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Trade: CHZ/USDT/720/WMA/SUPERTREND/1073

Strategy
CHZ/USDT/720/WMA/SUPERTREND/1073
Pair
CHZ_USDT
Interval
12h
Score
456148
Daily Profit
0.797315
Profit Factor
2.661694
Profitability
33.644860
Streak
65.554177
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-26 16:18
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 1762864.1004 1988099.5387 -225235.4383 -95784.9515 102018.2053 -197803.1568
Total P&L (%) 1762.8641 1988.0995 -225.2354 -95.785 102.0182 -197.8032
Avg Daily Profit (%) 0.7973 0.8992 -0.1019 -0.1431 0.0318 0
Buy And Hold Return (%) 278.396 278.396 278.396 278.396 278.396 278.396
Max Trade Drawdown -290913 -179868 -272256 -295639 -149209 -201628
Profit Factor 2.6617 4.4912 0.5417 0.8571 1.2747 0.3383
Total Trades 107 54 53 107 54 53
Winning Trades 36 19 17 36 19 17
Losing Trades 71 35 36 71 35 36
Profitability (%) 33.6449 35.1852 32.0755 33.6449 35.1852 32.0755
Ratio Avg Win / Avg Loss 5.2495 8.2732 1.1471 1.6904 2.3482 0.7163
Largest Winning Trade 2111837 2111837 40386 285095 285095 51943
Largest Losing Trade -57385 -50922 -57385 -117328 -117328 -90509
Avg Bars in Trades 38 47 29 38 47 29
Avg Bars in Winners 67 80 52 67 80 52
Avg Bars in Losers 24 30 18 24 30 18
Bars Traded 4147 2579 1568 4147 2579 1568
Profit Streak 65.5542 65.5542 67.0542 65.5542 65.5542 67.0542
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 456148 -164861 -765578 -583104 -500667 -767245

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575417600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892680878,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 150,
            "offset": 0,
            "multiplier": 3.34182
        }
    }
}
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": [
        [
            1762864.100372352,
            1988099.5386733091,
            -225235.4383009578,
            -95784.9514868151,
            102018.2053125517,
            -197803.1567993668
        ],
        [
            1762.8641,
            1988.099539,
            -225.235438,
            -95.784951,
            102.018205,
            -197.803157
        ],
        [
            0.797315,
            0.899186,
            -0.10187,
            -0.143114,
            0.031809,
            0
        ],
        [
            278.395981,
            278.395981,
            278.395981,
            278.395981,
            278.395981,
            278.395981
        ],
        [
            -290913,
            -179868,
            -272256,
            -295639,
            -149209,
            -201628
        ],
        [
            2.661694,
            4.491192,
            0.541666,
            0.857091,
            1.274735,
            0.338267
        ],
        [
            107,
            54,
            53,
            107,
            54,
            53
        ],
        [
            36,
            19,
            17,
            36,
            19,
            17
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            33.64486,
            35.185185,
            32.075472,
            33.64486,
            35.185185,
            32.075472
        ],
        [
            5.249452,
            8.273248,
            1.147058,
            1.690374,
            2.348196,
            0.71633
        ],
        [
            2111837,
            2111837,
            40386,
            285095,
            285095,
            51943
        ],
        [
            -57385,
            -50922,
            -57385,
            -117328,
            -117328,
            -90509
        ],
        [
            38,
            47,
            29,
            38,
            47,
            29
        ],
        [
            67,
            80,
            52,
            67,
            80,
            52
        ],
        [
            24,
            30,
            18,
            24,
            30,
            18
        ],
        [
            4147,
            2579,
            1568,
            4147,
            2579,
            1568
        ],
        [
            65.554177,
            65.554177,
            67.054177,
            65.554177,
            65.554177,
            67.054177
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            456148,
            -164861,
            -765578,
            -583104,
            -500667,
            -767245
        ]
    ]
}
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": 1575417600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892680878,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 179,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 150,
            "offset": 0,
            "multiplier": 3.34182
        }
    }
}

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)