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Trade: CHZ/USDT/360/LINREG/FWMA/7258

Strategy
CHZ/USDT/360/LINREG/FWMA/7258
Pair
CHZ_USDT
Interval
6h
Score
521061
Daily Profit
1.077687
Profit Factor
4.608569
Profitability
32.558140
Streak
0.000000
Best Strategy
Training Data Length
2219.500000
Evaluation Time
2025-10-03 15:40
Expiration Time
2025-12-08 22:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2391926.6497 2263768.7043 128157.9454 6608934.9644 4285440.9031 2323494.0612
Total P&L (%) 2391.9267 2263.7687 128.1579 6608.935 4285.4409 2323.4941
Avg Daily Profit (%) 1.0777 1.0199 0.0577 0.1897 0.1705 0.1437
Buy And Hold Return (%) 339.7037 339.7037 339.7037 339.7037 339.7037 339.7037
Max Trade Drawdown -109878 -78451 -82443 -31549044 -22527522 -20710903
Profit Factor 4.6086 8.0297 1.376 1.0603 1.0775 1.0428
Total Trades 129 64 65 129 64 65
Winning Trades 42 21 21 42 21 21
Losing Trades 87 43 44 87 43 44
Profitability (%) 32.5581 32.8125 32.3077 32.5581 32.8125 32.3077
Ratio Avg Win / Avg Loss 9.5463 16.4418 2.8831 2.1963 2.2062 2.1848
Largest Winning Trade 2067684 2067684 43062 14186539 14186539 8522620
Largest Losing Trade -29384 -28032 -29384 -9743124 -9743124 -6243169
Avg Bars in Trades 66 65 66 66 65 66
Avg Bars in Winners 143 141 146 143 141 146
Avg Bars in Losers 28 29 28 28 29 28
Bars Traded 8561 4217 4344 8561 4217 4344
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 521061 -124481 -418773 -151617 -272577 -312071
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8878,
    "evaluation_days": 2219.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571616000000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759495257159,
    "expiration_time": 1765224144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 99,
            "offset": 82
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 20,
            "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": [
        [
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            2263768.704265046,
            128157.9454314396,
            6608934.964356458,
            4285440.903149986,
            2323494.0612064865
        ],
        [
            2391.92665,
            2263.768704,
            128.157945,
            6608.934964,
            4285.440903,
            2323.494061
        ],
        [
            1.077687,
            1.019945,
            0.057742,
            0.189683,
            0.170493,
            0.14373
        ],
        [
            339.703704,
            339.703704,
            339.703704,
            339.703704,
            339.703704,
            339.703704
        ],
        [
            -109878,
            -78451,
            -82443,
            -31549044,
            -22527522,
            -20710903
        ],
        [
            4.608569,
            8.029705,
            1.376031,
            1.060264,
            1.07745,
            1.042763
        ],
        [
            129,
            64,
            65,
            129,
            64,
            65
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            32.55814,
            32.8125,
            32.307692,
            32.55814,
            32.8125,
            32.307692
        ],
        [
            9.546321,
            16.441776,
            2.883113,
            2.196262,
            2.206207,
            2.184837
        ],
        [
            2067684,
            2067684,
            43062,
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            14186539,
            8522620
        ],
        [
            -29384,
            -28032,
            -29384,
            -9743124,
            -9743124,
            -6243169
        ],
        [
            66,
            65,
            66,
            66,
            65,
            66
        ],
        [
            143,
            141,
            146,
            143,
            141,
            146
        ],
        [
            28,
            29,
            28,
            28,
            29,
            28
        ],
        [
            8561,
            4217,
            4344,
            8561,
            4217,
            4344
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
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        ],
        [
            521061,
            -124481,
            -418773,
            -151617,
            -272577,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8878,
    "evaluation_days": 2219.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571616000000,
    "last_datapoint_time": 1759471200000,
    "evaluation_time": 1759495257159,
    "expiration_time": 1765224144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 99,
            "offset": 82
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 20,
            "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)