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Trade: CHZ/USDT/360/VWMA/ZLMA/3549

Strategy
CHZ/USDT/360/VWMA/ZLMA/3549
Pair
CHZ_USDT
Interval
6h
Score
742157
Daily Profit
1.105341
Profit Factor
10.399391
Profitability
46.666667
Streak
0.000000
Best Strategy
Training Data Length
2215.500000
Evaluation Time
2025-09-29 13:38
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 2583661.2946 2448881.9379 134779.3567 4643030.8343 4939716.7924 -296685.9581
Total P&L (%) 2583.6613 2448.8819 134.7794 4643.0308 4939.7168 -296.686
Avg Daily Profit (%) 1.1662 1.1053 0.0608 0.1743 0.1771 0
Buy And Hold Return (%) 306.4899 306.4899 306.4899 306.4899 306.4899 306.4899
Max Trade Drawdown -127501 -89431 -120176 -25299766 -14720922 -11831165
Profit Factor 5.9569 10.3994 1.517 1.12 1.2605 0.985
Total Trades 60 30 30 60 30 30
Winning Trades 31 14 17 31 14 17
Losing Trades 29 16 13 29 16 13
Profitability (%) 51.6667 46.6667 56.6667 51.6667 46.6667 56.6667
Ratio Avg Win / Avg Loss 5.5726 11.885 1.1601 1.0478 1.4406 0.7532
Largest Winning Trade 2237887 2237887 51318 8032032 8032032 4755913
Largest Losing Trade -68653 -29398 -68653 -11406665 -7856936 -11406665
Avg Bars in Trades 143 115 171 143 115 171
Avg Bars in Winners 188 153 218 188 153 218
Avg Bars in Losers 94 82 109 94 82 109
Bars Traded 8591 3460 5131 8591 3460 5131
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 -151303 742157 -275243 -253974 228266 -579961
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": 1571702400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759142337474,
    "expiration_time": 1764868176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 185,
            "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": [
        [
            2583661.2946227994,
            2448881.9379336215,
            134779.3566891783,
            4643030.834327504,
            4939716.792394154,
            -296685.9580666504
        ],
        [
            2583.661295,
            2448.881938,
            134.779357,
            4643.030834,
            4939.716792,
            -296.685958
        ],
        [
            1.166175,
            1.105341,
            0.060835,
            0.174346,
            0.177089,
            0
        ],
        [
            306.489917,
            306.489917,
            306.489917,
            306.489917,
            306.489917,
            306.489917
        ],
        [
            -127501,
            -89431,
            -120176,
            -25299766,
            -14720922,
            -11831165
        ],
        [
            5.956945,
            10.399391,
            1.517022,
            1.120016,
            1.260528,
            0.98496
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            31,
            14,
            17,
            31,
            14,
            17
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            51.666667,
            46.666667,
            56.666667,
            51.666667,
            46.666667,
            56.666667
        ],
        [
            5.572626,
            11.885018,
            1.160075,
            1.047757,
            1.440604,
            0.753205
        ],
        [
            2237887,
            2237887,
            51318,
            8032032,
            8032032,
            4755913
        ],
        [
            -68653,
            -29398,
            -68653,
            -11406665,
            -7856936,
            -11406665
        ],
        [
            143,
            115,
            171,
            143,
            115,
            171
        ],
        [
            188,
            153,
            218,
            188,
            153,
            218
        ],
        [
            94,
            82,
            109,
            94,
            82,
            109
        ],
        [
            8591,
            3460,
            5131,
            8591,
            3460,
            5131
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151303,
            742157,
            -275243,
            -253974,
            228266,
            -579961
        ]
    ]
}
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": 1571702400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759142337474,
    "expiration_time": 1764868176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 164,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 185,
            "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)