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Trade: CHZ/USDT/480/HLC3/VWAP/1596

Strategy
CHZ/USDT/480/HLC3/VWAP/1596
Pair
CHZ_USDT
Interval
8h
Score
570142
Daily Profit
0.834194
Profit Factor
3.839043
Profitability
35.537190
Streak
30.571226
Best Strategy
Training Data Length
2212.330000
Evaluation Time
2025-09-26 08:42
Expiration Time
2025-12-01 10:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1845511.6825 1957075.7488 -111564.0664 -51230.4645 26480.1618 -77710.6263
Total P&L (%) 1845.5117 1957.0757 -111.5641 -51.2305 26.4802 -77.7106
Avg Daily Profit (%) 0.8342 0.8846 -0.0504 -0.0325 0.0106 -0.0678
Buy And Hold Return (%) 240.9051 240.9051 240.9051 240.9051 240.9051 240.9051
Max Trade Drawdown -209813 -75123 -153145 -45565 -39592 -33404
Profit Factor 3.839 7.7087 0.6886 0.8243 1.2205 0.5469
Total Trades 121 60 61 121 60 61
Winning Trades 43 21 22 43 21 22
Losing Trades 78 39 39 78 39 39
Profitability (%) 35.5372 35 36.0656 35.5372 35 36.0656
Ratio Avg Win / Avg Loss 6.9638 14.3161 1.2208 1.4953 2.2666 0.9694
Largest Winning Trade 2053837 2053837 46704 56876 56876 21524
Largest Losing Trade -63884 -41150 -63884 -63884 -20828 -63884
Avg Bars in Trades 51 46 55 51 46 55
Avg Bars in Winners 107 106 108 107 106 108
Avg Bars in Losers 20 14 25 20 14 25
Bars Traded 6191 2808 3383 6191 2808 3383
Profit Streak 30.5712 32.2379 30.5712 30.5712 32.2379 30.5712
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 570142 -152983 -745948 -583413 -518467 -747614

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6637,
    "evaluation_days": 2212.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574812800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865353979,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 246
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1845511.6824504072,
            1957075.748804971,
            -111564.066354564,
            -51230.4645385945,
            26480.1617659175,
            -77710.626304512
        ],
        [
            1845.511682,
            1957.075749,
            -111.564066,
            -51.230465,
            26.480162,
            -77.710626
        ],
        [
            0.834194,
            0.884622,
            -0.050428,
            -0.032452,
            0.010619,
            -0.067827
        ],
        [
            240.905073,
            240.905073,
            240.905073,
            240.905073,
            240.905073,
            240.905073
        ],
        [
            -209813,
            -75123,
            -153145,
            -45565,
            -39592,
            -33404
        ],
        [
            3.839043,
            7.708651,
            0.688649,
            0.824317,
            1.220458,
            0.546859
        ],
        [
            121,
            60,
            61,
            121,
            60,
            61
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            35.53719,
            35,
            36.065574,
            35.53719,
            35,
            36.065574
        ],
        [
            6.963846,
            14.316066,
            1.220787,
            1.495273,
            2.266565,
            0.969431
        ],
        [
            2053837,
            2053837,
            46704,
            56876,
            56876,
            21524
        ],
        [
            -63884,
            -41150,
            -63884,
            -63884,
            -20828,
            -63884
        ],
        [
            51,
            46,
            55,
            51,
            46,
            55
        ],
        [
            107,
            106,
            108,
            107,
            106,
            108
        ],
        [
            20,
            14,
            25,
            20,
            14,
            25
        ],
        [
            6191,
            2808,
            3383,
            6191,
            2808,
            3383
        ],
        [
            30.571226,
            32.237893,
            30.571227,
            30.571227,
            32.237893,
            30.571227
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            570142,
            -152983,
            -745948,
            -583413,
            -518467,
            -747614
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6637,
    "evaluation_days": 2212.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574812800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865353979,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hlc3",
        "factors": {
            "length": 0,
            "offset": 246
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)