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Trade: CHZ/USDT/480/VWMA/JMA/9753

Strategy
CHZ/USDT/480/VWMA/JMA/9753
Pair
CHZ_USDT
Interval
8h
Score
595927
Daily Profit
1.266067
Profit Factor
4.543314
Profitability
44.525547
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 2800956.9539 2674841.3106 126115.6433 12286715.8746 5770416.6267 6516299.2478
Total P&L (%) 2800.957 2674.8413 126.1156 12286.7159 5770.4166 6516.2992
Avg Daily Profit (%) 1.2661 1.2091 0.057 0.2181 0.1843 0.1897
Buy And Hold Return (%) 811.8203 811.8203 811.8203 811.8203 811.8203 811.8203
Max Trade Drawdown -148108 -71542 -115328 -24651980 -13125197 -18055150
Profit Factor 4.5433 8.1665 1.3023 1.1518 1.1294 1.1791
Total Trades 137 69 68 137 69 68
Winning Trades 61 31 30 61 31 30
Losing Trades 76 38 38 76 38 38
Profitability (%) 44.5255 44.9275 44.1176 44.5255 44.9275 44.1176
Ratio Avg Win / Avg Loss 5.6605 10.0105 1.6495 1.435 1.3845 1.4936
Largest Winning Trade 2329114 2329114 51765 15614423 15614423 8591257
Largest Losing Trade -59664 -35298 -59664 -6921265 -5006382 -6921265
Avg Bars in Trades 47 39 55 47 39 55
Avg Bars in Winners 74 56 93 74 56 93
Avg Bars in Losers 25 26 25 25 26 25
Bars Traded 6520 2758 3762 6520 2758 3762
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 595927 -84730 -393113 -47163 -174190 -127264

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": 1569369600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865359364,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 31,
            "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": [
        [
            2800956.9539226852,
            2674841.3106094166,
            126115.6433132681,
            12286715.87455038,
            5770416.62670154,
            6516299.247848833
        ],
        [
            2800.956954,
            2674.841311,
            126.115643,
            12286.715875,
            5770.416627,
            6516.299248
        ],
        [
            1.266067,
            1.209061,
            0.057006,
            0.218072,
            0.184252,
            0.189669
        ],
        [
            811.820331,
            811.820331,
            811.820331,
            811.820331,
            811.820331,
            811.820331
        ],
        [
            -148108,
            -71542,
            -115328,
            -24651980,
            -13125197,
            -18055150
        ],
        [
            4.543314,
            8.166464,
            1.302257,
            1.151762,
            1.129422,
            1.179145
        ],
        [
            137,
            69,
            68,
            137,
            69,
            68
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            44.525547,
            44.927536,
            44.117647,
            44.525547,
            44.927536,
            44.117647
        ],
        [
            5.660522,
            10.010505,
            1.649525,
            1.434982,
            1.384453,
            1.493583
        ],
        [
            2329114,
            2329114,
            51765,
            15614423,
            15614423,
            8591257
        ],
        [
            -59664,
            -35298,
            -59664,
            -6921265,
            -5006382,
            -6921265
        ],
        [
            47,
            39,
            55,
            47,
            39,
            55
        ],
        [
            74,
            56,
            93,
            74,
            56,
            93
        ],
        [
            25,
            26,
            25,
            25,
            26,
            25
        ],
        [
            6520,
            2758,
            3762,
            6520,
            2758,
            3762
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            595927,
            -84730,
            -393113,
            -47163,
            -174190,
            -127264
        ]
    ]
}
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": 1569369600000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865359364,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 31,
            "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)