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Trade: CHZ/USDT/120/SINWMA/DCM/9794

Strategy
CHZ/USDT/120/SINWMA/DCM/9794
Pair
CHZ_USDT
Interval
2h
Score
373747
Daily Profit
0.542422
Profit Factor
2.984380
Profitability
41.860465
Streak
21.132243
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-28 02:10
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1065540.4454 1129593.6565 -64053.2111 137165.8725 1234108.7247 -1096942.8523
Total P&L (%) 1065.5404 1129.5937 -64.0532 137.1659 1234.1087 -1096.9429
Avg Daily Profit (%) 0.5117 0.5424 -0.0308 0.0415 0.1245 0
Buy And Hold Return (%) 432.6087 432.6087 432.6087 432.6087 432.6087 432.6087
Max Trade Drawdown -194638 -100568 -226299 -1996900 -918916 -1300636
Profit Factor 1.8534 2.9844 0.9057 1.0241 1.4856 0.6527
Total Trades 258 129 129 258 129 129
Winning Trades 109 54 55 109 54 55
Losing Trades 149 75 74 149 75 74
Profitability (%) 42.2481 41.8605 42.6357 42.2481 41.8605 42.6357
Ratio Avg Win / Avg Loss 2.5335 4.145 1.2186 1.3999 2.0633 0.8782
Largest Winning Trade 885173 885173 50413 1730642 1730642 289775
Largest Losing Trade -41308 -28614 -41308 -509682 -419526 -509682
Avg Bars in Trades 95 95 96 95 95 96
Avg Bars in Winners 149 147 150 149 147 150
Avg Bars in Losers 57 57 56 57 57 56
Bars Traded 24754 12306 12448 24754 12306 12448
Profit Streak 19.8822 21.1322 0 19.8822 21.1322 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 335093 373747 -582187 -498445 -30144 -583853
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579723200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759014625790,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 76,
            "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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            1129593.6564660084,
            -64053.2110992665,
            137165.8724567635,
            1234108.7247078107,
            -1096942.8522510491
        ],
        [
            1065.540445,
            1129.593656,
            -64.053211,
            137.165872,
            1234.108725,
            -1096.942852
        ],
        [
            0.511664,
            0.542422,
            -0.030758,
            0.041477,
            0.124488,
            0
        ],
        [
            432.608696,
            432.608696,
            432.608696,
            432.608696,
            432.608696,
            432.608696
        ],
        [
            -194638,
            -100568,
            -226299,
            -1996900,
            -918916,
            -1300636
        ],
        [
            1.853372,
            2.98438,
            0.905718,
            1.024065,
            1.485608,
            0.652707
        ],
        [
            258,
            129,
            129,
            258,
            129,
            129
        ],
        [
            109,
            54,
            55,
            109,
            54,
            55
        ],
        [
            149,
            75,
            74,
            149,
            75,
            74
        ],
        [
            42.248062,
            41.860465,
            42.635659,
            42.248062,
            41.860465,
            42.635659
        ],
        [
            2.533509,
            4.144972,
            1.218603,
            1.399868,
            2.063344,
            0.878188
        ],
        [
            885173,
            885173,
            50413,
            1730642,
            1730642,
            289775
        ],
        [
            -41308,
            -28614,
            -41308,
            -509682,
            -419526,
            -509682
        ],
        [
            95,
            95,
            96,
            95,
            95,
            96
        ],
        [
            149,
            147,
            150,
            149,
            147,
            150
        ],
        [
            57,
            57,
            56,
            57,
            57,
            56
        ],
        [
            24754,
            12306,
            12448,
            24754,
            12306,
            12448
        ],
        [
            19.882243,
            21.132243,
            0,
            19.882243,
            21.132243,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            335093,
            373747,
            -582187,
            -498445,
            -30144,
            -583853
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579723200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759014625790,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 76,
            "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)