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Trade: CHZ/USDT/720/VWMA/PSAR/2739

Strategy
CHZ/USDT/720/VWMA/PSAR/2739
Pair
CHZ_USDT
Interval
12h
Score
479227
Daily Profit
0.490010
Profit Factor
2.583038
Profitability
53.703704
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-25 15:37
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 1083411.1307 1090157.2422 -6746.1115 104667.5325 198073.8234 -93406.2908
Total P&L (%) 1083.4111 1090.1572 -6.7461 104.6675 198.0738 -93.4063
Avg Daily Profit (%) 0.49 0.4931 -0.0031 0.0324 0.0494 -0.1229
Buy And Hold Return (%) 334.3229 334.3229 334.3229 334.3229 334.3229 334.3229
Max Trade Drawdown -132276 -60938 -171754 -224507 -75102 -205424
Profit Factor 2.583 4.4433 0.9817 1.1541 1.7065 0.7659
Total Trades 108 54 54 108 54 54
Winning Trades 58 29 29 58 29 29
Losing Trades 50 25 25 50 25 25
Profitability (%) 53.7037 53.7037 53.7037 53.7037 53.7037 53.7037
Ratio Avg Win / Avg Loss 2.2268 3.8304 0.8463 0.9949 1.4711 0.6602
Largest Winning Trade 1062883 1062883 44682 256599 256599 43271
Largest Losing Trade -64960 -42853 -64960 -69464 -51133 -69464
Avg Bars in Trades 37 29 45 37 29 45
Avg Bars in Winners 47 37 57 47 37 57
Avg Bars in Losers 26 20 31 26 20 31
Bars Traded 4070 1612 2458 4070 1612 2458
Profit Streak 0 52.5264 0 0 52.5264 0
Trades During Streak 0 3 0 0 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 479227 -162837 -760353 -367328 -468470 -760353

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1576065600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803877002,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "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": [
        [
            1083411.1307372637,
            1090157.2422109689,
            -6746.1114737056,
            104667.5325262577,
            198073.8233699763,
            -93406.2908437186
        ],
        [
            1083.411131,
            1090.157242,
            -6.746111,
            104.667533,
            198.073823,
            -93.406291
        ],
        [
            0.49001,
            0.493061,
            -0.003051,
            0.032399,
            0.049409,
            -0.122903
        ],
        [
            334.322939,
            334.322939,
            334.322939,
            334.322939,
            334.322939,
            334.322939
        ],
        [
            -132276,
            -60938,
            -171754,
            -224507,
            -75102,
            -205424
        ],
        [
            2.583038,
            4.44332,
            0.981658,
            1.154076,
            1.706463,
            0.765869
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            50,
            25,
            25,
            50,
            25,
            25
        ],
        [
            53.703704,
            53.703704,
            53.703704,
            53.703704,
            53.703704,
            53.703704
        ],
        [
            2.226757,
            3.830448,
            0.846257,
            0.994893,
            1.471088,
            0.660232
        ],
        [
            1062883,
            1062883,
            44682,
            256599,
            256599,
            43271
        ],
        [
            -64960,
            -42853,
            -64960,
            -69464,
            -51133,
            -69464
        ],
        [
            37,
            29,
            45,
            37,
            29,
            45
        ],
        [
            47,
            37,
            57,
            47,
            37,
            57
        ],
        [
            26,
            20,
            31,
            26,
            20,
            31
        ],
        [
            4070,
            1612,
            2458,
            4070,
            1612,
            2458
        ],
        [
            0,
            52.526354,
            0,
            0,
            52.526354,
            0
        ],
        [
            0,
            3,
            0,
            0,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479227,
            -162837,
            -760353,
            -367328,
            -468470,
            -760353
        ]
    ]
}
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": 1576065600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803877002,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 194,
            "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)