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Trade: CHZ/USDT/360/WMA/DCM/3460

Strategy
CHZ/USDT/360/WMA/DCM/3460
Pair
CHZ_USDT
Interval
6h
Score
804638
Daily Profit
1.250147
Profit Factor
4.355106
Profitability
49.532710
Streak
78.327940
Best Strategy
Training Data Length
2225.000000
Evaluation Time
2025-10-08 22:52
Expiration Time
2025-12-14 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2781576.5769 2900554.6056 -118978.0287 -78344.7596 278112.622 -356457.3816
Total P&L (%) 2781.5766 2900.5546 -118.978 -78.3448 278.1126 -356.4574
Avg Daily Profit (%) 1.2501 1.3036 -0.0535 -0.0687 0.0598 0
Buy And Hold Return (%) 279.8361 279.8361 279.8361 279.8361 279.8361 279.8361
Max Trade Drawdown -365533 -213658 -245429 -1343698 -855280 -493948
Profit Factor 4.3551 7.2365 0.6731 0.956 1.2583 0.4928
Total Trades 107 53 54 107 53 54
Winning Trades 53 24 29 53 24 29
Losing Trades 54 29 25 54 29 25
Profitability (%) 49.5327 45.283 53.7037 49.5327 45.283 53.7037
Ratio Avg Win / Avg Loss 4.4373 8.7441 0.5803 0.974 1.5205 0.4248
Largest Winning Trade 3045833 3045833 30350 1165244 1165244 147681
Largest Losing Trade -56904 -56904 -50706 -411576 -411576 -323546
Avg Bars in Trades 79 120 40 79 120 40
Avg Bars in Winners 69 95 47 69 95 47
Avg Bars in Losers 90 140 32 90 140 32
Bars Traded 8554 6369 2185 8554 6369 2185
Profit Streak 78.3279 78.3279 80.3279 78.3279 78.3279 80.3279
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 804638 -159200 -759390 -579305 -459250 -759390
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8900,
    "evaluation_days": 2225,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572048000000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759953133996,
    "expiration_time": 1765713600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 201,
            "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": [
        [
            2781576.5768805505,
            2900554.6056174263,
            -118978.0287368771,
            -78344.7595526638,
            278112.6220274262,
            -356457.3815800899
        ],
        [
            2781.576577,
            2900.554606,
            -118.978029,
            -78.34476,
            278.112622,
            -356.457382
        ],
        [
            1.250147,
            1.30362,
            -0.053473,
            -0.068737,
            0.059794,
            0
        ],
        [
            279.83608,
            279.83608,
            279.83608,
            279.83608,
            279.83608,
            279.83608
        ],
        [
            -365533,
            -213658,
            -245429,
            -1343698,
            -855280,
            -493948
        ],
        [
            4.355106,
            7.236495,
            0.673105,
            0.955971,
            1.258312,
            0.492767
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            53,
            24,
            29,
            53,
            24,
            29
        ],
        [
            54,
            29,
            25,
            54,
            29,
            25
        ],
        [
            49.53271,
            45.283019,
            53.703704,
            49.53271,
            45.283019,
            53.703704
        ],
        [
            4.437278,
            8.744098,
            0.580263,
            0.974008,
            1.52046,
            0.424799
        ],
        [
            3045833,
            3045833,
            30350,
            1165244,
            1165244,
            147681
        ],
        [
            -56904,
            -56904,
            -50706,
            -411576,
            -411576,
            -323546
        ],
        [
            79,
            120,
            40,
            79,
            120,
            40
        ],
        [
            69,
            95,
            47,
            69,
            95,
            47
        ],
        [
            90,
            140,
            32,
            90,
            140,
            32
        ],
        [
            8554,
            6369,
            2185,
            8554,
            6369,
            2185
        ],
        [
            78.32794,
            78.32794,
            80.32794,
            78.32794,
            78.32794,
            80.32794
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            804638,
            -159200,
            -759390,
            -579305,
            -459250,
            -759390
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8900,
    "evaluation_days": 2225,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572048000000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759953133996,
    "expiration_time": 1765713600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 201,
            "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)