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Trade: CHZ/USDT/360/SINWMA/MIDPOINT/2387

Strategy
CHZ/USDT/360/SINWMA/MIDPOINT/2387
Pair
CHZ_USDT
Interval
6h
Score
449495
Daily Profit
1.088335
Profit Factor
4.119665
Profitability
36.363636
Streak
0.000000
Best Strategy
Training Data Length
2216.000000
Evaluation Time
2025-09-30 02:19
Expiration Time
2025-12-05 07:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2411750.6709 2335264.7208 76485.9501 4941044.8887 9407811.4676 -4466766.5788
Total P&L (%) 2411.7507 2335.2647 76.486 4941.0449 9407.8115 -4466.7666
Avg Daily Profit (%) 1.0883 1.0538 0.0345 0.1771 0.2057 0
Buy And Hold Return (%) 799.8878 799.8878 799.8878 799.8878 799.8878 799.8878
Max Trade Drawdown -188243 -109301 -126443 -14652699 -8861332 -7453893
Profit Factor 4.1197 7.2982 1.1901 1.1483 1.5681 0.7334
Total Trades 121 61 60 121 61 60
Winning Trades 44 23 21 44 23 21
Losing Trades 77 38 39 77 38 39
Profitability (%) 36.3636 37.7049 35 36.3636 37.7049 35
Ratio Avg Win / Avg Loss 7.2094 12.0579 2.2102 2.0096 2.5909 1.3621
Largest Winning Trade 2032790 2032790 53406 15332529 15332529 1814742
Largest Losing Trade -47178 -38162 -47178 -4895414 -4103889 -4895414
Avg Bars in Trades 71 69 73 71 69 73
Avg Bars in Winners 139 133 146 139 133 146
Avg Bars in Losers 33 31 34 33 31 34
Bars Traded 8694 4264 4430 8694 4264 4430
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 449495 -148007 -498136 -53958 -155819 -754402
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8864,
    "evaluation_days": 2216,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570082400000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759187960610,
    "expiration_time": 1764912672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "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": [
        [
            2411750.67087906,
            2335264.7208141983,
            76485.9500648601,
            4941044.888735742,
            9407811.467564719,
            -4466766.578828982
        ],
        [
            2411.750671,
            2335.264721,
            76.48595,
            4941.044889,
            9407.811468,
            -4466.766579
        ],
        [
            1.088335,
            1.05382,
            0.034515,
            0.177061,
            0.205748,
            0
        ],
        [
            799.887767,
            799.887767,
            799.887767,
            799.887767,
            799.887767,
            799.887767
        ],
        [
            -188243,
            -109301,
            -126443,
            -14652699,
            -8861332,
            -7453893
        ],
        [
            4.119665,
            7.298186,
            1.190123,
            1.148315,
            1.568148,
            0.733418
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            77,
            38,
            39,
            77,
            38,
            39
        ],
        [
            36.363636,
            37.704918,
            35,
            36.363636,
            37.704918,
            35
        ],
        [
            7.209414,
            12.057872,
            2.210229,
            2.009552,
            2.590853,
            1.362062
        ],
        [
            2032790,
            2032790,
            53406,
            15332529,
            15332529,
            1814742
        ],
        [
            -47178,
            -38162,
            -47178,
            -4895414,
            -4103889,
            -4895414
        ],
        [
            71,
            69,
            73,
            71,
            69,
            73
        ],
        [
            139,
            133,
            146,
            139,
            133,
            146
        ],
        [
            33,
            31,
            34,
            33,
            31,
            34
        ],
        [
            8694,
            4264,
            4430,
            8694,
            4264,
            4430
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
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            1.45,
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        ],
        [
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            -148007,
            -498136,
            -53958,
            -155819,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8864,
    "evaluation_days": 2216,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570082400000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759187960610,
    "expiration_time": 1764912672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "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)