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Trade: CHZ/USDT/480/VWMA/HMA/9113

Strategy
CHZ/USDT/480/VWMA/HMA/9113
Pair
CHZ_USDT
Interval
8h
Score
472432
Daily Profit
0.756058
Profit Factor
2.246495
Profitability
41.600000
Streak
0.000000
Best Strategy
Training Data Length
2212.330000
Evaluation Time
2025-09-26 08:42
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 1672649.1364 1487702.6342 184946.5022 27792654.1767 19328438.6499 8464215.5268
Total P&L (%) 1672.6491 1487.7026 184.9465 27792.6542 19328.4387 8464.2155
Avg Daily Profit (%) 0.7561 0.6725 0.0836 0.2549 0.2385 0.2014
Buy And Hold Return (%) 519.2999 519.2999 519.2999 519.2999 519.2999 519.2999
Max Trade Drawdown -111128 -90514 -96105 -74849266 -56857614 -41855448
Profit Factor 2.2465 3.355 1.2604 1.0916 1.1444 1.05
Total Trades 375 188 187 375 188 187
Winning Trades 156 70 86 156 70 86
Losing Trades 219 118 101 219 118 101
Profitability (%) 41.6 37.234 45.9893 41.6 37.234 45.9893
Ratio Avg Win / Avg Loss 3.1537 5.6556 1.4803 1.5325 1.9291 1.2331
Largest Winning Trade 1017891 1017891 46575 17646745 17646745 16376871
Largest Losing Trade -40576 -20918 -40576 -15512492 -12560887 -15512492
Avg Bars in Trades 17 16 18 17 16 18
Avg Bars in Winners 25 25 25 25 25 25
Avg Bars in Losers 11 11 12 11 11 12
Bars Traded 6592 3134 3458 6592 3134 3458
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 472432 396068 -248136 -111157 -56520 -158390

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": 1568390400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865358434,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 21,
            "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": [
        [
            1672649.136399107,
            1487702.6342058633,
            184946.5021932434,
            27792654.17669776,
            19328438.64991187,
            8464215.526785925
        ],
        [
            1672.649136,
            1487.702634,
            184.946502,
            27792.654177,
            19328.43865,
            8464.215527
        ],
        [
            0.756058,
            0.67246,
            0.083598,
            0.25485,
            0.238464,
            0.201356
        ],
        [
            519.299936,
            519.299936,
            519.299936,
            519.299936,
            519.299936,
            519.299936
        ],
        [
            -111128,
            -90514,
            -96105,
            -74849266,
            -56857614,
            -41855448
        ],
        [
            2.246495,
            3.35503,
            1.260426,
            1.091619,
            1.144352,
            1.049951
        ],
        [
            375,
            188,
            187,
            375,
            188,
            187
        ],
        [
            156,
            70,
            86,
            156,
            70,
            86
        ],
        [
            219,
            118,
            101,
            219,
            118,
            101
        ],
        [
            41.6,
            37.234043,
            45.989305,
            41.6,
            37.234043,
            45.989305
        ],
        [
            3.153734,
            5.655622,
            1.480268,
            1.532466,
            1.929051,
            1.233082
        ],
        [
            1017891,
            1017891,
            46575,
            17646745,
            17646745,
            16376871
        ],
        [
            -40576,
            -20918,
            -40576,
            -15512492,
            -12560887,
            -15512492
        ],
        [
            17,
            16,
            18,
            17,
            16,
            18
        ],
        [
            25,
            25,
            25,
            25,
            25,
            25
        ],
        [
            11,
            11,
            12,
            11,
            11,
            12
        ],
        [
            6592,
            3134,
            3458,
            6592,
            3134,
            3458
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            472432,
            396068,
            -248136,
            -111157,
            -56520,
            -158390
        ]
    ]
}
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": 1568390400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865358434,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 21,
            "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)