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Trade: CHZ/USDT/120/VWMA/ZLMA/7807

Strategy
CHZ/USDT/120/VWMA/ZLMA/7807
Pair
CHZ_USDT
Interval
2h
Score
671240
Daily Profit
1.308112
Profit Factor
4.288196
Profitability
42.384106
Streak
0.000000
Best Strategy
Training Data Length
2082.920000
Evaluation Time
2025-10-01 02:48
Expiration Time
2025-12-14 23:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2724692.212 2567261.547 157430.665 15400877.5055 10823053.1259 4577824.3795
Total P&L (%) 2724.6922 2567.2615 157.4307 15400.8775 10823.0531 4577.8244
Avg Daily Profit (%) 1.3081 1.2325 0.0756 0.2424 0.2256 0.1848
Buy And Hold Return (%) 394.6527 394.6527 394.6527 394.6527 394.6527 394.6527
Max Trade Drawdown -170094 -96517 -118663 -60700604 -29725020 -32353595
Profit Factor 4.2882 6.8799 1.4016 1.0819 1.1128 1.0497
Total Trades 151 76 75 151 76 75
Winning Trades 64 34 30 64 34 30
Losing Trades 87 42 45 87 42 45
Profitability (%) 42.3841 44.7368 40 42.3841 44.7368 40
Ratio Avg Win / Avg Loss 5.8293 8.4987 2.1024 1.4706 1.3746 1.5745
Largest Winning Trade 2272883 2272883 48547 21631586 21631586 13563772
Largest Losing Trade -40091 -40091 -34412 -19266560 -10670994 -19266560
Avg Bars in Trades 163 142 184 163 142 184
Avg Bars in Winners 226 185 273 226 185 273
Avg Bars in Losers 116 108 124 116 108 124
Bars Traded 24685 10857 13829 24685 10857 13829
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 671240 -29765 -316839 -124259 -139723 -217729
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579240800000,
    "first_datapoint_time": 1580752800000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759276087878,
    "expiration_time": 1765748304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 210,
            "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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            2567261.5470053377,
            157430.665039642,
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            10823053.125925418,
            4577824.379543955
        ],
        [
            2724.692212,
            2567.261547,
            157.430665,
            15400.877505,
            10823.053126,
            4577.82438
        ],
        [
            1.308112,
            1.23253,
            0.075582,
            0.242429,
            0.225585,
            0.184787
        ],
        [
            394.652735,
            394.652735,
            394.652735,
            394.652735,
            394.652735,
            394.652735
        ],
        [
            -170094,
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            -32353595
        ],
        [
            4.288196,
            6.879934,
            1.401594,
            1.081853,
            1.112775,
            1.04966
        ],
        [
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        ],
        [
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            64,
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        ],
        [
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        ],
        [
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        ],
        [
            5.829267,
            8.498742,
            2.102391,
            1.470644,
            1.374604,
            1.574491
        ],
        [
            2272883,
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        ],
        [
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            -40091,
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        ],
        [
            163,
            142,
            184,
            163,
            142,
            184
        ],
        [
            226,
            185,
            273,
            226,
            185,
            273
        ],
        [
            116,
            108,
            124,
            116,
            108,
            124
        ],
        [
            24685,
            10857,
            13829,
            24685,
            10857,
            13829
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
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        ],
        [
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        [
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            -124259,
            -139723,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24995,
    "evaluation_days": 2082.92,
    "actual_first_datapoint_time": 1579240800000,
    "first_datapoint_time": 1580752800000,
    "last_datapoint_time": 1759269600000,
    "evaluation_time": 1759276087878,
    "expiration_time": 1765748304000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 210,
            "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)