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Trade: CHZ/USDT/360/SWMA/SSF/7062

Strategy
CHZ/USDT/360/SWMA/SSF/7062
Pair
CHZ_USDT
Interval
6h
Score
395000
Daily Profit
0.873772
Profit Factor
8.584842
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
2217.500000
Evaluation Time
2025-10-01 11:16
Expiration Time
2025-12-06 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1977131.5614 1937590.3891 39541.1723 1572605.7047 3476077.6683 -1903471.9636
Total P&L (%) 1977.1316 1937.5904 39.5412 1572.6057 3476.0777 -1903.472
Avg Daily Profit (%) 0.8916 0.8738 0.0178 0.1271 0.1614 0
Buy And Hold Return (%) 809.0909 809.0909 809.0909 809.0909 809.0909 809.0909
Max Trade Drawdown -145688 -73286 -72401 -13428071 -5559951 -8343811
Profit Factor 4.5224 8.5848 1.1293 1.0552 1.3028 0.8882
Total Trades 60 30 30 60 30 30
Winning Trades 23 10 13 23 10 13
Losing Trades 37 20 17 37 20 17
Profitability (%) 38.3333 33.3333 43.3333 38.3333 33.3333 43.3333
Ratio Avg Win / Avg Loss 7.2752 17.1697 1.4768 1.6974 2.6057 1.1615
Largest Winning Trade 1616110 1616110 50720 8244594 8244594 4141707
Largest Losing Trade -63345 -44370 -63345 -4527972 -2799446 -4527972
Avg Bars in Trades 144 138 151 144 138 151
Avg Bars in Winners 212 212 212 212 212 212
Avg Bars in Losers 102 100 104 102 100 104
Bars Traded 8677 4140 4537 8677 4140 4537
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 -161555 395000 -415761 -367213 15569 -581751
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8870,
    "evaluation_days": 2217.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570428000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759306585990,
    "expiration_time": 1765046160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            1977131.5614081775,
            1937590.3890982927,
            39541.172309885,
            1572605.7047099548,
            3476077.6682962766,
            -1903471.963586322
        ],
        [
            1977.131561,
            1937.590389,
            39.541172,
            1572.605705,
            3476.077668,
            -1903.471964
        ],
        [
            0.891604,
            0.873772,
            0.017831,
            0.127114,
            0.161431,
            0
        ],
        [
            809.090909,
            809.090909,
            809.090909,
            809.090909,
            809.090909,
            809.090909
        ],
        [
            -145688,
            -73286,
            -72401,
            -13428071,
            -5559951,
            -8343811
        ],
        [
            4.522447,
            8.584842,
            1.129287,
            1.055169,
            1.302829,
            0.888204
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            23,
            10,
            13,
            23,
            10,
            13
        ],
        [
            37,
            20,
            17,
            37,
            20,
            17
        ],
        [
            38.333333,
            33.333333,
            43.333333,
            38.333333,
            33.333333,
            43.333333
        ],
        [
            7.275241,
            17.169684,
            1.47676,
            1.697446,
            2.605658,
            1.161498
        ],
        [
            1616110,
            1616110,
            50720,
            8244594,
            8244594,
            4141707
        ],
        [
            -63345,
            -44370,
            -63345,
            -4527972,
            -2799446,
            -4527972
        ],
        [
            144,
            138,
            151,
            144,
            138,
            151
        ],
        [
            212,
            212,
            212,
            212,
            212,
            212
        ],
        [
            102,
            100,
            104,
            102,
            100,
            104
        ],
        [
            8677,
            4140,
            4537,
            8677,
            4140,
            4537
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -161555,
            395000,
            -415761,
            -367213,
            15569,
            -581751
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8870,
    "evaluation_days": 2217.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570428000000,
    "last_datapoint_time": 1759298400000,
    "evaluation_time": 1759306585990,
    "expiration_time": 1765046160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 3
        }
    }
}

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)