← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: CHZ/USDT/360/BBM/VWMA/5038

Strategy
CHZ/USDT/360/BBM/VWMA/5038
Pair
CHZ_USDT
Interval
6h
Score
623943
Daily Profit
1.033675
Profit Factor
8.976646
Profitability
45.454545
Streak
0.000000
Best Strategy
Training Data Length
2217.000000
Evaluation Time
2025-09-30 22:49
Expiration Time
2025-12-06 08:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2391520.2978 2291658.3827 99861.9152 5675266.3185 17754733.6363 -12079467.3178
Total P&L (%) 2391.5203 2291.6584 99.8619 5675.2663 17754.7336 -12079.4673
Avg Daily Profit (%) 1.0787 1.0337 0.045 0.1831 0.2341 0
Buy And Hold Return (%) 697.207 697.207 697.207 697.207 697.207 697.207
Max Trade Drawdown -131348 -81168 -85159 -24294358 -12013958 -15230581
Profit Factor 5.0161 8.9766 1.324 1.0964 1.6664 0.6253
Total Trades 87 44 43 87 44 43
Winning Trades 35 20 15 35 20 15
Losing Trades 52 24 28 52 24 28
Profitability (%) 40.2299 45.4545 34.8837 40.2299 45.4545 34.8837
Ratio Avg Win / Avg Loss 7.4525 10.772 2.4715 1.6289 1.9997 1.1672
Largest Winning Trade 2048068 2048068 48131 27387321 27387321 4105318
Largest Losing Trade -44466 -35518 -44466 -9132745 -6958726 -9132745
Avg Bars in Trades 99 94 105 99 94 105
Avg Bars in Winners 183 162 210 183 162 210
Avg Bars in Losers 43 38 48 43 38 48
Bars Traded 8684 4169 4515 8684 4169 4515
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 537076 623943 -303011 -109059 351963 -584939
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8868,
    "evaluation_days": 2217,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570687200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759261762110,
    "expiration_time": 1765001664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 191,
            "offset": 0,
            "std": 3.897
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 28,
            "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": [
        [
            2391520.297832746,
            2291658.382668615,
            99861.9151641308,
            5675266.31849695,
            17754733.63631142,
            -12079467.31781447
        ],
        [
            2391.520298,
            2291.658383,
            99.861915,
            5675.266318,
            17754.733636,
            -12079.467318
        ],
        [
            1.078719,
            1.033675,
            0.045044,
            0.183125,
            0.234142,
            0
        ],
        [
            697.207043,
            697.207043,
            697.207043,
            697.207043,
            697.207043,
            697.207043
        ],
        [
            -131348,
            -81168,
            -85159,
            -24294358,
            -12013958,
            -15230581
        ],
        [
            5.016138,
            8.976646,
            1.324036,
            1.096391,
            1.666393,
            0.625263
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            52,
            24,
            28,
            52,
            24,
            28
        ],
        [
            40.229885,
            45.454545,
            34.883721,
            40.229885,
            45.454545,
            34.883721
        ],
        [
            7.452548,
            10.771975,
            2.471534,
            1.628924,
            1.999672,
            1.167158
        ],
        [
            2048068,
            2048068,
            48131,
            27387321,
            27387321,
            4105318
        ],
        [
            -44466,
            -35518,
            -44466,
            -9132745,
            -6958726,
            -9132745
        ],
        [
            99,
            94,
            105,
            99,
            94,
            105
        ],
        [
            183,
            162,
            210,
            183,
            162,
            210
        ],
        [
            43,
            38,
            48,
            43,
            38,
            48
        ],
        [
            8684,
            4169,
            4515,
            8684,
            4169,
            4515
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            537076,
            623943,
            -303011,
            -109059,
            351963,
            -584939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8868,
    "evaluation_days": 2217,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570687200000,
    "last_datapoint_time": 1759255200000,
    "evaluation_time": 1759261762110,
    "expiration_time": 1765001664000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 191,
            "offset": 0,
            "std": 3.897
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 28,
            "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)