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Trade: CHZ/USDT/360/KCB/VWMA/4104

Strategy
CHZ/USDT/360/KCB/VWMA/4104
Pair
CHZ_USDT
Interval
6h
Score
722555
Daily Profit
1.745196
Profit Factor
10.356783
Profitability
41.379310
Streak
153.954594
Best Strategy
Training Data Length
2210.750000
Evaluation Time
2025-09-28 01:54
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 3471420.9467 3858192.4632 -386771.5164 -98715.3006 -52282.7456 -46432.5551
Total P&L (%) 3471.4209 3858.1925 -386.7715 -98.7153 -52.2827 -46.4326
Avg Daily Profit (%) 1.5702 1.7452 -0.175 -0.1968 -0.0335 -0.0282
Buy And Hold Return (%) 271.4155 271.4155 271.4155 271.4155 271.4155 271.4155
Max Trade Drawdown -462513 -241779 -316524 -443224 -420404 -29476
Profit Factor 4.5392 10.3568 0.3197 0.8435 0.8788 0.767
Total Trades 58 29 29 58 29 29
Winning Trades 26 12 14 34 17 17
Losing Trades 32 17 15 24 12 12
Profitability (%) 44.8276 41.3793 48.2759 58.6207 58.6207 58.6207
Ratio Avg Win / Avg Loss 5.5868 14.6721 0.3425 0.5954 0.6203 0.5414
Largest Winning Trade 4108253 4108253 33579 189873 189873 99800
Largest Losing Trade -150614 -60668 -150614 -413748 -413748 -150614
Avg Bars in Trades 142 189 94 142 189 94
Avg Bars in Winners 108 127 92 140 175 106
Avg Bars in Losers 169 232 96 143 209 77
Bars Traded 8237 5490 2747 8237 5490 2747
Profit Streak 153.9546 153.9546 178.4546 153.9546 153.9546 178.4546
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -158837 722555 -580533 -757778 -578751 -578745
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": 1572588000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759013676892,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 193,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 226,
            "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": [
        [
            3471420.9467210593,
            3858192.4631528435,
            -386771.5164317838,
            -98715.30064155,
            -52282.745583652,
            -46432.5550578981
        ],
        [
            3471.420947,
            3858.192463,
            -386.771516,
            -98.715301,
            -52.282746,
            -46.432555
        ],
        [
            1.570246,
            1.745196,
            -0.17495,
            -0.196782,
            -0.033462,
            -0.028232
        ],
        [
            271.415525,
            271.415525,
            271.415525,
            271.415525,
            271.415525,
            271.415525
        ],
        [
            -462513,
            -241779,
            -316524,
            -443224,
            -420404,
            -29476
        ],
        [
            4.539247,
            10.356783,
            0.319656,
            0.843498,
            0.878822,
            0.767031
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            26,
            12,
            14,
            34,
            17,
            17
        ],
        [
            32,
            17,
            15,
            24,
            12,
            12
        ],
        [
            44.827586,
            41.37931,
            48.275862,
            58.62069,
            58.62069,
            58.62069
        ],
        [
            5.586765,
            14.67211,
            0.342489,
            0.59541,
            0.620345,
            0.541434
        ],
        [
            4108253,
            4108253,
            33579,
            189873,
            189873,
            99800
        ],
        [
            -150614,
            -60668,
            -150614,
            -413748,
            -413748,
            -150614
        ],
        [
            142,
            189,
            94,
            142,
            189,
            94
        ],
        [
            108,
            127,
            92,
            140,
            175,
            106
        ],
        [
            169,
            232,
            96,
            143,
            209,
            77
        ],
        [
            8237,
            5490,
            2747,
            8237,
            5490,
            2747
        ],
        [
            153.954594,
            153.954594,
            178.454594,
            153.954594,
            153.954594,
            178.454594
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158837,
            722555,
            -580533,
            -757778,
            -578751,
            -578745
        ]
    ]
}
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": 1572588000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759013676892,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 193,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 226,
            "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)