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Trade: CHZ/USDT/720/SINWMA/LINREG/1086

Strategy
CHZ/USDT/720/SINWMA/LINREG/1086
Pair
CHZ_USDT
Interval
12h
Score
650218
Daily Profit
1.719325
Profit Factor
10.575280
Profitability
38.709677
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-25 21:37
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 3629987.779 3801428.5275 -171440.7485 -86837.2998 438050.3628 -524887.6627
Total P&L (%) 3629.9878 3801.4285 -171.4407 -86.8373 438.0504 -524.8877
Avg Daily Profit (%) 1.6418 1.7193 -0.0775 -0.0917 0.0761 0
Buy And Hold Return (%) 167.5658 167.5658 167.5658 167.5658 167.5658 167.5658
Max Trade Drawdown -319740 -198701 -187275 -1092373 -544535 -729698
Profit Factor 5.7337 10.5753 0.5364 0.9443 1.6674 0.4178
Total Trades 62 31 31 62 31 31
Winning Trades 22 12 10 22 12 10
Losing Trades 40 19 21 40 19 21
Profitability (%) 35.4839 38.7097 32.2581 35.4839 38.7097 32.2581
Ratio Avg Win / Avg Loss 10.4249 16.7442 1.1265 1.7168 2.64 0.8774
Largest Winning Trade 3972043 3972043 48611 1002532 1002532 300389
Largest Losing Trade -57969 -57969 -57414 -439776 -177932 -439776
Avg Bars in Trades 67 64 70 67 64 70
Avg Bars in Winners 86 96 73 86 96 73
Avg Bars in Losers 57 44 68 57 44 68
Bars Traded 4185 2014 2171 4185 2014 2171
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 -142193 650218 -586050 -742422 -96014 -587717

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573041600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758825423354,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 124,
            "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": [
        [
            3629987.7790017114,
            3801428.527516847,
            -171440.7485151353,
            -86837.2998355825,
            438050.3628263796,
            -524887.6626619617
        ],
        [
            3629.987779,
            3801.428528,
            -171.440749,
            -86.8373,
            438.050363,
            -524.887663
        ],
        [
            1.641786,
            1.719325,
            -0.07754,
            -0.091671,
            0.076139,
            0
        ],
        [
            167.565789,
            167.565789,
            167.565789,
            167.565789,
            167.565789,
            167.565789
        ],
        [
            -319740,
            -198701,
            -187275,
            -1092373,
            -544535,
            -729698
        ],
        [
            5.733693,
            10.57528,
            0.536441,
            0.94426,
            1.667383,
            0.417789
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            22,
            12,
            10,
            22,
            12,
            10
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            35.483871,
            38.709677,
            32.258065,
            35.483871,
            38.709677,
            32.258065
        ],
        [
            10.424897,
            16.744193,
            1.126527,
            1.716837,
            2.640024,
            0.877356
        ],
        [
            3972043,
            3972043,
            48611,
            1002532,
            1002532,
            300389
        ],
        [
            -57969,
            -57969,
            -57414,
            -439776,
            -177932,
            -439776
        ],
        [
            67,
            64,
            70,
            67,
            64,
            70
        ],
        [
            86,
            96,
            73,
            86,
            96,
            73
        ],
        [
            57,
            44,
            68,
            57,
            44,
            68
        ],
        [
            4185,
            2014,
            2171,
            4185,
            2014,
            2171
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -142193,
            650218,
            -586050,
            -742422,
            -96014,
            -587717
        ]
    ]
}
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": 1573041600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758825423354,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 124,
            "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)