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Trade: CHZ/USDT/360/SWMA/MIDPRICE/1666

Strategy
CHZ/USDT/360/SWMA/MIDPRICE/1666
Pair
CHZ_USDT
Interval
6h
Score
665305
Daily Profit
1.740648
Profit Factor
11.641091
Profitability
38.235294
Streak
110.184128
Best Strategy
Training Data Length
2217.250000
Evaluation Time
2025-10-01 07:25
Expiration Time
2025-12-06 14:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3915258.7433 3859451.5985 55807.1449 982088.883 -1098991.2697 2081080.1527
Total P&L (%) 3915.2587 3859.4516 55.8071 982.0889 -1098.9913 2081.0802
Avg Daily Profit (%) 1.7658 1.7406 0.0252 0.1075 0 0.1391
Buy And Hold Return (%) 268.9883 268.9883 268.9883 268.9883 268.9883 268.9883
Max Trade Drawdown -119557 -107466 -79368 -5312861 -5035319 -1837230
Profit Factor 8.0887 11.6411 1.2943 1.0662 0.9019 1.5729
Total Trades 69 34 35 69 34 35
Winning Trades 32 13 19 32 13 19
Losing Trades 37 21 16 37 21 16
Profitability (%) 46.3768 38.2353 54.2857 46.3768 38.2353 54.2857
Ratio Avg Win / Avg Loss 9.3526 18.8048 1.0899 1.2328 1.4569 1.3245
Largest Winning Trade 3865289 3865289 36220 2791631 2791631 1683486
Largest Losing Trade -47247 -47247 -36535 -2711256 -2711256 -698590
Avg Bars in Trades 122 186 60 122 186 60
Avg Bars in Winners 153 277 68 153 277 68
Avg Bars in Losers 95 129 50 95 129 50
Bars Traded 8434 6327 2107 8434 6327 2107
Profit Streak 0 110.1841 0 0 110.1841 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -85153 665305 -324429 -307035 -583141 -4604
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8869,
    "evaluation_days": 2217.25,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572501600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759292708640,
    "expiration_time": 1765023912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 222,
            "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": [
        [
            3915258.7433321616,
            3859451.598481652,
            55807.144850509,
            982088.8829985145,
            -1098991.2697166097,
            2081080.152715126
        ],
        [
            3915.258743,
            3859.451598,
            55.807145,
            982.088883,
            -1098.99127,
            2081.080153
        ],
        [
            1.765817,
            1.740648,
            0.02517,
            0.107465,
            0,
            0.139116
        ],
        [
            268.988316,
            268.988316,
            268.988316,
            268.988316,
            268.988316,
            268.988316
        ],
        [
            -119557,
            -107466,
            -79368,
            -5312861,
            -5035319,
            -1837230
        ],
        [
            8.088703,
            11.641091,
            1.294294,
            1.066194,
            0.901911,
            1.572897
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            32,
            13,
            19,
            32,
            13,
            19
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            46.376812,
            38.235294,
            54.285714,
            46.376812,
            38.235294,
            54.285714
        ],
        [
            9.352563,
            18.804839,
            1.089932,
            1.232786,
            1.456933,
            1.324545
        ],
        [
            3865289,
            3865289,
            36220,
            2791631,
            2791631,
            1683486
        ],
        [
            -47247,
            -47247,
            -36535,
            -2711256,
            -2711256,
            -698590
        ],
        [
            122,
            186,
            60,
            122,
            186,
            60
        ],
        [
            153,
            277,
            68,
            153,
            277,
            68
        ],
        [
            95,
            129,
            50,
            95,
            129,
            50
        ],
        [
            8434,
            6327,
            2107,
            8434,
            6327,
            2107
        ],
        [
            0,
            110.184128,
            0,
            0,
            110.184128,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -85153,
            665305,
            -324429,
            -307035,
            -583141,
            -4604
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8869,
    "evaluation_days": 2217.25,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572501600000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759292708640,
    "expiration_time": 1765023912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 222,
            "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)