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Trade: CHZ/USDT/720/BBU/VWAP/5394

Strategy
CHZ/USDT/720/BBU/VWAP/5394
Pair
CHZ_USDT
Interval
12h
Score
339288
Daily Profit
0.307692
Profit Factor
5.368283
Profitability
36.956522
Streak
74.263682
Best Strategy
Training Data Length
2217.000000
Evaluation Time
2025-09-30 21:19
Expiration Time
2025-12-06 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 539541.3878 682152.3615 -142610.9737 -62012.9969 387117.2482 -449130.2452
Total P&L (%) 539.5414 682.1524 -142.611 -62.013 387.1172 -449.1302
Avg Daily Profit (%) 0.2434 0.3077 -0.0643 -0.0437 0.0714 0
Buy And Hold Return (%) 258.8565 258.8565 258.8565 258.8565 258.8565 258.8565
Max Trade Drawdown -214145 -97761 -267501 -460191 -152347 -557100
Profit Factor 1.7076 5.3683 0.7648 0.9531 2.6183 0.5854
Total Trades 91 46 45 91 46 45
Winning Trades 27 17 10 27 17 10
Losing Trades 64 29 35 64 29 35
Profitability (%) 29.6703 36.9565 22.2222 29.6703 36.9565 22.2222
Ratio Avg Win / Avg Loss 4.0476 9.1577 2.6768 2.2592 4.4665 2.0488
Largest Winning Trade 622084 622084 65672 363742 363742 137097
Largest Losing Trade -51538 -16665 -51538 -169336 -43532 -169336
Avg Bars in Trades 45 6 86 45 6 86
Avg Bars in Winners 112 12 284 112 12 284
Avg Bars in Losers 17 3 29 17 3 29
Bars Traded 4178 301 3877 4178 301 3877
Profit Streak 72.7637 74.2637 0 72.7637 74.2637 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3112 339288 -620269 -586430 -108344 -620269
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4434,
    "evaluation_days": 2217,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572048000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759256382125,
    "expiration_time": 1764980064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 160,
            "offset": 0,
            "std": 2.40665
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            539541.3878071496,
            682152.361469688,
            -142610.9736625389,
            -62012.9969174574,
            387117.2482447915,
            -449130.2451622492
        ],
        [
            539.541388,
            682.152361,
            -142.610974,
            -62.012997,
            387.117248,
            -449.130245
        ],
        [
            0.243366,
            0.307692,
            -0.064326,
            -0.04365,
            0.071443,
            0
        ],
        [
            258.856513,
            258.856513,
            258.856513,
            258.856513,
            258.856513,
            258.856513
        ],
        [
            -214145,
            -97761,
            -267501,
            -460191,
            -152347,
            -557100
        ],
        [
            1.707594,
            5.368283,
            0.764801,
            0.953106,
            2.618278,
            0.585361
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            27,
            17,
            10,
            27,
            17,
            10
        ],
        [
            64,
            29,
            35,
            64,
            29,
            35
        ],
        [
            29.67033,
            36.956522,
            22.222222,
            29.67033,
            36.956522,
            22.222222
        ],
        [
            4.04763,
            9.15766,
            2.676803,
            2.259214,
            4.466475,
            2.048765
        ],
        [
            622084,
            622084,
            65672,
            363742,
            363742,
            137097
        ],
        [
            -51538,
            -16665,
            -51538,
            -169336,
            -43532,
            -169336
        ],
        [
            45,
            6,
            86,
            45,
            6,
            86
        ],
        [
            112,
            12,
            284,
            112,
            12,
            284
        ],
        [
            17,
            3,
            29,
            17,
            3,
            29
        ],
        [
            4178,
            301,
            3877,
            4178,
            301,
            3877
        ],
        [
            72.763682,
            74.263682,
            0,
            72.763682,
            74.263682,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3112,
            339288,
            -620269,
            -586430,
            -108344,
            -620269
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4434,
    "evaluation_days": 2217,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572048000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759256382125,
    "expiration_time": 1764980064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 160,
            "offset": 0,
            "std": 2.40665
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)