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Trade: CHZ/USDT/720/JMA/FWMA/6326

Strategy
CHZ/USDT/720/JMA/FWMA/6326
Pair
CHZ_USDT
Interval
12h
Score
329371
Daily Profit
1.123162
Profit Factor
4.343595
Profitability
29.059829
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-28 09:08
Expiration Time
2025-11-29 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2483310.1877 2429037.4174 54272.7702 1928648.1223 2463143.0523 -534494.9301
Total P&L (%) 2483.3102 2429.0374 54.2728 1928.6481 2463.1431 -534.4949
Avg Daily Profit (%) 1.1232 1.0986 0.0245 0.1362 0.1468 0
Buy And Hold Return (%) 263.9048 263.9048 263.9048 263.9048 263.9048 263.9048
Max Trade Drawdown -140302 -95979 -108689 -3939499 -2803198 -2936450
Profit Factor 4.3436 7.222 1.154 1.1377 1.3148 0.9135
Total Trades 117 59 58 117 59 58
Winning Trades 34 18 16 34 18 16
Losing Trades 83 41 42 83 41 42
Profitability (%) 29.0598 30.5085 27.5862 29.0598 30.5085 27.5862
Ratio Avg Win / Avg Loss 10.6035 16.4501 3.0294 2.7773 2.9949 2.398
Largest Winning Trade 2263118 2263118 58386 4210667 4210667 1367055
Largest Losing Trade -51835 -31986 -51835 -1373921 -1016904 -1373921
Avg Bars in Trades 35 32 37 35 32 37
Avg Bars in Winners 76 71 83 76 71 83
Avg Bars in Losers 18 15 20 18 15 20
Bars Traded 4115 1926 2188 4115 1926 2188
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 329371 -162584 -574567 -90299 -179882 -776749
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039700210,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 84,
            "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": [
        [
            2483310.1876820885,
            2429037.4174423446,
            54272.7702397441,
            1928648.1222582608,
            2463143.052330373,
            -534494.9300721121
        ],
        [
            2483.310188,
            2429.037417,
            54.27277,
            1928.648122,
            2463.143052,
            -534.49493
        ],
        [
            1.123162,
            1.098615,
            0.024547,
            0.136228,
            0.14682,
            0
        ],
        [
            263.904796,
            263.904796,
            263.904796,
            263.904796,
            263.904796,
            263.904796
        ],
        [
            -140302,
            -95979,
            -108689,
            -3939499,
            -2803198,
            -2936450
        ],
        [
            4.343595,
            7.222,
            1.154048,
            1.137709,
            1.314819,
            0.91353
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            83,
            41,
            42,
            83,
            41,
            42
        ],
        [
            29.059829,
            30.508475,
            27.586207,
            29.059829,
            30.508475,
            27.586207
        ],
        [
            10.603482,
            16.450111,
            3.029375,
            2.777348,
            2.994866,
            2.398016
        ],
        [
            2263118,
            2263118,
            58386,
            4210667,
            4210667,
            1367055
        ],
        [
            -51835,
            -31986,
            -51835,
            -1373921,
            -1016904,
            -1373921
        ],
        [
            35,
            32,
            37,
            35,
            32,
            37
        ],
        [
            76,
            71,
            83,
            76,
            71,
            83
        ],
        [
            18,
            15,
            20,
            18,
            15,
            20
        ],
        [
            4115,
            1926,
            2188,
            4115,
            1926,
            2188
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            329371,
            -162584,
            -574567,
            -90299,
            -179882,
            -776749
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575331200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039700210,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 84,
            "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)