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Trade: CHZ/USDT/360/BBL/VWMA/7083

Strategy
CHZ/USDT/360/BBL/VWMA/7083
Pair
CHZ_USDT
Interval
6h
Score
477137
Daily Profit
0.293442
Profit Factor
2.770827
Profitability
51.612903
Streak
129.226456
Best Strategy
Training Data Length
2210.750000
Evaluation Time
2025-09-26 08:26
Expiration Time
2025-11-29 21:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 580183.3344 648726.6092 -68543.2748 -193472.1518 668797.0786 -862269.2305
Total P&L (%) 580.1833 648.7266 -68.5433 -193.4722 668.7971 -862.2692
Avg Daily Profit (%) 0.2624 0.2934 -0.031 0 0.0923 0
Buy And Hold Return (%) 152.593 152.593 152.593 152.593 152.593 152.593
Max Trade Drawdown -245315 -166286 -204490 -1589724 -661133 -1090264
Profit Factor 1.8471 2.7708 0.7848 0.9228 1.5567 0.3395
Total Trades 63 31 32 63 31 32
Winning Trades 35 16 19 31 17 14
Losing Trades 28 15 13 32 14 18
Profitability (%) 55.5556 51.6129 59.375 49.2063 54.8387 43.75
Ratio Avg Win / Avg Loss 1.4777 2.5977 0.537 0.9526 1.282 0.4365
Largest Winning Trade 385727 385727 30564 467980 467980 209242
Largest Losing Trade -124281 -51333 -124281 -815996 -614941 -815996
Avg Bars in Trades 135 229 45 135 229 45
Avg Bars in Winners 88 144 41 175 290 36
Avg Bars in Losers 195 319 52 97 154 52
Bars Traded 8566 7103 1463 8566 7103 1463
Profit Streak 129.2265 129.2265 351.9765 0 0 0
Trades During Streak 5 2 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -140294 477137 -578212 -732086 -68961 -583240

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8843,
    "evaluation_days": 2210.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572782400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864365820,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 53,
            "offset": 0,
            "std": 1.34662
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "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": [
        [
            580183.3343606902,
            648726.6091753313,
            -68543.2748146409,
            -193472.1518480567,
            668797.0786047621,
            -862269.2304528189
        ],
        [
            580.183334,
            648.726609,
            -68.543275,
            -193.472152,
            668.797079,
            -862.26923
        ],
        [
            0.262437,
            0.293442,
            -0.031005,
            0,
            0.092303,
            0
        ],
        [
            152.593007,
            152.593007,
            152.593007,
            152.593007,
            152.593007,
            152.593007
        ],
        [
            -245315,
            -166286,
            -204490,
            -1589724,
            -661133,
            -1090264
        ],
        [
            1.847133,
            2.770827,
            0.784819,
            0.922826,
            1.556653,
            0.339514
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            35,
            16,
            19,
            31,
            17,
            14
        ],
        [
            28,
            15,
            13,
            32,
            14,
            18
        ],
        [
            55.555556,
            51.612903,
            59.375,
            49.206349,
            54.83871,
            43.75
        ],
        [
            1.477706,
            2.59765,
            0.536981,
            0.952595,
            1.28195,
            0.436517
        ],
        [
            385727,
            385727,
            30564,
            467980,
            467980,
            209242
        ],
        [
            -124281,
            -51333,
            -124281,
            -815996,
            -614941,
            -815996
        ],
        [
            135,
            229,
            45,
            135,
            229,
            45
        ],
        [
            88,
            144,
            41,
            175,
            290,
            36
        ],
        [
            195,
            319,
            52,
            97,
            154,
            52
        ],
        [
            8566,
            7103,
            1463,
            8566,
            7103,
            1463
        ],
        [
            129.226456,
            129.226456,
            351.976456,
            0,
            0,
            0
        ],
        [
            5,
            2,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140294,
            477137,
            -578212,
            -732086,
            -68961,
            -583240
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8843,
    "evaluation_days": 2210.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572782400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864365820,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 53,
            "offset": 0,
            "std": 1.34662
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 235,
            "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)