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Trade: CHZ/USDT/360/SINWMA/VWMA/8183

Strategy
CHZ/USDT/360/SINWMA/VWMA/8183
Pair
CHZ_USDT
Interval
6h
Score
630160
Daily Profit
1.226700
Profit Factor
6.444269
Profitability
43.396226
Streak
0.000000
Best Strategy
Training Data Length
2219.750000
Evaluation Time
2025-10-03 18:35
Expiration Time
2025-12-09 04:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2825363.2564 2722967.1722 102396.0842 10205065.5703 14314601.9838 -4109536.4134
Total P&L (%) 2825.3633 2722.9672 102.3961 10205.0656 14314.602 -4109.5364
Avg Daily Profit (%) 1.2728 1.2267 0.0461 0.209 0.2242 0
Buy And Hold Return (%) 596.5035 596.5035 596.5035 596.5035 596.5035 596.5035
Max Trade Drawdown -120464 -79852 -95398 -19315140 -9998842 -14375878
Profit Factor 3.7693 6.4443 1.1969 1.0981 1.2828 0.9231
Total Trades 212 106 106 212 106 106
Winning Trades 89 46 43 89 46 43
Losing Trades 123 60 63 123 60 63
Profitability (%) 41.9811 43.3962 40.566 41.9811 43.3962 40.566
Ratio Avg Win / Avg Loss 5.2092 8.4056 1.7536 1.5176 1.6733 1.3524
Largest Winning Trade 2325234 2325234 49933 15924394 15924394 6596719
Largest Losing Trade -56364 -29036 -56364 -8827276 -3977264 -8827276
Avg Bars in Trades 41 41 41 41 41 41
Avg Bars in Winners 68 63 74 68 63 74
Avg Bars in Losers 21 24 18 21 24 18
Bars Traded 8754 4392 4362 8754 4392 4362
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 608132 630160 -303867 -105402 233803 -583052
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8879,
    "evaluation_days": 2219.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568872800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759505756286,
    "expiration_time": 1765246392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "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": [
        [
            2825363.256380691,
            2722967.17222546,
            102396.084155232,
            10205065.57033933,
            14314601.983772384,
            -4109536.413433055
        ],
        [
            2825.363256,
            2722.967172,
            102.396084,
            10205.06557,
            14314.601984,
            -4109.536413
        ],
        [
            1.272829,
            1.2267,
            0.04613,
            0.209035,
            0.224187,
            0
        ],
        [
            596.503497,
            596.503497,
            596.503497,
            596.503497,
            596.503497,
            596.503497
        ],
        [
            -120464,
            -79852,
            -95398,
            -19315140,
            -9998842,
            -14375878
        ],
        [
            3.769288,
            6.444269,
            1.196879,
            1.098098,
            1.282844,
            0.923072
        ],
        [
            212,
            106,
            106,
            212,
            106,
            106
        ],
        [
            89,
            46,
            43,
            89,
            46,
            43
        ],
        [
            123,
            60,
            63,
            123,
            60,
            63
        ],
        [
            41.981132,
            43.396226,
            40.566038,
            41.981132,
            43.396226,
            40.566038
        ],
        [
            5.209241,
            8.405568,
            1.753567,
            1.517596,
            1.673275,
            1.352407
        ],
        [
            2325234,
            2325234,
            49933,
            15924394,
            15924394,
            6596719
        ],
        [
            -56364,
            -29036,
            -56364,
            -8827276,
            -3977264,
            -8827276
        ],
        [
            41,
            41,
            41,
            41,
            41,
            41
        ],
        [
            68,
            63,
            74,
            68,
            63,
            74
        ],
        [
            21,
            24,
            18,
            21,
            24,
            18
        ],
        [
            8754,
            4392,
            4362,
            8754,
            4392,
            4362
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            608132,
            630160,
            -303867,
            -105402,
            233803,
            -583052
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8879,
    "evaluation_days": 2219.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568872800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759505756286,
    "expiration_time": 1765246392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 54,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "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)