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Trade: CHZ/USDT/360/VWMA/HMA/7441

Strategy
CHZ/USDT/360/VWMA/HMA/7441
Pair
CHZ_USDT
Interval
6h
Score
870464
Daily Profit
0.756127
Profit Factor
8.548134
Profitability
67.500000
Streak
49.399879
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 1942852.5425 1678413.8934 264438.649 110639326.4614 111536987.7261 -897661.2648
Total P&L (%) 1942.8525 1678.4139 264.4386 110639.3265 111536.9877 -897.6613
Avg Daily Profit (%) 0.8753 0.7561 0.1191 0.3163 0.3167 0
Buy And Hold Return (%) 182.0287 182.0287 182.0287 182.0287 182.0287 182.0287
Max Trade Drawdown -110043 -47086 -98697 -249145011 -84393429 -243982229
Profit Factor 4.6914 8.5481 1.87 1.1784 1.5277 0.9978
Total Trades 80 40 40 80 40 40
Winning Trades 51 27 24 51 27 24
Losing Trades 29 13 16 29 13 16
Profitability (%) 63.75 67.5 60 63.75 67.5 60
Ratio Avg Win / Avg Loss 2.6677 4.1158 1.2467 0.6701 0.7355 0.6652
Largest Winning Trade 1179929 1179929 55584 72581461 48522402 72581461
Largest Losing Trade -60327 -41514 -60327 -88152313 -84393429 -88152313
Avg Bars in Trades 106 85 128 106 85 128
Avg Bars in Winners 123 91 158 123 91 158
Avg Bars in Losers 77 72 82 77 72 82
Bars Traded 8535 3404 5131 8535 3404 5131
Profit Streak 18.3999 49.3999 0 18.3999 49.3999 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -354 870464 -55131 -38114 421329 -579453
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": 1572760800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759505749561,
    "expiration_time": 1765246392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 221,
            "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": [
        [
            1942852.5424654798,
            1678413.893438168,
            264438.6490273114,
            110639326.4613545,
            111536987.72613083,
            -897661.2647763065
        ],
        [
            1942.852542,
            1678.413893,
            264.438649,
            110639.326461,
            111536.987726,
            -897.661265
        ],
        [
            0.875257,
            0.756127,
            0.11913,
            0.31629,
            0.316655,
            0
        ],
        [
            182.028694,
            182.028694,
            182.028694,
            182.028694,
            182.028694,
            182.028694
        ],
        [
            -110043,
            -47086,
            -98697,
            -249145011,
            -84393429,
            -243982229
        ],
        [
            4.691441,
            8.548134,
            1.870003,
            1.178366,
            1.527673,
            0.997805
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            29,
            13,
            16,
            29,
            13,
            16
        ],
        [
            63.75,
            67.5,
            60,
            63.75,
            67.5,
            60
        ],
        [
            2.667682,
            4.115768,
            1.246669,
            0.670051,
            0.735546,
            0.665203
        ],
        [
            1179929,
            1179929,
            55584,
            72581461,
            48522402,
            72581461
        ],
        [
            -60327,
            -41514,
            -60327,
            -88152313,
            -84393429,
            -88152313
        ],
        [
            106,
            85,
            128,
            106,
            85,
            128
        ],
        [
            123,
            91,
            158,
            123,
            91,
            158
        ],
        [
            77,
            72,
            82,
            77,
            72,
            82
        ],
        [
            8535,
            3404,
            5131,
            8535,
            3404,
            5131
        ],
        [
            18.399879,
            49.399879,
            0,
            18.399879,
            49.399879,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -354,
            870464,
            -55131,
            -38114,
            421329,
            -579453
        ]
    ]
}
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": 1572760800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759505749561,
    "expiration_time": 1765246392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 221,
            "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)