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Trade: CHZ/USDT/120/FWMA/SSF/8756

Strategy
CHZ/USDT/120/FWMA/SSF/8756
Pair
CHZ_USDT
Interval
2h
Score
785991
Daily Profit
1.201042
Profit Factor
6.731727
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2082.830000
Evaluation Time
2025-10-09 19:08
Expiration Time
2025-12-23 15:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2570704.6067 2501565.8886 69138.7181 1971361.3735 3220492.0308 -1249130.6573
Total P&L (%) 2570.7046 2501.5659 69.1387 1971.3614 3220.492 -1249.1307
Avg Daily Profit (%) 1.2342 1.201 0.0332 0.1456 0.1683 0
Buy And Hold Return (%) 214.8979 214.8979 214.8979 214.8979 214.8979 214.8979
Max Trade Drawdown -144779 -82356 -107118 -8208923 -3744327 -6286877
Profit Factor 3.8193 6.7317 1.1454 1.063 1.2112 0.9222
Total Trades 261 130 131 261 130 131
Winning Trades 124 65 59 124 65 59
Losing Trades 137 65 72 137 65 72
Profitability (%) 47.5096 50 45.0382 47.5096 50 45.0382
Ratio Avg Win / Avg Loss 4.2197 6.7317 1.3978 1.1744 1.2112 1.1253
Largest Winning Trade 2382885 2382885 51002 6500225 6500225 2486044
Largest Losing Trade -35501 -33877 -35501 -1763632 -1597883 -1763632
Avg Bars in Trades 93 93 94 93 93 94
Avg Bars in Winners 129 130 129 129 130 129
Avg Bars in Losers 61 56 65 61 56 65
Bars Traded 24498 12125 12373 24498 12125 12373
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 751281 785991 -377009 -149066 255563 -581247
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579996800000,
    "first_datapoint_time": 1582164000000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760026107617,
    "expiration_time": 1766496844800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 63,
            "offset": 237
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            2570704.6066975906,
            2501565.888624011,
            69138.7180735788,
            1971361.373500768,
            3220492.0308208745,
            -1249130.65732011
        ],
        [
            2570.704607,
            2501.565889,
            69.138718,
            1971.361374,
            3220.492031,
            -1249.130657
        ],
        [
            1.234236,
            1.201042,
            0.033195,
            0.145619,
            0.168312,
            0
        ],
        [
            214.897896,
            214.897896,
            214.897896,
            214.897896,
            214.897896,
            214.897896
        ],
        [
            -144779,
            -82356,
            -107118,
            -8208923,
            -3744327,
            -6286877
        ],
        [
            3.819264,
            6.731727,
            1.145435,
            1.062995,
            1.21123,
            0.922161
        ],
        [
            261,
            130,
            131,
            261,
            130,
            131
        ],
        [
            124,
            65,
            59,
            124,
            65,
            59
        ],
        [
            137,
            65,
            72,
            137,
            65,
            72
        ],
        [
            47.509579,
            50,
            45.038168,
            47.509579,
            50,
            45.038168
        ],
        [
            4.219671,
            6.731727,
            1.397819,
            1.174438,
            1.21123,
            1.125349
        ],
        [
            2382885,
            2382885,
            51002,
            6500225,
            6500225,
            2486044
        ],
        [
            -35501,
            -33877,
            -35501,
            -1763632,
            -1597883,
            -1763632
        ],
        [
            93,
            93,
            94,
            93,
            93,
            94
        ],
        [
            129,
            130,
            129,
            129,
            130,
            129
        ],
        [
            61,
            56,
            65,
            61,
            56,
            65
        ],
        [
            24498,
            12125,
            12373,
            24498,
            12125,
            12373
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            751281,
            785991,
            -377009,
            -149066,
            255563,
            -581247
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24994,
    "evaluation_days": 2082.83,
    "actual_first_datapoint_time": 1579996800000,
    "first_datapoint_time": 1582164000000,
    "last_datapoint_time": 1760018400000,
    "evaluation_time": 1760026107617,
    "expiration_time": 1766496844800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 63,
            "offset": 237
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 133,
            "offset": 0,
            "poles": 3
        }
    }
}

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)