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Trade: CHZ/USDT/480/VWMA/RMA/6760

Strategy
CHZ/USDT/480/VWMA/RMA/6760
Pair
CHZ_USDT
Interval
8h
Score
477039
Daily Profit
1.039628
Profit Factor
10.329680
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
2212.330000
Evaluation Time
2025-09-26 10:37
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 2423783.5456 2300000.7347 123782.8109 10382554.3521 12474479.7048 -2091925.3527
Total P&L (%) 2423.7835 2300.0007 123.7828 10382.5544 12474.4797 -2091.9254
Avg Daily Profit (%) 1.0956 1.0396 0.056 0.2105 0.2188 0
Buy And Hold Return (%) 573.5088 573.5088 573.5088 573.5088 573.5088 573.5088
Max Trade Drawdown -106214 -81411 -62601 -20635342 -11855638 -14217488
Profit Factor 5.3879 10.3297 1.4047 1.1446 1.3834 0.9467
Total Trades 83 42 41 83 42 41
Winning Trades 29 14 15 29 14 15
Losing Trades 54 28 26 54 28 26
Profitability (%) 34.9398 33.3333 36.5854 34.9398 33.3333 36.5854
Ratio Avg Win / Avg Loss 10.0326 20.6594 2.4348 2.1314 2.7668 1.6409
Largest Winning Trade 2069222 2069222 52142 13333930 13333930 7222874
Largest Losing Trade -21114 -19378 -21114 -4855076 -2373959 -4855076
Avg Bars in Trades 78 65 91 78 65 91
Avg Bars in Winners 173 140 204 173 140 204
Avg Bars in Losers 27 27 26 27 27 26
Bars Traded 6503 2737 3766 6503 2737 3766
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 444474 477039 -287328 -59310 124718 -583181

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": 1571126400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758872253966,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 8,
            "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": [
        [
            2423783.545589949,
            2300000.7346935347,
            123782.8108964124,
            10382554.352148836,
            12474479.704828832,
            -2091925.3526799902
        ],
        [
            2423.783546,
            2300.000735,
            123.782811,
            10382.554352,
            12474.479705,
            -2091.925353
        ],
        [
            1.09558,
            1.039628,
            0.055951,
            0.210511,
            0.218753,
            0
        ],
        [
            573.508772,
            573.508772,
            573.508772,
            573.508772,
            573.508772,
            573.508772
        ],
        [
            -106214,
            -81411,
            -62601,
            -20635342,
            -11855638,
            -14217488
        ],
        [
            5.387891,
            10.32968,
            1.404711,
            1.144648,
            1.383388,
            0.94669
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            34.939759,
            33.333333,
            36.585366,
            34.939759,
            33.333333,
            36.585366
        ],
        [
            10.032625,
            20.659361,
            2.434832,
            2.131413,
            2.766775,
            1.640929
        ],
        [
            2069222,
            2069222,
            52142,
            13333930,
            13333930,
            7222874
        ],
        [
            -21114,
            -19378,
            -21114,
            -4855076,
            -2373959,
            -4855076
        ],
        [
            78,
            65,
            91,
            78,
            65,
            91
        ],
        [
            173,
            140,
            204,
            173,
            140,
            204
        ],
        [
            27,
            27,
            26,
            27,
            27,
            26
        ],
        [
            6503,
            2737,
            3766,
            6503,
            2737,
            3766
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            444474,
            477039,
            -287328,
            -59310,
            124718,
            -583181
        ]
    ]
}
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": 1571126400000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758872253966,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 119,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 8,
            "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)