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Trade: CHZ/USDT/360/KCB/VWMA/1423

Strategy
CHZ/USDT/360/KCB/VWMA/1423
Pair
CHZ_USDT
Interval
6h
Score
311533
Daily Profit
0.202393
Profit Factor
2.278190
Profitability
53.333333
Streak
152.681768
Best Strategy
Training Data Length
2226.250000
Evaluation Time
2025-10-10 07:21
Expiration Time
2025-12-15 20:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -5892.261 450576.4504 -456468.7114 -214135.5909 125487.3855 -339622.9764
Total P&L (%) -5.8923 450.5765 -456.4687 -214.1356 125.4874 -339.623
Avg Daily Profit (%) -0.0026 0.2024 -0.205 0 0.0365 0
Buy And Hold Return (%) 198.1348 198.1348 198.1348 198.1348 198.1348 198.1348
Max Trade Drawdown -516738 -139090 -589607 -729623 -302352 -421173
Profit Factor 0.9947 2.2782 0.3937 0.785 1.2638 0.3469
Total Trades 60 30 30 60 30 30
Winning Trades 37 16 21 22 12 10
Losing Trades 23 14 9 38 18 20
Profitability (%) 61.6667 53.3333 70 36.6667 40 33.3333
Ratio Avg Win / Avg Loss 0.6183 1.9934 0.1687 1.3559 1.8956 0.6939
Largest Winning Trade 374105 374105 33402 229461 229461 74284
Largest Losing Trade -482451 -60636 -482451 -191598 -191598 -152673
Avg Bars in Trades 143 186 101 143 186 101
Avg Bars in Winners 104 120 91 192 286 80
Avg Bars in Losers 207 261 123 115 120 111
Bars Traded 8634 5596 3038 8634 5596 3038
Profit Streak 152.6818 152.6818 365.6818 0 0 0
Trades During Streak 6 3 5 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -751323 311533 -576851 -758074 -312840 -587306
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8905,
    "evaluation_days": 2226.25,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573084800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760070104791,
    "expiration_time": 1765824840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 141,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 249,
            "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": [
        [
            -5892.2610091191,
            450576.4504281236,
            -456468.711437243,
            -214135.5908632537,
            125487.3855457532,
            -339622.976409007
        ],
        [
            -5.892261,
            450.57645,
            -456.468711,
            -214.135591,
            125.487386,
            -339.622976
        ],
        [
            -0.002647,
            0.202393,
            -0.205039,
            0,
            0.03653,
            0
        ],
        [
            198.134843,
            198.134843,
            198.134843,
            198.134843,
            198.134843,
            198.134843
        ],
        [
            -516738,
            -139090,
            -589607,
            -729623,
            -302352,
            -421173
        ],
        [
            0.99467,
            2.27819,
            0.39371,
            0.784967,
            1.263756,
            0.346948
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            37,
            16,
            21,
            22,
            12,
            10
        ],
        [
            23,
            14,
            9,
            38,
            18,
            20
        ],
        [
            61.666667,
            53.333333,
            70,
            36.666667,
            40,
            33.333333
        ],
        [
            0.618308,
            1.993416,
            0.168733,
            1.355852,
            1.895634,
            0.693896
        ],
        [
            374105,
            374105,
            33402,
            229461,
            229461,
            74284
        ],
        [
            -482451,
            -60636,
            -482451,
            -191598,
            -191598,
            -152673
        ],
        [
            143,
            186,
            101,
            143,
            186,
            101
        ],
        [
            104,
            120,
            91,
            192,
            286,
            80
        ],
        [
            207,
            261,
            123,
            115,
            120,
            111
        ],
        [
            8634,
            5596,
            3038,
            8634,
            5596,
            3038
        ],
        [
            152.681768,
            152.681768,
            365.681768,
            0,
            0,
            0
        ],
        [
            6,
            3,
            5,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -751323,
            311533,
            -576851,
            -758074,
            -312840,
            -587306
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8905,
    "evaluation_days": 2226.25,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573084800000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760070104791,
    "expiration_time": 1765824840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 141,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 249,
            "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)