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Trade: CHZ/USDT/720/VWMA/DEMA/9896

Strategy
CHZ/USDT/720/VWMA/DEMA/9896
Pair
CHZ_USDT
Interval
12h
Score
511216
Daily Profit
1.086032
Profit Factor
11.918252
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
2221.500000
Evaluation Time
2025-10-05 07:48
Expiration Time
2025-12-10 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2511543.4297 2412619.1829 98924.2468 6349243.5591 17280840.6094 -10931597.0503
Total P&L (%) 2511.5434 2412.6192 98.9242 6349.2436 17280.8406 -10931.5971
Avg Daily Profit (%) 1.1306 1.086 0.0445 0.1877 0.2325 0
Buy And Hold Return (%) 475.0911 475.0911 475.0911 475.0911 475.0911 475.0911
Max Trade Drawdown -156199 -108890 -88961 -52789564 -26030515 -27941845
Profit Factor 5.5102 11.9183 1.2945 1.0518 1.3447 0.849
Total Trades 78 39 39 78 39 39
Winning Trades 27 13 14 27 13 14
Losing Trades 51 26 25 51 26 25
Profitability (%) 34.6154 33.3333 35.8974 34.6154 33.3333 35.8974
Ratio Avg Win / Avg Loss 10.4081 23.8365 2.3116 1.9868 2.6893 1.5161
Largest Winning Trade 2208593 2208593 51556 26702839 26702839 12169894
Largest Losing Trade -32455 -18132 -32455 -10389896 -7036134 -10389896
Avg Bars in Trades 55 47 64 55 47 64
Avg Bars in Winners 119 97 139 119 97 139
Avg Bars in Losers 22 21 22 22 21 22
Bars Traded 4350 1835 2515 4350 1835 2515
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 -24280 511216 -303513 -199250 119597 -583463
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4443,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571356800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759639731877,
    "expiration_time": 1765380528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 19,
            "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": [
        [
            2511543.4297221852,
            2412619.182949715,
            98924.2467724697,
            6349243.559064208,
            17280840.609360706,
            -10931597.050296502
        ],
        [
            2511.54343,
            2412.619183,
            98.924247,
            6349.243559,
            17280.840609,
            -10931.59705
        ],
        [
            1.130562,
            1.086032,
            0.04453,
            0.187732,
            0.232453,
            0
        ],
        [
            475.091098,
            475.091098,
            475.091098,
            475.091098,
            475.091098,
            475.091098
        ],
        [
            -156199,
            -108890,
            -88961,
            -52789564,
            -26030515,
            -27941845
        ],
        [
            5.510186,
            11.918252,
            1.294515,
            1.051812,
            1.344662,
            0.849022
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            27,
            13,
            14,
            27,
            13,
            14
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            34.615385,
            33.333333,
            35.897436,
            34.615385,
            33.333333,
            35.897436
        ],
        [
            10.408129,
            23.836503,
            2.311633,
            1.986756,
            2.689324,
            1.516111
        ],
        [
            2208593,
            2208593,
            51556,
            26702839,
            26702839,
            12169894
        ],
        [
            -32455,
            -18132,
            -32455,
            -10389896,
            -7036134,
            -10389896
        ],
        [
            55,
            47,
            64,
            55,
            47,
            64
        ],
        [
            119,
            97,
            139,
            119,
            97,
            139
        ],
        [
            22,
            21,
            22,
            22,
            21,
            22
        ],
        [
            4350,
            1835,
            2515,
            4350,
            1835,
            2515
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -24280,
            511216,
            -303513,
            -199250,
            119597,
            -583463
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4443,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571356800000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759639731877,
    "expiration_time": 1765380528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 19,
            "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)