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Trade: CHZ/USDT/240/SWMA/SSF/2871

Strategy
CHZ/USDT/240/SWMA/SSF/2871
Pair
CHZ_USDT
Interval
4h
Score
494224
Daily Profit
1.066256
Profit Factor
4.199228
Profitability
40.170940
Streak
0.000000
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-26 00:10
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 2356777.7769 2307110.4047 49667.3722 1403100.3714 -75417.4114 1478517.7829
Total P&L (%) 2356.7778 2307.1104 49.6674 1403.1004 -75.4174 1478.5178
Avg Daily Profit (%) 1.0663 1.0438 0.0225 0.1227 -0.0635 0.1249
Buy And Hold Return (%) 868.1028 868.1028 868.1028 868.1028 868.1028 868.1028
Max Trade Drawdown -133443 -66013 -109663 -6045844 -3605939 -4432641
Profit Factor 4.1992 7.0261 1.1404 1.0743 0.9924 1.166
Total Trades 117 59 58 117 59 58
Winning Trades 47 22 25 47 22 25
Losing Trades 70 37 33 70 37 33
Profitability (%) 40.1709 37.2881 43.1034 40.1709 37.2881 43.1034
Ratio Avg Win / Avg Loss 6.2542 11.8166 1.5053 1.6 1.6691 1.5391
Largest Winning Trade 2173393 2173393 45094 2405012 2405012 1341894
Largest Losing Trade -51779 -51779 -37525 -1837457 -1051397 -1837457
Avg Bars in Trades 111 101 120 111 101 120
Avg Bars in Winners 182 186 178 182 186 178
Avg Bars in Losers 63 51 76 63 51 76
Bars Traded 12992 5998 6994 12992 5998 6994
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 494224 -163411 -576362 -179431 -759901 -254255

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": 1569672000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834619729,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 236,
            "offset": 0,
            "poles": 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": [
        [
            2356777.776939915,
            2307110.404716015,
            49667.3722238997,
            1403100.3714327756,
            -75417.4114241997,
            1478517.7828569785
        ],
        [
            2356.777777,
            2307.110405,
            49.667372,
            1403.100371,
            -75.417411,
            1478.517783
        ],
        [
            1.066256,
            1.043786,
            0.022471,
            0.122687,
            -0.063461,
            0.124904
        ],
        [
            868.102833,
            868.102833,
            868.102833,
            868.102833,
            868.102833,
            868.102833
        ],
        [
            -133443,
            -66013,
            -109663,
            -6045844,
            -3605939,
            -4432641
        ],
        [
            4.199228,
            7.0261,
            1.140376,
            1.074319,
            0.992438,
            1.166015
        ],
        [
            117,
            59,
            58,
            117,
            59,
            58
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            70,
            37,
            33,
            70,
            37,
            33
        ],
        [
            40.17094,
            37.288136,
            43.103448,
            40.17094,
            37.288136,
            43.103448
        ],
        [
            6.25417,
            11.816623,
            1.505296,
            1.600049,
            1.669101,
            1.53914
        ],
        [
            2173393,
            2173393,
            45094,
            2405012,
            2405012,
            1341894
        ],
        [
            -51779,
            -51779,
            -37525,
            -1837457,
            -1051397,
            -1837457
        ],
        [
            111,
            101,
            120,
            111,
            101,
            120
        ],
        [
            182,
            186,
            178,
            182,
            186,
            178
        ],
        [
            63,
            51,
            76,
            63,
            51,
            76
        ],
        [
            12992,
            5998,
            6994,
            12992,
            5998,
            6994
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            494224,
            -163411,
            -576362,
            -179431,
            -759901,
            -254255
        ]
    ]
}
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": 1569672000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758834619729,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 135,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 236,
            "offset": 0,
            "poles": 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)