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Trade: CHZ/USDT/360/VWMA/HWMA/2603

Strategy
CHZ/USDT/360/VWMA/HWMA/2603
Pair
CHZ_USDT
Interval
6h
Score
398927
Daily Profit
1.034489
Profit Factor
6.014086
Profitability
31.250000
Streak
0.000000
Best Strategy
Training Data Length
2215.500000
Evaluation Time
2025-09-29 13:39
Expiration Time
2025-12-04 19:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2342654.0676 2291909.8217 50744.2459 2599715.46 8931691.8661 -6331976.406
Total P&L (%) 2342.6541 2291.9098 50.7442 2599.7155 8931.6919 -6331.9764
Avg Daily Profit (%) 1.0574 1.0345 0.0229 0.1489 0.2035 0
Buy And Hold Return (%) 798.6196 798.6196 798.6196 798.6196 798.6196 798.6196
Max Trade Drawdown -104069 -82205 -85636 -13387626 -6897296 -9280222
Profit Factor 3.5598 6.0141 1.1108 1.0419 1.2935 0.7995
Total Trades 191 96 95 191 96 95
Winning Trades 56 30 26 56 30 26
Losing Trades 135 66 69 135 66 69
Profitability (%) 29.3194 31.25 27.3684 29.3194 31.25 27.3684
Ratio Avg Win / Avg Loss 8.5817 13.231 2.9478 2.5118 2.8456 2.1219
Largest Winning Trade 2065004 2065004 47550 13529361 13529361 3938141
Largest Losing Trade -35499 -24096 -35499 -3007195 -2664975 -3007195
Avg Bars in Trades 45 38 52 45 38 52
Avg Bars in Winners 108 86 133 108 86 133
Avg Bars in Losers 19 16 21 19 16 21
Bars Traded 8674 3695 4979 8674 3695 4979
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 258494 398927 -445281 -179868 58778 -597677
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8862,
    "evaluation_days": 2215.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570363200000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759142341658,
    "expiration_time": 1764868176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2308,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            2342654.06759223,
            2291909.8217206667,
            50744.2458715639,
            2599715.460036902,
            8931691.866067022,
            -6331976.406030127
        ],
        [
            2342.654068,
            2291.909822,
            50.744246,
            2599.71546,
            8931.691866,
            -6331.976406
        ],
        [
            1.057393,
            1.034489,
            0.022904,
            0.148869,
            0.203471,
            0
        ],
        [
            798.619597,
            798.619597,
            798.619597,
            798.619597,
            798.619597,
            798.619597
        ],
        [
            -104069,
            -82205,
            -85636,
            -13387626,
            -6897296,
            -9280222
        ],
        [
            3.559822,
            6.014086,
            1.110779,
            1.041915,
            1.293457,
            0.799538
        ],
        [
            191,
            96,
            95,
            191,
            96,
            95
        ],
        [
            56,
            30,
            26,
            56,
            30,
            26
        ],
        [
            135,
            66,
            69,
            135,
            66,
            69
        ],
        [
            29.319372,
            31.25,
            27.368421,
            29.319372,
            31.25,
            27.368421
        ],
        [
            8.581715,
            13.230989,
            2.947836,
            2.51176,
            2.845606,
            2.121851
        ],
        [
            2065004,
            2065004,
            47550,
            13529361,
            13529361,
            3938141
        ],
        [
            -35499,
            -24096,
            -35499,
            -3007195,
            -2664975,
            -3007195
        ],
        [
            45,
            38,
            52,
            45,
            38,
            52
        ],
        [
            108,
            86,
            133,
            108,
            86,
            133
        ],
        [
            19,
            16,
            21,
            19,
            16,
            21
        ],
        [
            8674,
            3695,
            4979,
            8674,
            3695,
            4979
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            258494,
            398927,
            -445281,
            -179868,
            58778,
            -597677
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8862,
    "evaluation_days": 2215.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570363200000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759142341658,
    "expiration_time": 1764868176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2308,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)