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Trade: CHZ/USDT/60/VWMA/KCU/6758

Strategy
CHZ/USDT/60/VWMA/KCU/6758
Pair
CHZ_USDT
Interval
1h
Score
431773
Daily Profit
0.152927
Profit Factor
1.516275
Profitability
73.737374
Streak
47.729978
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 23:31
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 159291.3618 93530.7729 65760.5889 35428.7837 -109265.0926 144693.8764
Total P&L (%) 159.2914 93.5308 65.7606 35.4288 -109.2651 144.6939
Avg Daily Profit (%) 0.1529 0.0898 0.0631 0.0291 0 0.0859
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89097 -78132 -18815 -342293 -328823 -23881
Profit Factor 1.5163 1.3747 2.1163 1.0476 0.8385 3.1501
Total Trades 99 49 50 99 49 50
Winning Trades 73 34 39 73 34 39
Losing Trades 26 15 11 26 15 11
Profitability (%) 73.7374 69.3878 78 73.7374 69.3878 78
Ratio Avg Win / Avg Loss 0.54 0.6065 0.5969 0.3731 0.3699 0.8885
Largest Winning Trade 33112 33112 13194 106161 106161 21929
Largest Losing Trade -68455 -68455 -18815 -308305 -308305 -23881
Avg Bars in Trades 237 443 36 237 443 36
Avg Bars in Winners 113 211 27 113 211 27
Avg Bars in Losers 585 967 65 585 967 65
Bars Traded 23528 21719 1809 23528 21719 1809
Profit Streak 47.73 47.73 75.105 47.73 47.73 75.105
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 431773 -71037 -282717 -321367 -577608 -250024

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": 1669215600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758918670152,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            159291.3617963787,
            93530.7729399645,
            65760.588856414,
            35428.783745066,
            -109265.0926451027,
            144693.8763901688
        ],
        [
            159.291362,
            93.530773,
            65.760589,
            35.428784,
            -109.265093,
            144.693876
        ],
        [
            0.152927,
            0.089794,
            0.063133,
            0.02912,
            0,
            0.085945
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89097,
            -78132,
            -18815,
            -342293,
            -328823,
            -23881
        ],
        [
            1.516275,
            1.374676,
            2.116311,
            1.047635,
            0.838475,
            3.150066
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            73,
            34,
            39,
            73,
            34,
            39
        ],
        [
            26,
            15,
            11,
            26,
            15,
            11
        ],
        [
            73.737374,
            69.387755,
            78,
            73.737374,
            69.387755,
            78
        ],
        [
            0.540043,
            0.606475,
            0.596908,
            0.37313,
            0.369915,
            0.88848
        ],
        [
            33112,
            33112,
            13194,
            106161,
            106161,
            21929
        ],
        [
            -68455,
            -68455,
            -18815,
            -308305,
            -308305,
            -23881
        ],
        [
            237,
            443,
            36,
            237,
            443,
            36
        ],
        [
            113,
            211,
            27,
            113,
            211,
            27
        ],
        [
            585,
            967,
            65,
            585,
            967,
            65
        ],
        [
            23528,
            21719,
            1809,
            23528,
            21719,
            1809
        ],
        [
            47.729978,
            47.729979,
            75.104979,
            47.729979,
            47.729979,
            75.104979
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431773,
            -71037,
            -282717,
            -321367,
            -577608,
            -250024
        ]
    ]
}
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": 1669215600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758918670152,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)