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Trade: CHZ/USDT/240/SWMA/SSF/6880

Strategy
CHZ/USDT/240/SWMA/SSF/6880
Pair
CHZ_USDT
Interval
4h
Score
438114
Daily Profit
1.211999
Profit Factor
4.441767
Profitability
33.793103
Streak
0.000000
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-26 18:09
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 2678917.3289 2546940.4568 131976.8721 15794751.2349 14041474.0571 1753277.1777
Total P&L (%) 2678.9173 2546.9405 131.9769 15794.7512 14041.4741 1753.2772
Avg Daily Profit (%) 1.212 1.1523 0.0597 0.2296 0.2243 0.1322
Buy And Hold Return (%) 805.1858 805.1858 805.1858 805.1858 805.1858 805.1858
Max Trade Drawdown -118393 -82159 -97935 -22712212 -15555527 -22441376
Profit Factor 4.4418 7.4473 1.3443 1.1229 1.2157 1.0276
Total Trades 145 73 72 145 73 72
Winning Trades 49 25 24 49 25 24
Losing Trades 96 48 48 96 48 48
Profitability (%) 33.7931 34.2466 33.3333 33.7931 34.2466 33.3333
Ratio Avg Win / Avg Loss 8.7022 14.2987 2.6886 2.2 2.3342 2.0553
Largest Winning Trade 2199622 2199622 47464 18332603 18332603 8529081
Largest Losing Trade -41723 -26718 -41723 -6332269 -5460830 -6332269
Avg Bars in Trades 89 87 92 89 87 92
Avg Bars in Winners 186 176 196 186 176 196
Avg Bars in Losers 40 42 39 40 42 39
Bars Traded 13049 6422 6627 13049 6422 6627
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 438114 -59050 -363445 -81839 -69159 -296806

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": 1570017600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758899354941,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 29,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            2678917.328881864,
            2546940.456788253,
            131976.8720936089,
            15794751.23485271,
            14041474.057116207,
            1753277.1777365059
        ],
        [
            2678.917329,
            2546.940457,
            131.976872,
            15794.751235,
            14041.474057,
            1753.277178
        ],
        [
            1.211999,
            1.15229,
            0.059709,
            0.229576,
            0.224276,
            0.132173
        ],
        [
            805.185845,
            805.185845,
            805.185845,
            805.185845,
            805.185845,
            805.185845
        ],
        [
            -118393,
            -82159,
            -97935,
            -22712212,
            -15555527,
            -22441376
        ],
        [
            4.441767,
            7.447262,
            1.344306,
            1.122914,
            1.215723,
            1.027649
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            49,
            25,
            24,
            49,
            25,
            24
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            33.793103,
            34.246575,
            33.333333,
            33.793103,
            34.246575,
            33.333333
        ],
        [
            8.702238,
            14.298744,
            2.688612,
            2.199995,
            2.334187,
            2.055298
        ],
        [
            2199622,
            2199622,
            47464,
            18332603,
            18332603,
            8529081
        ],
        [
            -41723,
            -26718,
            -41723,
            -6332269,
            -5460830,
            -6332269
        ],
        [
            89,
            87,
            92,
            89,
            87,
            92
        ],
        [
            186,
            176,
            196,
            186,
            176,
            196
        ],
        [
            40,
            42,
            39,
            40,
            42,
            39
        ],
        [
            13049,
            6422,
            6627,
            13049,
            6422,
            6627
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            438114,
            -59050,
            -363445,
            -81839,
            -69159,
            -296806
        ]
    ]
}
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": 1570017600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758899354941,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 159,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 29,
            "offset": 0,
            "poles": 3
        }
    }
}

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)