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Trade: CHZ/USDT/720/SINWMA/PSAR/3523

Strategy
CHZ/USDT/720/SINWMA/PSAR/3523
Pair
CHZ_USDT
Interval
12h
Score
803266
Daily Profit
0.995301
Profit Factor
6.763497
Profitability
57.894737
Streak
53.676040
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-27 19:13
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 2338818.9084 2200609.7509 138209.1574 11575038.027 1961006.1557 9614031.8713
Total P&L (%) 2338.8189 2200.6098 138.2092 11575.038 1961.0062 9614.0319
Avg Daily Profit (%) 1.0578 0.9953 0.0625 0.2155 0.1369 0.2072
Buy And Hold Return (%) 520.8212 520.8212 520.8212 520.8212 520.8212 520.8212
Max Trade Drawdown -166705 -73681 -128799 -39443704 -13913912 -30663853
Profit Factor 3.7742 6.7635 1.2996 1.0996 1.0384 1.1475
Total Trades 190 95 95 190 95 95
Winning Trades 111 55 56 111 55 56
Losing Trades 79 40 39 79 40 39
Profitability (%) 58.4211 57.8947 58.9474 58.4211 57.8947 58.9474
Ratio Avg Win / Avg Loss 2.6862 4.9189 0.9051 0.7826 0.7552 0.7992
Largest Winning Trade 1937259 1937259 45965 10722847 8663097 10722847
Largest Losing Trade -50875 -50875 -41599 -9460531 -9150882 -9460531
Avg Bars in Trades 22 22 23 22 22 23
Avg Bars in Winners 26 25 26 26 25 26
Avg Bars in Losers 18 17 18 18 17 18
Bars Traded 4328 2126 2202 4328 2126 2202
Profit Streak 15.676 53.676 15.676 15.676 53.676 15.676
Trades During Streak 2 4 1 2 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 789645 803266 -275104 -101003 -189668 -50104
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571227200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758989609840,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            2338818.9083617292,
            2200609.750933215,
            138209.1574285146,
            11575038.027002504,
            1961006.155733501,
            9614031.871269014
        ],
        [
            2338.818908,
            2200.609751,
            138.209157,
            11575.038027,
            1961.006156,
            9614.031871
        ],
        [
            1.05781,
            0.995301,
            0.06251,
            0.215521,
            0.136945,
            0.207187
        ],
        [
            520.821249,
            520.821249,
            520.821249,
            520.821249,
            520.821249,
            520.821249
        ],
        [
            -166705,
            -73681,
            -128799,
            -39443704,
            -13913912,
            -30663853
        ],
        [
            3.774212,
            6.763497,
            1.299648,
            1.099623,
            1.038438,
            1.147521
        ],
        [
            190,
            95,
            95,
            190,
            95,
            95
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            58.421053,
            57.894737,
            58.947368,
            58.421053,
            57.894737,
            58.947368
        ],
        [
            2.686151,
            4.918907,
            0.905112,
            0.782615,
            0.755227,
            0.799167
        ],
        [
            1937259,
            1937259,
            45965,
            10722847,
            8663097,
            10722847
        ],
        [
            -50875,
            -50875,
            -41599,
            -9460531,
            -9150882,
            -9460531
        ],
        [
            22,
            22,
            23,
            22,
            22,
            23
        ],
        [
            26,
            25,
            26,
            26,
            25,
            26
        ],
        [
            18,
            17,
            18,
            18,
            17,
            18
        ],
        [
            4328,
            2126,
            2202,
            4328,
            2126,
            2202
        ],
        [
            15.67604,
            53.67604,
            15.67604,
            15.67604,
            53.67604,
            15.67604
        ],
        [
            2,
            4,
            1,
            2,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            789645,
            803266,
            -275104,
            -101003,
            -189668,
            -50104
        ]
    ]
}
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": 1571227200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758989609840,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 82,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)