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Trade: CHZ/USDT/720/LINREG/FWMA/6103

Strategy
CHZ/USDT/720/LINREG/FWMA/6103
Pair
CHZ_USDT
Interval
12h
Score
326395
Daily Profit
0.576325
Profit Factor
2.311407
Profitability
35.582822
Streak
0.000000
Best Strategy
Training Data Length
2216.500000
Evaluation Time
2025-09-30 08:50
Expiration Time
2025-12-05 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1277425.317 1223495.8933 53929.4236 1550940.6769 1834590.3014 -283649.6245
Total P&L (%) 1277.4253 1223.4959 53.9294 1550.9407 1834.5903 -283.6496
Avg Daily Profit (%) 0.5763 0.552 0.0243 0.1266 0.1337 0
Buy And Hold Return (%) 309.916 309.916 309.916 309.916 309.916 309.916
Max Trade Drawdown -101019 -85447 -116326 -3619941 -3398786 -3015778
Profit Factor 2.3114 3.4064 1.1158 1.056 1.1229 0.9778
Total Trades 163 82 81 163 82 81
Winning Trades 58 30 28 58 30 28
Losing Trades 105 52 53 105 52 53
Profitability (%) 35.5828 36.5854 34.5679 35.5828 36.5854 34.5679
Ratio Avg Win / Avg Loss 4.1844 5.9045 2.1121 1.9117 1.9463 1.8508
Largest Winning Trade 920064 920064 54450 4448996 4448996 1445121
Largest Losing Trade -37105 -26156 -37105 -1696229 -1192733 -1696229
Avg Bars in Trades 25 28 23 25 28 23
Avg Bars in Winners 42 44 39 42 44 39
Avg Bars in Losers 16 19 14 16 19 14
Bars Traded 4223 2337 1886 4223 2337 1886
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 326395 212216 -435846 -187250 -108418 -595681
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4433,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575806400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211434905,
    "expiration_time": 1764935568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 188,
            "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": [
        [
            1277425.3169723472,
            1223495.8933262173,
            53929.4236461293,
            1550940.6769057892,
            1834590.301384162,
            -283649.6244783704
        ],
        [
            1277.425317,
            1223.495893,
            53.929424,
            1550.940677,
            1834.590301,
            -283.649624
        ],
        [
            0.576325,
            0.551995,
            0.024331,
            0.126583,
            0.133745,
            0
        ],
        [
            309.915984,
            309.915984,
            309.915984,
            309.915984,
            309.915984,
            309.915984
        ],
        [
            -101019,
            -85447,
            -116326,
            -3619941,
            -3398786,
            -3015778
        ],
        [
            2.311407,
            3.406423,
            1.115813,
            1.055985,
            1.122889,
            0.977795
        ],
        [
            163,
            82,
            81,
            163,
            82,
            81
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            35.582822,
            36.585366,
            34.567901,
            35.582822,
            36.585366,
            34.567901
        ],
        [
            4.184443,
            5.904466,
            2.112075,
            1.911698,
            1.946342,
            1.850825
        ],
        [
            920064,
            920064,
            54450,
            4448996,
            4448996,
            1445121
        ],
        [
            -37105,
            -26156,
            -37105,
            -1696229,
            -1192733,
            -1696229
        ],
        [
            25,
            28,
            23,
            25,
            28,
            23
        ],
        [
            42,
            44,
            39,
            42,
            44,
            39
        ],
        [
            16,
            19,
            14,
            16,
            19,
            14
        ],
        [
            4223,
            2337,
            1886,
            4223,
            2337,
            1886
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326395,
            212216,
            -435846,
            -187250,
            -108418,
            -595681
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4433,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575806400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759211434905,
    "expiration_time": 1764935568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 188,
            "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)