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Trade: CHZ/USDT/360/PWMA/LINREG/5442

Strategy
CHZ/USDT/360/PWMA/LINREG/5442
Pair
CHZ_USDT
Interval
6h
Score
520939
Daily Profit
1.161698
Profit Factor
4.814265
Profitability
39.259259
Streak
0.000000
Best Strategy
Training Data Length
2214.750000
Evaluation Time
2025-09-28 15:56
Expiration Time
2025-12-04 00:37

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2572869.9132 2457201.2299 115668.6833 6381736.9119 16643437.9291 -10261701.0172
Total P&L (%) 2572.8699 2457.2012 115.6687 6381.7369 16643.4379 -10261.701
Avg Daily Profit (%) 1.1617 1.1095 0.0522 0.1885 0.2315 0
Buy And Hold Return (%) 780.816 780.816 780.816 780.816 780.816 780.816
Max Trade Drawdown -187688 -99482 -95370 -17904277 -5195900 -13500050
Profit Factor 4.8143 8.7655 1.323 1.128 1.8454 0.6598
Total Trades 135 68 67 135 68 67
Winning Trades 53 25 28 53 25 28
Losing Trades 82 43 39 82 43 39
Profitability (%) 39.2593 36.7647 41.791 39.2593 36.7647 41.791
Ratio Avg Win / Avg Loss 7.4485 15.0767 1.8427 1.7452 3.1741 0.919
Largest Winning Trade 2200612 2200612 48059 18482743 18482743 2911989
Largest Losing Trade -65486 -38810 -65486 -12653724 -2577679 -12653724
Avg Bars in Trades 64 62 65 64 62 65
Avg Bars in Winners 122 119 125 122 119 125
Avg Bars in Losers 26 29 23 26 29 23
Bars Traded 8673 4255 4418 8673 4255 4418
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 520939 -95622 -407763 -74471 -102796 -700928
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8859,
    "evaluation_days": 2214.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570190400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759064186287,
    "expiration_time": 1764801432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 11,
            "offset": 104
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 31,
            "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": [
        [
            2572869.913243965,
            2457201.2299045823,
            115668.6833393836,
            6381736.911885927,
            16643437.929074561,
            -10261701.017188638
        ],
        [
            2572.869913,
            2457.20123,
            115.668683,
            6381.736912,
            16643.437929,
            -10261.701017
        ],
        [
            1.161698,
            1.109471,
            0.052227,
            0.188532,
            0.231472,
            0
        ],
        [
            780.815952,
            780.815952,
            780.815952,
            780.815952,
            780.815952,
            780.815952
        ],
        [
            -187688,
            -99482,
            -95370,
            -17904277,
            -5195900,
            -13500050
        ],
        [
            4.814265,
            8.7655,
            1.322995,
            1.128022,
            1.845424,
            0.659781
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            82,
            43,
            39,
            82,
            43,
            39
        ],
        [
            39.259259,
            36.764706,
            41.791045,
            39.259259,
            36.764706,
            41.791045
        ],
        [
            7.448486,
            15.07666,
            1.842742,
            1.745242,
            3.17413,
            0.918981
        ],
        [
            2200612,
            2200612,
            48059,
            18482743,
            18482743,
            2911989
        ],
        [
            -65486,
            -38810,
            -65486,
            -12653724,
            -2577679,
            -12653724
        ],
        [
            64,
            62,
            65,
            64,
            62,
            65
        ],
        [
            122,
            119,
            125,
            122,
            119,
            125
        ],
        [
            26,
            29,
            23,
            26,
            29,
            23
        ],
        [
            8673,
            4255,
            4418,
            8673,
            4255,
            4418
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520939,
            -95622,
            -407763,
            -74471,
            -102796,
            -700928
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8859,
    "evaluation_days": 2214.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570190400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759064186287,
    "expiration_time": 1764801432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 11,
            "offset": 104
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 31,
            "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)