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Trade: CHZ/USDT/30/BBU/VWMA/2728

Strategy
CHZ/USDT/30/BBU/VWMA/2728
Pair
CHZ_USDT
Interval
30m
Score
306256
Daily Profit
0.177684
Profit Factor
1.324305
Profitability
59.398496
Streak
12.510658
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-09-29 10:45
Expiration Time
2025-12-13 09:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 92543.1642 13844.8467 78698.3175 67894.1034 -9432.5731 77326.6765
Total P&L (%) 92.5432 13.8448 78.6983 67.8941 -9.4326 77.3267
Avg Daily Profit (%) 0.1777 0.0266 0.1511 0.0995 -0.019 0.11
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132498 -68132 -89433 -151241 -97153 -76570
Profit Factor 1.3243 1.118 1.4683 1.2096 0.9359 1.4374
Total Trades 133 67 66 133 67 66
Winning Trades 79 36 43 79 36 43
Losing Trades 54 31 23 54 31 23
Profitability (%) 59.3985 53.7313 65.1515 59.3985 53.7313 65.1515
Ratio Avg Win / Avg Loss 0.9052 0.9627 0.7854 0.8268 0.8059 0.7689
Largest Winning Trade 24448 13279 24448 24473 14550 24473
Largest Losing Trade -40519 -20407 -40519 -39237 -39237 -27950
Avg Bars in Trades 179 57 303 179 57 303
Avg Bars in Winners 158 54 246 158 54 246
Avg Bars in Losers 209 61 409 209 61 409
Bars Traded 23883 3863 20020 23883 3863 20020
Profit Streak 12.5107 59.0732 12.5107 12.5107 59.0732 12.5107
Trades During Streak 3 7 1 3 7 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306256 -411059 -115520 -59854 -695951 -168994
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714132800000,
    "first_datapoint_time": 1714575600000,
    "last_datapoint_time": 1759131000000,
    "evaluation_time": 1759131920842,
    "expiration_time": 1765611000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 100,
            "offset": 0,
            "std": 1.5029
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 247,
            "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": [
        [
            92543.1642114522,
            13844.8467456037,
            78698.3174658484,
            67894.1033896823,
            -9432.5731314443,
            77326.6765211265
        ],
        [
            92.543164,
            13.844847,
            78.698317,
            67.894103,
            -9.432573,
            77.326677
        ],
        [
            0.177684,
            0.026582,
            0.151102,
            0.099537,
            -0.019021,
            0.110043
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132498,
            -68132,
            -89433,
            -151241,
            -97153,
            -76570
        ],
        [
            1.324305,
            1.118029,
            1.468282,
            1.20964,
            0.935873,
            1.437447
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            79,
            36,
            43,
            79,
            36,
            43
        ],
        [
            54,
            31,
            23,
            54,
            31,
            23
        ],
        [
            59.398496,
            53.731343,
            65.151515,
            59.398496,
            53.731343,
            65.151515
        ],
        [
            0.905221,
            0.962747,
            0.78536,
            0.826843,
            0.80589,
            0.768867
        ],
        [
            24448,
            13279,
            24448,
            24473,
            14550,
            24473
        ],
        [
            -40519,
            -20407,
            -40519,
            -39237,
            -39237,
            -27950
        ],
        [
            179,
            57,
            303,
            179,
            57,
            303
        ],
        [
            158,
            54,
            246,
            158,
            54,
            246
        ],
        [
            209,
            61,
            409,
            209,
            61,
            409
        ],
        [
            23883,
            3863,
            20020,
            23883,
            3863,
            20020
        ],
        [
            12.510658,
            59.073158,
            12.510658,
            12.510658,
            59.073158,
            12.510658
        ],
        [
            3,
            7,
            1,
            3,
            7,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306256,
            -411059,
            -115520,
            -59854,
            -695951,
            -168994
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714132800000,
    "first_datapoint_time": 1714575600000,
    "last_datapoint_time": 1759131000000,
    "evaluation_time": 1759131920842,
    "expiration_time": 1765611000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 100,
            "offset": 0,
            "std": 1.5029
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 247,
            "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)