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Trade: CHZ/USDT/120/SWMA/KCU/3333

Strategy
CHZ/USDT/120/SWMA/KCU/3333
Pair
CHZ_USDT
Interval
2h
Score
637526
Daily Profit
2.318537
Profit Factor
6.541533
Profitability
35.537190
Streak
0.000000
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-10-06 16:55
Expiration Time
2025-12-20 13:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 4828746.5072 4839341.2624 -10594.7552 240544.6318 1103612.8908 -863068.259
Total P&L (%) 4828.7465 4839.3413 -10.5948 240.5446 1103.6129 -863.0683
Avg Daily Profit (%) 2.3185 2.3236 -0.0051 0.0589 0.1195 0
Buy And Hold Return (%) 332.6715 332.6715 332.6715 332.6715 332.6715 332.6715
Max Trade Drawdown -222062 -129739 -118162 -2547993 -1570294 -1125566
Profit Factor 6.5415 9.7791 0.9669 1.0435 1.3308 0.606
Total Trades 121 60 61 121 60 61
Winning Trades 43 19 24 43 19 24
Losing Trades 78 41 37 78 41 37
Profitability (%) 35.5372 31.6667 39.3443 35.5372 31.6667 39.3443
Ratio Avg Win / Avg Loss 11.866 21.1023 1.4906 1.8929 2.8718 0.9342
Largest Winning Trade 4850822 4850822 41459 2693663 2693663 210569
Largest Losing Trade -50103 -50103 -39464 -651624 -651624 -474537
Avg Bars in Trades 202 296 110 202 296 110
Avg Bars in Winners 366 605 178 366 605 178
Avg Bars in Losers 112 153 66 112 153 66
Bars Traded 24511 17790 6721 24511 17790 6721
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 637526 -153570 -745213 -456950 -211050 -746880
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579744800000,
    "first_datapoint_time": 1581343200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759758905846,
    "expiration_time": 1766229926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 104,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            4828746.507237281,
            4839341.262440913,
            -10594.7552036316,
            240544.6317728462,
            1103612.890760549,
            -863068.2589877028
        ],
        [
            4828.746507,
            4839.341262,
            -10.594755,
            240.544632,
            1103.612891,
            -863.068259
        ],
        [
            2.318537,
            2.323624,
            -0.005087,
            0.058854,
            0.119529,
            0
        ],
        [
            332.671516,
            332.671516,
            332.671516,
            332.671516,
            332.671516,
            332.671516
        ],
        [
            -222062,
            -129739,
            -118162,
            -2547993,
            -1570294,
            -1125566
        ],
        [
            6.541533,
            9.779109,
            0.966906,
            1.043528,
            1.330838,
            0.605972
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            78,
            41,
            37,
            78,
            41,
            37
        ],
        [
            35.53719,
            31.666667,
            39.344262,
            35.53719,
            31.666667,
            39.344262
        ],
        [
            11.866037,
            21.102288,
            1.490647,
            1.892912,
            2.871809,
            0.934207
        ],
        [
            4850822,
            4850822,
            41459,
            2693663,
            2693663,
            210569
        ],
        [
            -50103,
            -50103,
            -39464,
            -651624,
            -651624,
            -474537
        ],
        [
            202,
            296,
            110,
            202,
            296,
            110
        ],
        [
            366,
            605,
            178,
            366,
            605,
            178
        ],
        [
            112,
            153,
            66,
            112,
            153,
            66
        ],
        [
            24511,
            17790,
            6721,
            24511,
            17790,
            6721
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            637526,
            -153570,
            -745213,
            -456950,
            -211050,
            -746880
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1579744800000,
    "first_datapoint_time": 1581343200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759758905846,
    "expiration_time": 1766229926400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 104,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)