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Trade: CHZ/USDT/360/SINWMA/VWMA/5931

Strategy
CHZ/USDT/360/SINWMA/VWMA/5931
Pair
CHZ_USDT
Interval
6h
Score
850277
Daily Profit
1.498880
Profit Factor
10.026902
Profitability
52.777778
Streak
133.684864
Best Strategy
Training Data Length
2210.750000
Evaluation Time
2025-09-26 13:26
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 3372599.2241 3313648.3539 58950.8701 915614.6747 -5598143.3048 6513757.9795
Total P&L (%) 3372.5992 3313.6484 58.9509 915.6147 -5598.1433 6513.758
Avg Daily Profit (%) 1.5255 1.4989 0.0267 0.1049 0 0.1898
Buy And Hold Return (%) 322.6333 322.6333 322.6333 322.6333 322.6333 322.6333
Max Trade Drawdown -249527 -146173 -121736 -28310124 -22906715 -6742157
Profit Factor 6.3434 10.0269 1.2232 1.0181 0.847 1.4666
Total Trades 73 36 37 73 36 37
Winning Trades 37 19 18 37 19 18
Losing Trades 36 17 19 36 17 19
Profitability (%) 50.6849 52.7778 48.6486 50.6849 52.7778 48.6486
Ratio Avg Win / Avg Loss 6.1719 8.9714 1.2912 0.9906 0.7578 1.5481
Largest Winning Trade 3261588 3261588 47697 8702977 8702977 6996168
Largest Losing Trade -51604 -51604 -48765 -11502457 -11502457 -3102104
Avg Bars in Trades 115 165 66 115 165 66
Avg Bars in Winners 118 161 74 118 161 74
Avg Bars in Losers 111 170 58 111 170 58
Bars Traded 8409 5956 2453 8409 5956 2453
Profit Streak 60.6849 133.6849 60.6849 60.6849 133.6849 60.6849
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -52888 850277 -323374 -333243 -579460 367329

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": 1571745600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882372240,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "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": [
        [
            3372599.2240712596,
            3313648.3539349586,
            58950.870136301,
            915614.6747020382,
            -5598143.304832088,
            6513757.9795341315
        ],
        [
            3372.599224,
            3313.648354,
            58.95087,
            915.614675,
            -5598.143305,
            6513.75798
        ],
        [
            1.525545,
            1.49888,
            0.026666,
            0.10491,
            0,
            0.189787
        ],
        [
            322.633274,
            322.633274,
            322.633274,
            322.633274,
            322.633274,
            322.633274
        ],
        [
            -249527,
            -146173,
            -121736,
            -28310124,
            -22906715,
            -6742157
        ],
        [
            6.343367,
            10.026902,
            1.223223,
            1.018116,
            0.846966,
            1.466625
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            50.684932,
            52.777778,
            48.648649,
            50.684932,
            52.777778,
            48.648649
        ],
        [
            6.171925,
            8.971439,
            1.29118,
            0.9906,
            0.757812,
            1.548104
        ],
        [
            3261588,
            3261588,
            47697,
            8702977,
            8702977,
            6996168
        ],
        [
            -51604,
            -51604,
            -48765,
            -11502457,
            -11502457,
            -3102104
        ],
        [
            115,
            165,
            66,
            115,
            165,
            66
        ],
        [
            118,
            161,
            74,
            118,
            161,
            74
        ],
        [
            111,
            170,
            58,
            111,
            170,
            58
        ],
        [
            8409,
            5956,
            2453,
            8409,
            5956,
            2453
        ],
        [
            60.684864,
            133.684864,
            60.684864,
            60.684864,
            133.684864,
            60.684864
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -52888,
            850277,
            -323374,
            -333243,
            -579460,
            367329
        ]
    ]
}
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": 1571745600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758882372240,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 187,
            "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)