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Trade: CHZ/USDT/720/DCL/VWMA/3712

Strategy
CHZ/USDT/720/DCL/VWMA/3712
Pair
CHZ_USDT
Interval
12h
Score
854321
Daily Profit
2.300569
Profit Factor
13.568810
Profitability
51.219512
Streak
28.140849
Best Strategy
Training Data Length
2227.000000
Evaluation Time
2025-10-10 18:22
Expiration Time
2025-12-16 09:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 5153660.4594 5123366.3614 30294.098 1394631.0956 -994571.9642 2389203.0597
Total P&L (%) 5153.6605 5123.3664 30.2941 1394.6311 -994.572 2389.2031
Avg Daily Profit (%) 2.3142 2.3006 0.0136 0.1215 0 0.1444
Buy And Hold Return (%) 564.5499 564.5499 564.5499 564.5499 564.5499 564.5499
Max Trade Drawdown -97956 -96012 -34048 -5213839 -6159646 -1640494
Profit Factor 10.4346 13.5688 1.2185 1.0726 0.9383 1.7693
Total Trades 83 41 42 83 41 42
Winning Trades 44 21 23 44 21 23
Losing Trades 39 20 19 39 20 19
Profitability (%) 53.012 51.2195 54.7619 53.012 51.2195 54.7619
Ratio Avg Win / Avg Loss 9.2489 12.9227 1.0066 0.9507 0.8936 1.4616
Largest Winning Trade 5070207 5070207 18859 4803098 4803098 689305
Largest Losing Trade -60906 -60906 -31275 -3258753 -3258753 -1113340
Avg Bars in Trades 52 102 4 52 102 4
Avg Bars in Winners 34 67 4 34 67 4
Avg Bars in Losers 73 138 4 73 138 4
Bars Traded 4375 4195 180 4375 4195 180
Profit Streak 28.1408 28.1408 58.1408 28.1408 28.1408 58.1408
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 849110 854321 -338943 -175920 -580043 84757
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4454,
    "evaluation_days": 2227,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568980800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760109769360,
    "expiration_time": 1765869984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "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": [
        [
            5153660.459415709,
            5123366.36141481,
            30294.0980008988,
            1394631.0955739438,
            -994571.9641588259,
            2389203.0597327705
        ],
        [
            5153.660459,
            5123.366361,
            30.294098,
            1394.631096,
            -994.571964,
            2389.20306
        ],
        [
            2.314172,
            2.300569,
            0.013603,
            0.121514,
            0,
            0.144449
        ],
        [
            564.549929,
            564.549929,
            564.549929,
            564.549929,
            564.549929,
            564.549929
        ],
        [
            -97956,
            -96012,
            -34048,
            -5213839,
            -6159646,
            -1640494
        ],
        [
            10.434638,
            13.56881,
            1.218535,
            1.072564,
            0.938278,
            1.76931
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            53.012048,
            51.219512,
            54.761905,
            53.012048,
            51.219512,
            54.761905
        ],
        [
            9.248884,
            12.922676,
            1.006616,
            0.950682,
            0.893598,
            1.461604
        ],
        [
            5070207,
            5070207,
            18859,
            4803098,
            4803098,
            689305
        ],
        [
            -60906,
            -60906,
            -31275,
            -3258753,
            -3258753,
            -1113340
        ],
        [
            52,
            102,
            4,
            52,
            102,
            4
        ],
        [
            34,
            67,
            4,
            34,
            67,
            4
        ],
        [
            73,
            138,
            4,
            73,
            138,
            4
        ],
        [
            4375,
            4195,
            180,
            4375,
            4195,
            180
        ],
        [
            28.140849,
            28.140849,
            58.140849,
            28.140849,
            28.140849,
            58.140849
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            849110,
            854321,
            -338943,
            -175920,
            -580043,
            84757
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4454,
    "evaluation_days": 2227,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568980800000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760109769360,
    "expiration_time": 1765869984000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 9,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 30,
            "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)