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Trade: CHZ/USDT/240/SINWMA/SWMA/7496

Strategy
CHZ/USDT/240/SINWMA/SWMA/7496
Pair
CHZ_USDT
Interval
4h
Score
492168
Daily Profit
0.762079
Profit Factor
2.438924
Profitability
44.262295
Streak
0.000000
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-25 18:31
Expiration Time
2025-11-29 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1684446.9841 1552701.4374 131745.5468 10293219.6928 4016352.1583 6276867.5345
Total P&L (%) 1684.447 1552.7014 131.7455 10293.2197 4016.3522 6276.8675
Avg Daily Profit (%) 0.7621 0.7025 0.0596 0.2103 0.1683 0.1882
Buy And Hold Return (%) 576.7055 576.7055 576.7055 576.7055 576.7055 576.7055
Max Trade Drawdown -99030 -70666 -131935 -8724171 -7749440 -5296173
Profit Factor 2.4389 3.605 1.2293 1.1535 1.1182 1.1896
Total Trades 305 153 152 305 153 152
Winning Trades 135 64 71 135 64 71
Losing Trades 170 89 81 170 89 81
Profitability (%) 44.2623 41.8301 46.7105 44.2623 41.8301 46.7105
Ratio Avg Win / Avg Loss 3.0712 5.0132 1.4024 1.4525 1.555 1.3572
Largest Winning Trade 1173550 1173550 47241 5496693 5496693 3612635
Largest Losing Trade -27278 -27278 -23867 -3480472 -2040855 -3480472
Avg Bars in Trades 43 42 43 43 42 43
Avg Bars in Winners 60 60 61 60 60 61
Avg Bars in Losers 29 29 28 29 29 28
Bars Traded 13181 6502 6679 13181 6502 6679
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 492168 460398 -280498 -44240 -84572 -5039

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13262,
    "evaluation_days": 2210.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1568476800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758814260802,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 41,
            "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": [
        [
            1684446.9841451193,
            1552701.4373762202,
            131745.5467688992,
            10293219.69276334,
            4016352.158261271,
            6276867.5345020695
        ],
        [
            1684.446984,
            1552.701437,
            131.745547,
            10293.219693,
            4016.352158,
            6276.867535
        ],
        [
            0.762079,
            0.702475,
            0.059604,
            0.210313,
            0.168331,
            0.18817
        ],
        [
            576.705491,
            576.705491,
            576.705491,
            576.705491,
            576.705491,
            576.705491
        ],
        [
            -99030,
            -70666,
            -131935,
            -8724171,
            -7749440,
            -5296173
        ],
        [
            2.438924,
            3.605022,
            1.229287,
            1.153452,
            1.11821,
            1.189627
        ],
        [
            305,
            153,
            152,
            305,
            153,
            152
        ],
        [
            135,
            64,
            71,
            135,
            64,
            71
        ],
        [
            170,
            89,
            81,
            170,
            89,
            81
        ],
        [
            44.262295,
            41.830065,
            46.710526,
            44.262295,
            41.830065,
            46.710526
        ],
        [
            3.071237,
            5.013233,
            1.402426,
            1.452496,
            1.55501,
            1.357181
        ],
        [
            1173550,
            1173550,
            47241,
            5496693,
            5496693,
            3612635
        ],
        [
            -27278,
            -27278,
            -23867,
            -3480472,
            -2040855,
            -3480472
        ],
        [
            43,
            42,
            43,
            43,
            42,
            43
        ],
        [
            60,
            60,
            61,
            60,
            60,
            61
        ],
        [
            29,
            29,
            28,
            29,
            29,
            28
        ],
        [
            13181,
            6502,
            6679,
            13181,
            6502,
            6679
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            492168,
            460398,
            -280498,
            -44240,
            -84572,
            -5039
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13262,
    "evaluation_days": 2210.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1568476800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758814260802,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 41,
            "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)