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Trade: CHZ/USDT/240/VWMA/SWMA/6079

Strategy
CHZ/USDT/240/VWMA/SWMA/6079
Pair
CHZ_USDT
Interval
4h
Score
657969
Daily Profit
0.811907
Profit Factor
8.751291
Profitability
48.484848
Streak
0.000000
Best Strategy
Training Data Length
2219.830000
Evaluation Time
2025-10-04 06:56
Expiration Time
2025-12-09 16:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1888560.2125 1802296.4761 86263.7364 2091676.6354 1587630.5708 504046.0646
Total P&L (%) 1888.5602 1802.2965 86.2637 2091.6766 1587.6306 504.0461
Avg Daily Profit (%) 0.8508 0.8119 0.0389 0.1392 0.1274 0.0811
Buy And Hold Return (%) 540.4701 540.4701 540.4701 540.4701 540.4701 540.4701
Max Trade Drawdown -93256 -71788 -104497 -4779101 -2418744 -4083671
Profit Factor 4.5303 8.7513 1.2852 1.1609 1.2862 1.0676
Total Trades 66 33 33 66 33 33
Winning Trades 33 16 17 33 16 17
Losing Trades 33 17 16 33 17 16
Profitability (%) 50 48.4848 51.5152 50 48.4848 51.5152
Ratio Avg Win / Avg Loss 4.5303 9.2982 1.2096 1.1609 1.3665 1.0048
Largest Winning Trade 1615519 1615519 47221 2405052 2405052 1879676
Largest Losing Trade -56696 -36182 -56696 -2781802 -1090538 -2781802
Avg Bars in Trades 196 159 232 196 159 232
Avg Bars in Winners 262 187 333 262 187 333
Avg Bars in Losers 129 132 125 129 132 125
Bars Traded 12939 5262 7677 12939 5262 7677
Profit Streak 47.4973 0 76.4973 47.4973 0 76.4973
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -109951 657969 -306046 -180684 -26325 -395522
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13319,
    "evaluation_days": 2219.83,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571371200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759550168606,
    "expiration_time": 1765289808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 169,
            "offset": 84
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 215,
            "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": [
        [
            1888560.2125255063,
            1802296.4761423587,
            86263.7363831474,
            2091676.635425935,
            1587630.5707841464,
            504046.0646417898
        ],
        [
            1888.560213,
            1802.296476,
            86.263736,
            2091.676635,
            1587.630571,
            504.046065
        ],
        [
            0.850768,
            0.811907,
            0.038861,
            0.139173,
            0.127384,
            0.081052
        ],
        [
            540.470122,
            540.470122,
            540.470122,
            540.470122,
            540.470122,
            540.470122
        ],
        [
            -93256,
            -71788,
            -104497,
            -4779101,
            -2418744,
            -4083671
        ],
        [
            4.530276,
            8.751291,
            1.285221,
            1.16086,
            1.286156,
            1.067612
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            50,
            48.484848,
            51.515152,
            50,
            48.484848,
            51.515152
        ],
        [
            4.530276,
            9.298246,
            1.20962,
            1.16086,
            1.366541,
            1.004811
        ],
        [
            1615519,
            1615519,
            47221,
            2405052,
            2405052,
            1879676
        ],
        [
            -56696,
            -36182,
            -56696,
            -2781802,
            -1090538,
            -2781802
        ],
        [
            196,
            159,
            232,
            196,
            159,
            232
        ],
        [
            262,
            187,
            333,
            262,
            187,
            333
        ],
        [
            129,
            132,
            125,
            129,
            132,
            125
        ],
        [
            12939,
            5262,
            7677,
            12939,
            5262,
            7677
        ],
        [
            47.497322,
            0,
            76.497322,
            47.497322,
            0,
            76.497322
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -109951,
            657969,
            -306046,
            -180684,
            -26325,
            -395522
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13319,
    "evaluation_days": 2219.83,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571371200000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759550168606,
    "expiration_time": 1765289808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 169,
            "offset": 84
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 215,
            "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)