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Trade: CHZ/USDT/120/MIDPRICE/VWMA/8535

Strategy
CHZ/USDT/120/MIDPRICE/VWMA/8535
Pair
CHZ_USDT
Interval
2h
Score
347079
Daily Profit
0.148850
Profit Factor
1.826051
Profitability
60.344828
Streak
61.177447
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-30 07:15
Expiration Time
2025-12-14 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 374407.5644 482612.807 -108205.2426 -347145.291 2116959.9397 -2464105.2306
Total P&L (%) 374.4076 482.6128 -108.2052 -347.1453 2116.9599 -2464.1052
Avg Daily Profit (%) 0.1797 0.2317 -0.0519 0 0.1489 0
Buy And Hold Return (%) 370.7634 370.7634 370.7634 370.7634 370.7634 370.7634
Max Trade Drawdown -233711 -109474 -261884 -3996613 -632123 -3555877
Profit Factor 1.2929 1.9471 0.8592 0.9603 1.8261 0.6013
Total Trades 231 116 115 231 116 115
Winning Trades 113 57 56 128 70 58
Losing Trades 118 59 59 103 46 57
Profitability (%) 48.9177 49.1379 48.6957 55.4113 60.3448 50.4348
Ratio Avg Win / Avg Loss 1.3502 2.0154 0.9052 0.7727 1.2 0.591
Largest Winning Trade 100760 100760 47962 884113 861402 884113
Largest Losing Trade -150513 -34294 -150513 -2583261 -378111 -2583261
Avg Bars in Trades 106 98 115 106 98 115
Avg Bars in Winners 121 110 132 94 90 99
Avg Bars in Losers 93 86 100 122 109 132
Bars Traded 24696 11372 13324 24696 11372 13324
Profit Streak 0 0 0 61.1774 61.1774 90.0108
Trades During Streak 0 0 0 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -154443 -60915 -581533 -577418 347079 -580010
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579132800000,
    "first_datapoint_time": 1580896800000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759205731443,
    "expiration_time": 1765677600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "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": [
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            -2464105.2306393767
        ],
        [
            374.407564,
            482.612807,
            -108.205243,
            -347.145291,
            2116.95994,
            -2464.105231
        ],
        [
            0.179716,
            0.231655,
            -0.051939,
            0,
            0.14885,
            0
        ],
        [
            370.763368,
            370.763368,
            370.763368,
            370.763368,
            370.763368,
            370.763368
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        [
            -233711,
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            -261884,
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            -3555877
        ],
        [
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            1.947113,
            0.859203,
            0.960296,
            1.826051,
            0.601318
        ],
        [
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            116,
            115,
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        ],
        [
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            56,
            128,
            70,
            58
        ],
        [
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            103,
            46,
            57
        ],
        [
            48.917749,
            49.137931,
            48.695652,
            55.411255,
            60.344828,
            50.434783
        ],
        [
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            1.199977,
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        ],
        [
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        ],
        [
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        ],
        [
            106,
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            115,
            106,
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            115
        ],
        [
            121,
            110,
            132,
            94,
            90,
            99
        ],
        [
            93,
            86,
            100,
            122,
            109,
            132
        ],
        [
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            24696,
            11372,
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        ],
        [
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        [
            0,
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        ],
        [
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        [
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579132800000,
    "first_datapoint_time": 1580896800000,
    "last_datapoint_time": 1759197600000,
    "evaluation_time": 1759205731443,
    "expiration_time": 1765677600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 246,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 101,
            "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)