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Trade: CHZ/USDT/60/PWMA/DCM/5477

Strategy
CHZ/USDT/60/PWMA/DCM/5477
Pair
CHZ_USDT
Interval
1h
Score
324211
Daily Profit
0.205688
Profit Factor
1.405156
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-04 12:59
Expiration Time
2025-12-18 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 214258.8945 97007.8864 117251.0081 290643.8806 14413.9569 276229.9237
Total P&L (%) 214.2589 97.0079 117.251 290.6439 14.414 276.2299
Avg Daily Profit (%) 0.2057 0.0931 0.1126 0.1309 0.0129 0.1273
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96465 -93034 -39413 -529761 -497554 -109000
Profit Factor 1.4052 1.3459 1.4721 1.2026 1.017 1.4698
Total Trades 242 121 121 242 121 121
Winning Trades 110 53 57 110 53 57
Losing Trades 132 68 64 132 68 64
Profitability (%) 45.4545 43.8017 47.1074 45.4545 43.8017 47.1074
Ratio Avg Win / Avg Loss 1.6862 1.7268 1.6528 1.4432 1.3049 1.6503
Largest Winning Trade 68686 68686 35442 266654 266654 100869
Largest Losing Trade -20869 -12430 -20869 -75295 -75295 -55790
Avg Bars in Trades 100 93 107 100 93 107
Avg Bars in Winners 132 135 130 132 135 130
Avg Bars in Losers 73 60 87 73 60 87
Bars Traded 24255 11264 12991 24255 11264 12991
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 324211 -69804 -41836 -19289 -408459 -22220
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669568400000,
    "first_datapoint_time": 1670439600000,
    "last_datapoint_time": 1759568400000,
    "evaluation_time": 1759571984643,
    "expiration_time": 1766048400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 117,
            "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": [
        [
            214258.8944952857,
            97007.8863642219,
            117251.0081310639,
            290643.8806163324,
            14413.9569049785,
            276229.9237113539
        ],
        [
            214.258894,
            97.007886,
            117.251008,
            290.643881,
            14.413957,
            276.229924
        ],
        [
            0.205688,
            0.093127,
            0.112561,
            0.130897,
            0.012927,
            0.127283
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96465,
            -93034,
            -39413,
            -529761,
            -497554,
            -109000
        ],
        [
            1.405156,
            1.345896,
            1.472068,
            1.202645,
            1.017033,
            1.469758
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            110,
            53,
            57,
            110,
            53,
            57
        ],
        [
            132,
            68,
            64,
            132,
            68,
            64
        ],
        [
            45.454545,
            43.801653,
            47.107438,
            45.454545,
            43.801653,
            47.107438
        ],
        [
            1.686187,
            1.72681,
            1.652849,
            1.443174,
            1.304873,
            1.650254
        ],
        [
            68686,
            68686,
            35442,
            266654,
            266654,
            100869
        ],
        [
            -20869,
            -12430,
            -20869,
            -75295,
            -75295,
            -55790
        ],
        [
            100,
            93,
            107,
            100,
            93,
            107
        ],
        [
            132,
            135,
            130,
            132,
            135,
            130
        ],
        [
            73,
            60,
            87,
            73,
            60,
            87
        ],
        [
            24255,
            11264,
            12991,
            24255,
            11264,
            12991
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324211,
            -69804,
            -41836,
            -19289,
            -408459,
            -22220
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1669568400000,
    "first_datapoint_time": 1670439600000,
    "last_datapoint_time": 1759568400000,
    "evaluation_time": 1759571984643,
    "expiration_time": 1766048400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 117,
            "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)