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Trade: CHZ/USDT/720/VWMA/HMA/8621

Strategy
CHZ/USDT/720/VWMA/HMA/8621
Pair
CHZ_USDT
Interval
12h
Score
626117
Daily Profit
0.940545
Profit Factor
8.585873
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
2216.000000
Evaluation Time
2025-09-30 01:55
Expiration Time
2025-12-05 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2190474.5332 2084247.4258 106227.1074 6296745.4922 10144571.5067 -3847826.0145
Total P&L (%) 2190.4745 2084.2474 106.2271 6296.7455 10144.5715 -3847.826
Avg Daily Profit (%) 0.9885 0.9405 0.0479 0.1878 0.2091 0
Buy And Hold Return (%) 716.9761 716.9761 716.9761 716.9761 716.9761 716.9761
Max Trade Drawdown -139785 -106305 -112872 -45943717 -22951184 -29014782
Profit Factor 4.5299 8.5859 1.3072 1.0484 1.1651 0.944
Total Trades 89 45 44 89 45 44
Winning Trades 38 21 17 38 21 17
Losing Trades 51 24 27 51 24 27
Profitability (%) 42.6966 46.6667 38.6364 42.6966 46.6667 38.6364
Ratio Avg Win / Avg Loss 6.0797 9.8124 2.0761 1.407 1.3315 1.4993
Largest Winning Trade 1859694 1859694 52315 22543937 22543937 13025427
Largest Losing Trade -35544 -35544 -35335 -15338077 -9709019 -15338077
Avg Bars in Trades 48 41 55 48 41 55
Avg Bars in Winners 77 64 94 77 64 94
Avg Bars in Losers 26 22 31 26 22 31
Bars Traded 4338 1880 2457 4338 1880 2457
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 544143 626117 -297791 -161980 -32070 -583472
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4432,
    "evaluation_days": 2216,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570708800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759186524233,
    "expiration_time": 1764891072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 44,
            "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": [
        [
            2190474.533162566,
            2084247.4257612461,
            106227.1074013193,
            6296745.492167709,
            10144571.506669592,
            -3847826.0145018864
        ],
        [
            2190.474533,
            2084.247426,
            106.227107,
            6296.745492,
            10144.571507,
            -3847.826015
        ],
        [
            0.988481,
            0.940545,
            0.047936,
            0.187828,
            0.209123,
            0
        ],
        [
            716.976127,
            716.976127,
            716.976127,
            716.976127,
            716.976127,
            716.976127
        ],
        [
            -139785,
            -106305,
            -112872,
            -45943717,
            -22951184,
            -29014782
        ],
        [
            4.529943,
            8.585873,
            1.307204,
            1.048378,
            1.165065,
            0.943989
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            38,
            21,
            17,
            38,
            21,
            17
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            42.696629,
            46.666667,
            38.636364,
            42.696629,
            46.666667,
            38.636364
        ],
        [
            6.07966,
            9.812426,
            2.076147,
            1.407034,
            1.331503,
            1.499277
        ],
        [
            1859694,
            1859694,
            52315,
            22543937,
            22543937,
            13025427
        ],
        [
            -35544,
            -35544,
            -35335,
            -15338077,
            -9709019,
            -15338077
        ],
        [
            48,
            41,
            55,
            48,
            41,
            55
        ],
        [
            77,
            64,
            94,
            77,
            64,
            94
        ],
        [
            26,
            22,
            31,
            26,
            22,
            31
        ],
        [
            4338,
            1880,
            2457,
            4338,
            1880,
            2457
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            544143,
            626117,
            -297791,
            -161980,
            -32070,
            -583472
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4432,
    "evaluation_days": 2216,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570708800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759186524233,
    "expiration_time": 1764891072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 44,
            "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)