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Trade: CHZ/USDT/720/MIDPRICE/WMA/1327

Strategy
CHZ/USDT/720/MIDPRICE/WMA/1327
Pair
CHZ_USDT
Interval
12h
Score
326286
Daily Profit
0.571111
Profit Factor
2.061476
Profitability
40.808824
Streak
0.000000
Best Strategy
Training Data Length
2222.000000
Evaluation Time
2025-10-06 03:24
Expiration Time
2025-12-11 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1269007.9443 1172918.2209 96089.7234 8569050.4656 8630082.6665 -61032.2009
Total P&L (%) 1269.0079 1172.9182 96.0897 8569.0505 8630.0827 -61.0322
Avg Daily Profit (%) 0.5711 0.5279 0.0432 0.201 0.2013 -0.0424
Buy And Hold Return (%) 527.733 527.733 527.733 527.733 527.733 527.733
Max Trade Drawdown -96074 -83185 -134025 -29166059 -15672205 -21256972
Profit Factor 2.0615 3.0707 1.1527 1.0702 1.1545 0.9991
Total Trades 272 136 136 272 136 136
Winning Trades 111 53 58 111 53 58
Losing Trades 161 83 78 161 83 78
Profitability (%) 40.8088 38.9706 42.6471 40.8088 38.9706 42.6471
Ratio Avg Win / Avg Loss 2.9901 4.8088 1.5502 1.5522 1.808 1.3436
Largest Winning Trade 511640 511640 54459 14886599 14886599 7943208
Largest Losing Trade -59406 -33555 -59406 -14644771 -6182021 -14644771
Avg Bars in Trades 16 14 18 16 14 18
Avg Bars in Winners 23 21 26 23 21 26
Avg Bars in Losers 10 9 12 10 9 12
Bars Traded 4375 1924 2451 4375 1924 2451
Profit Streak 0 14.5171 0 0 14.5171 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326286 276742 -355093 -136067 -45049 -581886
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 2222,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568678400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759710281570,
    "expiration_time": 1765425024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 7,
            "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": [
        [
            1269007.9443406211,
            1172918.2209102178,
            96089.7234304027,
            8569050.465627816,
            8630082.666522786,
            -61032.2008949863
        ],
        [
            1269.007944,
            1172.918221,
            96.089723,
            8569.050466,
            8630.082667,
            -61.032201
        ],
        [
            0.571111,
            0.527866,
            0.043245,
            0.201027,
            0.201344,
            -0.042405
        ],
        [
            527.733026,
            527.733026,
            527.733026,
            527.733026,
            527.733026,
            527.733026
        ],
        [
            -96074,
            -83185,
            -134025,
            -29166059,
            -15672205,
            -21256972
        ],
        [
            2.061476,
            3.070705,
            1.152747,
            1.07016,
            1.154483,
            0.999079
        ],
        [
            272,
            136,
            136,
            272,
            136,
            136
        ],
        [
            111,
            53,
            58,
            111,
            53,
            58
        ],
        [
            161,
            83,
            78,
            161,
            83,
            78
        ],
        [
            40.808824,
            38.970588,
            42.647059,
            40.808824,
            38.970588,
            42.647059
        ],
        [
            2.990069,
            4.808839,
            1.550246,
            1.552214,
            1.807963,
            1.343589
        ],
        [
            511640,
            511640,
            54459,
            14886599,
            14886599,
            7943208
        ],
        [
            -59406,
            -33555,
            -59406,
            -14644771,
            -6182021,
            -14644771
        ],
        [
            16,
            14,
            18,
            16,
            14,
            18
        ],
        [
            23,
            21,
            26,
            23,
            21,
            26
        ],
        [
            10,
            9,
            12,
            10,
            9,
            12
        ],
        [
            4375,
            1924,
            2451,
            4375,
            1924,
            2451
        ],
        [
            0,
            14.517148,
            0,
            0,
            14.517148,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326286,
            276742,
            -355093,
            -136067,
            -45049,
            -581886
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 2222,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568678400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759710281570,
    "expiration_time": 1765425024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 23,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 7,
            "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)