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Trade: CHZ/USDT/720/MIDPRICE/VWMA/8968

Strategy
CHZ/USDT/720/MIDPRICE/VWMA/8968
Pair
CHZ_USDT
Interval
12h
Score
312433
Daily Profit
0.171621
Profit Factor
1.476004
Profitability
46.341463
Streak
0.000000
Best Strategy
Training Data Length
2225.500000
Evaluation Time
2025-10-09 11:14
Expiration Time
2025-12-14 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -995178.4449 113966.5584 -1109145.0034 -3243297.6005 4442919.8595 -7686217.4599
Total P&L (%) -995.1784 113.9666 -1109.145 -3243.2976 4442.9199 -7686.2175
Avg Daily Profit (%) -0.4472 0.0512 -0.4984 0 0.1716 0
Buy And Hold Return (%) 456.3597 456.3597 456.3597 456.3597 456.3597 456.3597
Max Trade Drawdown -1226539 -84842 -1262425 -8769876 -2939411 -7977868
Profit Factor 0.3784 1.5024 0.1929 0.8497 1.476 0.3726
Total Trades 82 41 41 82 41 41
Winning Trades 62 29 33 29 19 10
Losing Trades 20 12 8 53 22 31
Profitability (%) 75.6098 70.7317 80.4878 35.3659 46.3415 24.3902
Ratio Avg Win / Avg Loss 0.1221 0.6217 0.0468 1.553 1.7091 1.155
Largest Winning Trade 40581 40581 26183 3318228 3318228 1517213
Largest Losing Trade -1225492 -46663 -1225492 -3357263 -1333923 -3357263
Avg Bars in Trades 50 61 38 50 61 38
Avg Bars in Winners 21 27 16 93 109 62
Avg Bars in Losers 138 144 129 26 19 31
Bars Traded 4116 2526 1590 4116 2526 1590
Profit Streak 46.3437 46.3437 292.3437 0 0 0
Trades During Streak 4 2 9 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -584467 -286940 -575329 -592468 312433 -611577
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4451,
    "evaluation_days": 2225.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1578355200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759997694085,
    "expiration_time": 1765736496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 247,
            "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": [
        [
            -995178.4449363267,
            113966.5584207861,
            -1109145.0033571133,
            -3243297.600455872,
            4442919.859455353,
            -7686217.459911227
        ],
        [
            -995.178445,
            113.966558,
            -1109.145003,
            -3243.2976,
            4442.919859,
            -7686.21746
        ],
        [
            -0.447171,
            0.051209,
            -0.49838,
            0,
            0.171621,
            0
        ],
        [
            456.359737,
            456.359737,
            456.359737,
            456.359737,
            456.359737,
            456.359737
        ],
        [
            -1226539,
            -84842,
            -1262425,
            -8769876,
            -2939411,
            -7977868
        ],
        [
            0.378416,
            1.502373,
            0.192867,
            0.849738,
            1.476004,
            0.372576
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            62,
            29,
            33,
            29,
            19,
            10
        ],
        [
            20,
            12,
            8,
            53,
            22,
            31
        ],
        [
            75.609756,
            70.731707,
            80.487805,
            35.365854,
            46.341463,
            24.390244
        ],
        [
            0.12207,
            0.621672,
            0.046756,
            1.552969,
            1.709058,
            1.154986
        ],
        [
            40581,
            40581,
            26183,
            3318228,
            3318228,
            1517213
        ],
        [
            -1225492,
            -46663,
            -1225492,
            -3357263,
            -1333923,
            -3357263
        ],
        [
            50,
            61,
            38,
            50,
            61,
            38
        ],
        [
            21,
            27,
            16,
            93,
            109,
            62
        ],
        [
            138,
            144,
            129,
            26,
            19,
            31
        ],
        [
            4116,
            2526,
            1590,
            4116,
            2526,
            1590
        ],
        [
            46.343681,
            46.343681,
            292.343681,
            0,
            0,
            0
        ],
        [
            4,
            2,
            9,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -584467,
            -286940,
            -575329,
            -592468,
            312433,
            -611577
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4451,
    "evaluation_days": 2225.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1578355200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759997694085,
    "expiration_time": 1765736496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 247,
            "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)