← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: CHZ/USDT/360/SINWMA/MIDPRICE/8532

Strategy
CHZ/USDT/360/SINWMA/MIDPRICE/8532
Pair
CHZ_USDT
Interval
6h
Score
541349
Daily Profit
0.950537
Profit Factor
3.177148
Profitability
43.877551
Streak
0.000000
Best Strategy
Training Data Length
2227.750000
Evaluation Time
2025-10-11 22:11
Expiration Time
2025-12-17 09:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2117559.3014 2064515.3359 53043.9656 750456.1647 -442760.9048 1193217.0695
Total P&L (%) 2117.5593 2064.5153 53.044 750.4562 -442.7609 1193.2171
Avg Daily Profit (%) 0.9505 0.9267 0.0238 0.0961 0 0.115
Buy And Hold Return (%) 671.8802 671.8802 671.8802 671.8802 671.8802 671.8802
Max Trade Drawdown -112360 -112734 -87855 -2273627 -2075459 -749381
Profit Factor 3.1771 4.5016 1.1385 1.0678 0.9371 1.2954
Total Trades 196 98 98 196 98 98
Winning Trades 86 37 49 86 37 49
Losing Trades 110 61 49 110 61 49
Profitability (%) 43.8776 37.7551 50 43.8776 37.7551 50
Ratio Avg Win / Avg Loss 4.0638 7.4216 1.1385 1.3657 1.5449 1.2954
Largest Winning Trade 1946476 1946476 44243 1159142 1159142 535054
Largest Losing Trade -37683 -37683 -22351 -707958 -707958 -393556
Avg Bars in Trades 43 59 27 43 59 27
Avg Bars in Winners 55 85 33 55 85 33
Avg Bars in Losers 34 44 22 34 44 22
Bars Traded 8599 5878 2721 8599 5878 2721
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 541349 453753 -395050 -340946 -583054 -47441
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8911,
    "evaluation_days": 2227.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570147200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760209916891,
    "expiration_time": 1765958328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 113,
            "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": [
        [
            2117559.301444183,
            2064515.3358854647,
            53043.9655587186,
            750456.1646953465,
            -442760.9047806261,
            1193217.069475972
        ],
        [
            2117.559301,
            2064.515336,
            53.043966,
            750.456165,
            -442.760905,
            1193.217069
        ],
        [
            0.950537,
            0.926727,
            0.023811,
            0.096134,
            0,
            0.114968
        ],
        [
            671.88016,
            671.88016,
            671.88016,
            671.88016,
            671.88016,
            671.88016
        ],
        [
            -112360,
            -112734,
            -87855,
            -2273627,
            -2075459,
            -749381
        ],
        [
            3.177148,
            4.501635,
            1.13848,
            1.067764,
            0.93706,
            1.29536
        ],
        [
            196,
            98,
            98,
            196,
            98,
            98
        ],
        [
            86,
            37,
            49,
            86,
            37,
            49
        ],
        [
            110,
            61,
            49,
            110,
            61,
            49
        ],
        [
            43.877551,
            37.755102,
            50,
            43.877551,
            37.755102,
            50
        ],
        [
            4.063794,
            7.421614,
            1.13848,
            1.365744,
            1.544883,
            1.29536
        ],
        [
            1946476,
            1946476,
            44243,
            1159142,
            1159142,
            535054
        ],
        [
            -37683,
            -37683,
            -22351,
            -707958,
            -707958,
            -393556
        ],
        [
            43,
            59,
            27,
            43,
            59,
            27
        ],
        [
            55,
            85,
            33,
            55,
            85,
            33
        ],
        [
            34,
            44,
            22,
            34,
            44,
            22
        ],
        [
            8599,
            5878,
            2721,
            8599,
            5878,
            2721
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            541349,
            453753,
            -395050,
            -340946,
            -583054,
            -47441
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8911,
    "evaluation_days": 2227.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570147200000,
    "last_datapoint_time": 1760184000000,
    "evaluation_time": 1760209916891,
    "expiration_time": 1765958328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 109,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 113,
            "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)