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Trade: CHZ/USDT/360/PWMA/SINWMA/2415

Strategy
CHZ/USDT/360/PWMA/SINWMA/2415
Pair
CHZ_USDT
Interval
6h
Score
653709
Daily Profit
0.958448
Profit Factor
8.245577
Profitability
40.540541
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 2153846.0571 2124400.4787 29445.5783 803144.1465 2252501.058 -1449356.9115
Total P&L (%) 2153.8461 2124.4005 29.4456 803.1441 2252.5011 -1449.3569
Avg Daily Profit (%) 0.9717 0.9584 0.0133 0.0993 0.1426 0
Buy And Hold Return (%) 302.3614 302.3614 302.3614 302.3614 302.3614 302.3614
Max Trade Drawdown -116150 -75731 -98738 -4455104 -2534965 -2721376
Profit Factor 4.2916 8.2456 1.0815 1.0666 1.4208 0.784
Total Trades 74 37 37 74 37 37
Winning Trades 32 15 17 32 15 17
Losing Trades 42 22 20 42 22 20
Profitability (%) 43.2432 40.5405 45.9459 43.2432 40.5405 45.9459
Ratio Avg Win / Avg Loss 5.6328 12.0935 1.2724 1.3999 2.0839 0.9223
Largest Winning Trade 1978250 1978250 56412 2522598 2522598 1052201
Largest Losing Trade -44295 -40311 -44295 -1600820 -1600820 -1362505
Avg Bars in Trades 115 110 120 115 110 120
Avg Bars in Winners 176 173 178 176 173 178
Avg Bars in Losers 68 66 70 68 66 70
Bars Traded 8515 4075 4440 8515 4075 4440
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 -50814 653709 -473280 -282045 -4021 -582349
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": 1571637600000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759228123217,
    "expiration_time": 1764957168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 121,
            "offset": 61
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 36,
            "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": [
        [
            2153846.0570517885,
            2124400.478709744,
            29445.578342044,
            803144.1465218369,
            2252501.057998454,
            -1449356.911476618
        ],
        [
            2153.846057,
            2124.400479,
            29.445578,
            803.144147,
            2252.501058,
            -1449.356911
        ],
        [
            0.971733,
            0.958448,
            0.013285,
            0.099337,
            0.142581,
            0
        ],
        [
            302.361396,
            302.361396,
            302.361396,
            302.361396,
            302.361396,
            302.361396
        ],
        [
            -116150,
            -75731,
            -98738,
            -4455104,
            -2534965,
            -2721376
        ],
        [
            4.291622,
            8.245577,
            1.081535,
            1.066585,
            1.420827,
            0.783982
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            32,
            15,
            17,
            32,
            15,
            17
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            43.243243,
            40.540541,
            45.945946,
            43.243243,
            40.540541,
            45.945946
        ],
        [
            5.632754,
            12.093513,
            1.272394,
            1.399892,
            2.083879,
            0.922332
        ],
        [
            1978250,
            1978250,
            56412,
            2522598,
            2522598,
            1052201
        ],
        [
            -44295,
            -40311,
            -44295,
            -1600820,
            -1600820,
            -1362505
        ],
        [
            115,
            110,
            120,
            115,
            110,
            120
        ],
        [
            176,
            173,
            178,
            176,
            173,
            178
        ],
        [
            68,
            66,
            70,
            68,
            66,
            70
        ],
        [
            8515,
            4075,
            4440,
            8515,
            4075,
            4440
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -50814,
            653709,
            -473280,
            -282045,
            -4021,
            -582349
        ]
    ]
}
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": 1571637600000,
    "last_datapoint_time": 1759212000000,
    "evaluation_time": 1759228123217,
    "expiration_time": 1764957168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 121,
            "offset": 61
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 36,
            "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)