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Trade: CHZ/USDT/720/PWMA/JMA/8090

Strategy
CHZ/USDT/720/PWMA/JMA/8090
Pair
CHZ_USDT
Interval
12h
Score
826320
Daily Profit
1.190866
Profit Factor
11.911313
Profitability
48.717949
Streak
254.707775
Best Strategy
Training Data Length
2221.000000
Evaluation Time
2025-10-04 19:59
Expiration Time
2025-12-10 05:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2665144.8217 2644913.9678 20230.8539 483666.3675 3151275.4748 -2667609.1074
Total P&L (%) 2665.1448 2644.914 20.2309 483.6664 3151.2755 -2667.6091
Avg Daily Profit (%) 1.2 1.1909 0.0091 0.0795 0.1569 0
Buy And Hold Return (%) 308.7671 308.7671 308.7671 308.7671 308.7671 308.7671
Max Trade Drawdown -190422 -77516 -117627 -6752365 -1381253 -5429606
Profit Factor 5.09 11.9113 1.0494 1.0418 1.9401 0.6758
Total Trades 78 39 39 78 39 39
Winning Trades 38 19 19 38 19 19
Losing Trades 40 20 20 40 20 20
Profitability (%) 48.7179 48.7179 48.7179 48.7179 48.7179 48.7179
Ratio Avg Win / Avg Loss 5.3579 12.5382 1.1047 1.0966 2.0422 0.7113
Largest Winning Trade 2582973 2582973 57210 4273811 4273811 2539749
Largest Losing Trade -51339 -39713 -51339 -2307024 -897375 -2307024
Avg Bars in Trades 54 47 61 54 47 61
Avg Bars in Winners 76 65 88 76 65 88
Avg Bars in Losers 33 31 35 33 31 35
Bars Traded 4269 1868 2401 4269 1868 2401
Profit Streak 21.7078 254.7078 0 21.7078 254.7078 0
Trades During Streak 1 5 0 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -17352 826320 -513063 -309943 441851 -581255
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4442,
    "evaluation_days": 2221,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572566400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759597151787,
    "expiration_time": 1765336032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 113,
            "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": [
        [
            2665144.8216834147,
            2644913.9677598807,
            20230.8539235346,
            483666.367471071,
            3151275.474823526,
            -2667609.1073524524
        ],
        [
            2665.144822,
            2644.913968,
            20.230854,
            483.666367,
            3151.275475,
            -2667.609107
        ],
        [
            1.199975,
            1.190866,
            0.009109,
            0.079462,
            0.156883,
            0
        ],
        [
            308.767123,
            308.767123,
            308.767123,
            308.767123,
            308.767123,
            308.767123
        ],
        [
            -190422,
            -77516,
            -117627,
            -6752365,
            -1381253,
            -5429606
        ],
        [
            5.089995,
            11.911313,
            1.049437,
            1.041769,
            1.940104,
            0.675772
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            40,
            20,
            20,
            40,
            20,
            20
        ],
        [
            48.717949,
            48.717949,
            48.717949,
            48.717949,
            48.717949,
            48.717949
        ],
        [
            5.35789,
            12.538224,
            1.104671,
            1.096599,
            2.042215,
            0.711339
        ],
        [
            2582973,
            2582973,
            57210,
            4273811,
            4273811,
            2539749
        ],
        [
            -51339,
            -39713,
            -51339,
            -2307024,
            -897375,
            -2307024
        ],
        [
            54,
            47,
            61,
            54,
            47,
            61
        ],
        [
            76,
            65,
            88,
            76,
            65,
            88
        ],
        [
            33,
            31,
            35,
            33,
            31,
            35
        ],
        [
            4269,
            1868,
            2401,
            4269,
            1868,
            2401
        ],
        [
            21.707775,
            254.707775,
            0,
            21.707775,
            254.707775,
            0
        ],
        [
            1,
            5,
            0,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -17352,
            826320,
            -513063,
            -309943,
            441851,
            -581255
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4442,
    "evaluation_days": 2221,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572566400000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759597151787,
    "expiration_time": 1765336032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 92,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 113,
            "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)