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Trade: CHZ/USDT/360/SMA/WMA/3586

Strategy
CHZ/USDT/360/SMA/WMA/3586
Pair
CHZ_USDT
Interval
6h
Score
661641
Daily Profit
0.959191
Profit Factor
13.992218
Profitability
44.827586
Streak
0.000000
Best Strategy
Training Data Length
2210.750000
Evaluation Time
2025-09-28 01:54
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 2280286.3693 2120530.9173 159755.4521 18498097.6065 17125506.6925 1372590.914
Total P&L (%) 2280.2864 2120.5309 159.7555 18498.0976 17125.5067 1372.5909
Avg Daily Profit (%) 1.0315 0.9592 0.0723 0.2367 0.2332 0.1217
Buy And Hold Return (%) 429.2816 429.2816 429.2816 429.2816 429.2816 429.2816
Max Trade Drawdown -116747 -62424 -101032 -52114091 -27238536 -49411953
Profit Factor 6.6557 13.9922 1.6657 1.1427 1.319 1.0181
Total Trades 58 29 29 58 29 29
Winning Trades 25 13 12 25 13 12
Losing Trades 33 16 17 33 16 17
Profitability (%) 43.1034 44.8276 41.3793 43.1034 44.8276 41.3793
Ratio Avg Win / Avg Loss 8.7856 17.2212 2.3598 1.5084 1.6234 1.4423
Largest Winning Trade 1860816 1860816 53285 28616263 28616263 14819884
Largest Losing Trade -40222 -25212 -40222 -25097711 -12707214 -25097711
Avg Bars in Trades 148 139 157 148 139 157
Avg Bars in Winners 260 227 296 260 227 296
Avg Bars in Losers 63 69 59 63 69 59
Bars Traded 8614 4054 4559 8614 4054 4559
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 -161412 661641 -262485 -236267 272371 -237065
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": 1571378400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759013679641,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 42,
            "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": [
        [
            2280286.3693207833,
            2120530.9172604736,
            159755.4520603092,
            18498097.606516138,
            17125506.692528203,
            1372590.9139879353
        ],
        [
            2280.286369,
            2120.530917,
            159.755452,
            18498.097607,
            17125.506693,
            1372.590914
        ],
        [
            1.031454,
            0.959191,
            0.072263,
            0.236654,
            0.233178,
            0.121734
        ],
        [
            429.281624,
            429.281624,
            429.281624,
            429.281624,
            429.281624,
            429.281624
        ],
        [
            -116747,
            -62424,
            -101032,
            -52114091,
            -27238536,
            -49411953
        ],
        [
            6.655728,
            13.992218,
            1.665741,
            1.142709,
            1.319015,
            1.018075
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            43.103448,
            44.827586,
            41.37931,
            43.103448,
            44.827586,
            41.37931
        ],
        [
            8.785561,
            17.221191,
            2.3598,
            1.508376,
            1.623403,
            1.442273
        ],
        [
            1860816,
            1860816,
            53285,
            28616263,
            28616263,
            14819884
        ],
        [
            -40222,
            -25212,
            -40222,
            -25097711,
            -12707214,
            -25097711
        ],
        [
            148,
            139,
            157,
            148,
            139,
            157
        ],
        [
            260,
            227,
            296,
            260,
            227,
            296
        ],
        [
            63,
            69,
            59,
            63,
            69,
            59
        ],
        [
            8614,
            4054,
            4559,
            8614,
            4054,
            4559
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161412,
            661641,
            -262485,
            -236267,
            272371,
            -237065
        ]
    ]
}
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": 1571378400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759013679641,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 170,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 42,
            "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)