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Trade: CHZ/USDT/360/PWMA/MIDPOINT/1032

Strategy
CHZ/USDT/360/PWMA/MIDPOINT/1032
Pair
CHZ_USDT
Interval
6h
Score
732400
Daily Profit
0.951514
Profit Factor
8.939480
Profitability
44.736842
Streak
43.122259
Best Strategy
Training Data Length
2210.750000
Evaluation Time
2025-09-26 23:56
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 2177605.7994 2103560.0432 74045.7562 1969879.2423 6656379.2092 -4686499.9669
Total P&L (%) 2177.6058 2103.56 74.0458 1969.8792 6656.3792 -4686.5
Avg Daily Profit (%) 0.985 0.9515 0.0335 0.1372 0.1908 0
Buy And Hold Return (%) 118.0113 118.0113 118.0113 118.0113 118.0113 118.0113
Max Trade Drawdown -137903 -84696 -81783 -11996451 -6375799 -7559493
Profit Factor 4.6251 8.9395 1.2205 1.0584 1.4472 0.7516
Total Trades 77 38 39 77 38 39
Winning Trades 34 17 17 34 17 17
Losing Trades 43 21 22 43 21 22
Profitability (%) 44.1558 44.7368 43.5897 44.1558 44.7368 43.5897
Ratio Avg Win / Avg Loss 5.8494 11.0429 1.5795 1.3385 1.7877 0.9726
Largest Winning Trade 1942164 1942164 51040 8650321 8650321 3077524
Largest Losing Trade -46273 -36942 -46273 -4063909 -4063909 -3209782
Avg Bars in Trades 109 108 111 109 108 111
Avg Bars in Winners 172 166 178 172 166 178
Avg Bars in Losers 60 60 60 60 60 60
Bars Traded 8462 4106 4356 8462 4106 4356
Profit Streak 0 43.1223 0 0 43.1223 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -27703 732400 -315688 -214389 308589 -583250

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": 1572847200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920163158,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 39,
            "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": [
        [
            2177605.799392473,
            2103560.043179092,
            74045.7562133812,
            1969879.2422890333,
            6656379.209186593,
            -4686499.966897566
        ],
        [
            2177.605799,
            2103.560043,
            74.045756,
            1969.879242,
            6656.379209,
            -4686.499967
        ],
        [
            0.985008,
            0.951514,
            0.033494,
            0.137155,
            0.190754,
            0
        ],
        [
            118.011257,
            118.011257,
            118.011257,
            118.011257,
            118.011257,
            118.011257
        ],
        [
            -137903,
            -84696,
            -81783,
            -11996451,
            -6375799,
            -7559493
        ],
        [
            4.625117,
            8.93948,
            1.220538,
            1.058368,
            1.447201,
            0.751577
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            44.155844,
            44.736842,
            43.589744,
            44.155844,
            44.736842,
            43.589744
        ],
        [
            5.849413,
            11.042888,
            1.57952,
            1.338524,
            1.787719,
            0.972629
        ],
        [
            1942164,
            1942164,
            51040,
            8650321,
            8650321,
            3077524
        ],
        [
            -46273,
            -36942,
            -46273,
            -4063909,
            -4063909,
            -3209782
        ],
        [
            109,
            108,
            111,
            109,
            108,
            111
        ],
        [
            172,
            166,
            178,
            172,
            166,
            178
        ],
        [
            60,
            60,
            60,
            60,
            60,
            60
        ],
        [
            8462,
            4106,
            4356,
            8462,
            4106,
            4356
        ],
        [
            0,
            43.122259,
            0,
            0,
            43.122259,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -27703,
            732400,
            -315688,
            -214389,
            308589,
            -583250
        ]
    ]
}
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": 1572847200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920163158,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 39,
            "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)