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Trade: CHZ/USDT/360/VWMA/DCU/3624

Strategy
CHZ/USDT/360/VWMA/DCU/3624
Pair
CHZ_USDT
Interval
6h
Score
817714
Daily Profit
1.132022
Profit Factor
12.608609
Profitability
51.515152
Streak
100.352359
Best Strategy
Training Data Length
2215.750000
Evaluation Time
2025-09-29 17:27
Expiration Time
2025-12-05 01:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2631894.3204 2508277.7873 123616.5331 6501721.5174 780238.143 5721483.3744
Total P&L (%) 2631.8943 2508.2778 123.6165 6501.7215 780.2381 5721.4834
Avg Daily Profit (%) 1.1878 1.132 0.0558 0.1893 0.0982 0.1836
Buy And Hold Return (%) 147.9688 147.9688 147.9688 147.9688 147.9688 147.9688
Max Trade Drawdown -51149 -47225 -20593 -4957664 -5773646 -1630401
Profit Factor 9.6213 12.6086 2.3857 1.2675 1.0432 1.9143
Total Trades 67 33 34 67 33 34
Winning Trades 34 17 17 34 17 17
Losing Trades 33 16 17 33 16 17
Profitability (%) 50.7463 51.5152 50 50.7463 51.5152 50
Ratio Avg Win / Avg Loss 9.3383 11.8669 2.3857 1.2302 0.9819 1.9143
Largest Winning Trade 2411175 2411175 45097 4810989 4810989 2716300
Largest Losing Trade -45764 -45764 -12817 -4377291 -4377291 -1004600
Avg Bars in Trades 121 197 47 121 197 47
Avg Bars in Winners 168 266 70 168 266 70
Avg Bars in Losers 72 123 24 72 123 24
Bars Traded 8118 6502 1616 8118 6502 1616
Profit Streak 0 100.3524 0 0 100.3524 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 -98872 817714 -279670 -113071 -236508 414542
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8863,
    "evaluation_days": 2215.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572976800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759156043796,
    "expiration_time": 1764890424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 89,
            "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": [
        [
            2631894.3204195527,
            2508277.7872972144,
            123616.5331223396,
            6501721.517398383,
            780238.1430459709,
            5721483.374352412
        ],
        [
            2631.89432,
            2508.277787,
            123.616533,
            6501.721517,
            780.238143,
            5721.483374
        ],
        [
            1.187812,
            1.132022,
            0.05579,
            0.189276,
            0.09821,
            0.183589
        ],
        [
            147.96876,
            147.96876,
            147.96876,
            147.96876,
            147.96876,
            147.96876
        ],
        [
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            -47225,
            -20593,
            -4957664,
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            -1630401
        ],
        [
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            12.608609,
            2.385714,
            1.267469,
            1.043225,
            1.914285
        ],
        [
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            33,
            34,
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        ],
        [
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            34,
            17,
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        ],
        [
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        ],
        [
            50.746269,
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        ],
        [
            9.338315,
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        ],
        [
            2411175,
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        ],
        [
            -45764,
            -45764,
            -12817,
            -4377291,
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        ],
        [
            121,
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            47,
            121,
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            47
        ],
        [
            168,
            266,
            70,
            168,
            266,
            70
        ],
        [
            72,
            123,
            24,
            72,
            123,
            24
        ],
        [
            8118,
            6502,
            1616,
            8118,
            6502,
            1616
        ],
        [
            0,
            100.352359,
            0,
            0,
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            0
        ],
        [
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        ],
        [
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        ],
        [
            -98872,
            817714,
            -279670,
            -113071,
            -236508,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8863,
    "evaluation_days": 2215.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572976800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759156043796,
    "expiration_time": 1764890424000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 244,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 89,
            "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)