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Trade: CHZ/USDT/60/ALMA/SINWMA/9706

Strategy
CHZ/USDT/60/ALMA/SINWMA/9706
Pair
CHZ_USDT
Interval
1h
Score
363389
Daily Profit
0.189793
Profit Factor
1.452637
Profitability
51.282051
Streak
17.620048
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-27 14:52
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 197692.2552 89111.0301 108581.2251 142682.3391 72246.7308 70435.6083
Total P&L (%) 197.6923 89.111 108.5812 142.6823 72.2467 70.4356
Avg Daily Profit (%) 0.1898 0.0856 0.1042 0.0852 0.0522 0.0512
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129707 -70438 -83409 -224732 -145930 -147004
Profit Factor 1.4526 1.3937 1.516 1.1924 1.1853 1.2004
Total Trades 117 58 59 117 58 59
Winning Trades 60 26 34 60 26 34
Losing Trades 57 32 25 57 32 25
Profitability (%) 51.2821 44.8276 57.6271 51.2821 44.8276 57.6271
Ratio Avg Win / Avg Loss 1.38 1.7153 1.1147 1.1328 1.4588 0.8826
Largest Winning Trade 85920 85920 54146 101677 101677 43483
Largest Losing Trade -34072 -34072 -20082 -57536 -57536 -42433
Avg Bars in Trades 211 190 231 211 190 231
Avg Bars in Winners 278 248 300 278 248 300
Avg Bars in Losers 141 143 137 141 143 137
Bars Traded 24729 11049 13680 24729 11049 13680
Profit Streak 17.62 22.5784 17.62 17.62 22.5784 17.62
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 363389 -258491 -227536 -86598 -321445 -301854
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669582800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758973972119,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 196,
            "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": [
        [
            197692.2552091753,
            89111.0301279757,
            108581.2250811997,
            142682.3390914825,
            72246.7307532022,
            70435.6083382803
        ],
        [
            197.692255,
            89.11103,
            108.581225,
            142.682339,
            72.246731,
            70.435608
        ],
        [
            0.189793,
            0.08555,
            0.104243,
            0.085152,
            0.052217,
            0.051201
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129707,
            -70438,
            -83409,
            -224732,
            -145930,
            -147004
        ],
        [
            1.452637,
            1.393695,
            1.516042,
            1.192414,
            1.185259,
            1.200351
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            60,
            26,
            34,
            60,
            26,
            34
        ],
        [
            57,
            32,
            25,
            57,
            32,
            25
        ],
        [
            51.282051,
            44.827586,
            57.627119,
            51.282051,
            44.827586,
            57.627119
        ],
        [
            1.380005,
            1.715317,
            1.114736,
            1.132793,
            1.45878,
            0.882611
        ],
        [
            85920,
            85920,
            54146,
            101677,
            101677,
            43483
        ],
        [
            -34072,
            -34072,
            -20082,
            -57536,
            -57536,
            -42433
        ],
        [
            211,
            190,
            231,
            211,
            190,
            231
        ],
        [
            278,
            248,
            300,
            278,
            248,
            300
        ],
        [
            141,
            143,
            137,
            141,
            143,
            137
        ],
        [
            24729,
            11049,
            13680,
            24729,
            11049,
            13680
        ],
        [
            17.620048,
            22.578381,
            17.620048,
            17.620048,
            22.578381,
            17.620048
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            363389,
            -258491,
            -227536,
            -86598,
            -321445,
            -301854
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669582800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758973972119,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 196,
            "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)