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Trade: CHZ/USDT/360/MIDPRICE/VWMA/8664

Strategy
CHZ/USDT/360/MIDPRICE/VWMA/8664
Pair
CHZ_USDT
Interval
6h
Score
422272
Daily Profit
0.178596
Profit Factor
2.194478
Profitability
48.979592
Streak
0.000000
Best Strategy
Training Data Length
2216.500000
Evaluation Time
2025-09-30 13:28
Expiration Time
2025-12-05 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 663943.506 623354.5276 40588.9784 877285.891 5119858.1539 -4242572.2629
Total P&L (%) 663.9435 623.3545 40.589 877.2859 5119.8582 -4242.5723
Avg Daily Profit (%) 0.2995 0.2812 0.0183 0.1029 0.1786 0
Buy And Hold Return (%) 695.413 695.413 695.413 695.413 695.413 695.413
Max Trade Drawdown -165105 -95414 -129649 -6247033 -2933225 -4725323
Profit Factor 2.0406 3.8398 1.097 1.0601 2.1945 0.5889
Total Trades 97 49 48 97 49 48
Winning Trades 45 24 21 45 24 21
Losing Trades 52 25 27 52 25 27
Profitability (%) 46.3918 48.9796 43.75 46.3918 48.9796 43.75
Ratio Avg Win / Avg Loss 2.358 3.9998 1.4104 1.225 2.2859 0.7572
Largest Winning Trade 151823 151823 55382 3342143 3342143 1299320
Largest Losing Trade -81452 -30179 -81452 -2906967 -814696 -2906967
Avg Bars in Trades 89 71 108 89 71 108
Avg Bars in Winners 141 97 192 141 97 192
Avg Bars in Losers 44 45 43 44 45 43
Bars Traded 8678 3481 5197 8678 3481 5197
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 -154155 -150402 -450364 -295208 422272 -583119
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8866,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570968000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759228123070,
    "expiration_time": 1764957168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 35,
            "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": [
        [
            663943.5059776468,
            623354.5275929598,
            40588.9783846873,
            877285.8910477462,
            5119858.153927304,
            -4242572.262879557
        ],
        [
            663.943506,
            623.354528,
            40.588978,
            877.285891,
            5119.858154,
            -4242.572263
        ],
        [
            0.299546,
            0.281234,
            0.018312,
            0.1029,
            0.178596,
            0
        ],
        [
            695.41303,
            695.41303,
            695.41303,
            695.41303,
            695.41303,
            695.41303
        ],
        [
            -165105,
            -95414,
            -129649,
            -6247033,
            -2933225,
            -4725323
        ],
        [
            2.040567,
            3.839777,
            1.096975,
            1.060059,
            2.194478,
            0.588928
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            52,
            25,
            27,
            52,
            25,
            27
        ],
        [
            46.391753,
            48.979592,
            43.75,
            46.391753,
            48.979592,
            43.75
        ],
        [
            2.357989,
            3.999767,
            1.410396,
            1.224957,
            2.285915,
            0.757194
        ],
        [
            151823,
            151823,
            55382,
            3342143,
            3342143,
            1299320
        ],
        [
            -81452,
            -30179,
            -81452,
            -2906967,
            -814696,
            -2906967
        ],
        [
            89,
            71,
            108,
            89,
            71,
            108
        ],
        [
            141,
            97,
            192,
            141,
            97,
            192
        ],
        [
            44,
            45,
            43,
            44,
            45,
            43
        ],
        [
            8678,
            3481,
            5197,
            8678,
            3481,
            5197
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -154155,
            -150402,
            -450364,
            -295208,
            422272,
            -583119
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8866,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570968000000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759228123070,
    "expiration_time": 1764957168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 151,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 35,
            "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)