
        [
            2067.775968,
            2223.843766,
            -156.067798,
            -91.910761,
            28.590618,
            -120.501379
        ],
        [
            0.931712,
            1.002034,
            -0.070322,
            -0.113242,
            0.011331,
            0
        ],
        [
            301.254195,
            301.254195,
            301.254195,
            301.254195,
            301.254195,
            301.254195
        ],
        [
            -220259,
            -114491,
            -251348,
            -103911,
            -30501,
            -130304
        ],
        [
            4.005575,
            9.082747,
            0.621971,
            0.551263,
            1.594295,
            0.231067
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            47,
            25,
            22,
            47,
            25,
            22
        ],
        [
            44.047619,
            40.47619,
            47.619048,
            44.047619,
            40.47619,
            47.619048
        ],
        [
            5.088162,
            13.356981,
            0.684168,
            0.700253,
            2.344551,
            0.254174
        ],
        [
            2354704,
            2354704,
            45309,
            55347,
            55347,
            11305
        ],
        [
            -85374,
            -44550,
            -85374,
            -89481,
            -9345,
            -89481
        ],
        [
            74,
            71,
            78,
            74,
            71,
            78
        ],
        [
            98,
            102,
            95,
            98,
            102,
            95
        ],
        [
            56,
            50,
            62,
            56,
            50,
            62
        ],
        [
            6291,
            3007,
            3284,
            6291,
            3007,
            3284
        ],
        [
            3.491462,
            4.158129,
            0,
            3.491463,
            4.158129,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            629132,
            652912,
            -581660,
            -583557,
            -344215,
            -581660
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6658,
    "evaluation_days": 2219.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574380800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759463262364,
    "expiration_time": 1765202112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 231
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 120,
            "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)