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Trade: CHZ/USDT/120/VWMA/TEMA/2684

Strategy
CHZ/USDT/120/VWMA/TEMA/2684
Pair
CHZ_USDT
Interval
2h
Score
311332
Daily Profit
0.527770
Profit Factor
2.086740
Profitability
43.859649
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 10:34
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 1099080.2516 923305.7754 175774.4762 25136922.2209 13176085.6942 11960836.5267
Total P&L (%) 1099.0803 923.3058 175.7745 25136.9222 13176.0857 11960.8365
Avg Daily Profit (%) 0.5278 0.4434 0.0844 0.2659 0.235 0.2304
Buy And Hold Return (%) 489.7622 489.7622 489.7622 489.7622 489.7622 489.7622
Max Trade Drawdown -125940 -63877 -112607 -44008051 -12832583 -39088981
Profit Factor 2.0867 2.8994 1.3347 1.1326 1.1541 1.1149
Total Trades 285 143 142 285 143 142
Winning Trades 125 65 60 125 65 60
Losing Trades 160 78 82 160 78 82
Profitability (%) 43.8596 45.4545 42.2535 43.8596 45.4545 42.2535
Ratio Avg Win / Avg Loss 2.671 3.4792 1.824 1.4497 1.385 1.5237
Largest Winning Trade 376717 376717 48388 10513357 9373010 10513357
Largest Losing Trade -25038 -25038 -22693 -10266257 -5084918 -10266257
Avg Bars in Trades 86 75 98 86 75 98
Avg Bars in Winners 121 106 136 121 106 136
Avg Bars in Losers 60 49 70 60 49 70
Bars Traded 24758 10803 13954 24758 10803 13954
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 311332 218031 -247826 -66968 -44581 -87914
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": 1580097600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758958491450,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 191,
            "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": [
        [
            1099080.2515832847,
            923305.7753985204,
            175774.4761847638,
            25136922.22086208,
            13176085.694190346,
            11960836.5266717
        ],
        [
            1099.080252,
            923.305775,
            175.774476,
            25136.922221,
            13176.085694,
            11960.836527
        ],
        [
            0.52777,
            0.443364,
            0.084406,
            0.265942,
            0.23502,
            0.230399
        ],
        [
            489.762181,
            489.762181,
            489.762181,
            489.762181,
            489.762181,
            489.762181
        ],
        [
            -125940,
            -63877,
            -112607,
            -44008051,
            -12832583,
            -39088981
        ],
        [
            2.08674,
            2.899362,
            1.334654,
            1.132595,
            1.154138,
            1.114904
        ],
        [
            285,
            143,
            142,
            285,
            143,
            142
        ],
        [
            125,
            65,
            60,
            125,
            65,
            60
        ],
        [
            160,
            78,
            82,
            160,
            78,
            82
        ],
        [
            43.859649,
            45.454545,
            42.253521,
            43.859649,
            45.454545,
            42.253521
        ],
        [
            2.671027,
            3.479235,
            1.824028,
            1.449721,
            1.384965,
            1.523702
        ],
        [
            376717,
            376717,
            48388,
            10513357,
            9373010,
            10513357
        ],
        [
            -25038,
            -25038,
            -22693,
            -10266257,
            -5084918,
            -10266257
        ],
        [
            86,
            75,
            98,
            86,
            75,
            98
        ],
        [
            121,
            106,
            136,
            121,
            106,
            136
        ],
        [
            60,
            49,
            70,
            60,
            49,
            70
        ],
        [
            24758,
            10803,
            13954,
            24758,
            10803,
            13954
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311332,
            218031,
            -247826,
            -66968,
            -44581,
            -87914
        ]
    ]
}
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": 1580097600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758958491450,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 191,
            "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)