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Trade: CHZ/USDT/480/JMA/VWMA/6400

Strategy
CHZ/USDT/480/JMA/VWMA/6400
Pair
CHZ_USDT
Interval
8h
Score
717068
Daily Profit
1.043929
Profit Factor
8.723851
Profitability
44.680851
Streak
0.000000
Best Strategy
Training Data Length
2211.670000
Evaluation Time
2025-09-25 14:16
Expiration Time
2025-11-30 18:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2425273.7075 2308826.6034 116447.1041 8386162.8198 5494956.9136 2891205.9061
Total P&L (%) 2425.2737 2308.8266 116.4471 8386.1628 5494.9569 2891.2059
Avg Daily Profit (%) 1.0966 1.0439 0.0527 0.201 0.1821 0.1538
Buy And Hold Return (%) 189.7362 189.7362 189.7362 189.7362 189.7362 189.7362
Max Trade Drawdown -114848 -66599 -91007 -8291351 -3632870 -6902235
Profit Factor 4.9326 8.7239 1.3664 1.2711 1.3267 1.2048
Total Trades 93 47 46 93 47 46
Winning Trades 37 21 16 37 21 16
Losing Trades 56 26 30 56 26 30
Profitability (%) 39.7849 44.6809 34.7826 39.7849 44.6809 34.7826
Ratio Avg Win / Avg Loss 7.4655 10.801 2.562 1.9238 1.6426 2.2591
Largest Winning Trade 2090809 2090809 48475 6062735 6062735 2689664
Largest Losing Trade -28035 -23914 -28035 -1981410 -1548809 -1981410
Avg Bars in Trades 66 65 67 66 65 67
Avg Bars in Winners 108 100 119 108 100 119
Avg Bars in Losers 38 36 40 38 36 40
Bars Traded 6185 3067 3118 6185 3067 3118
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 627997 717068 -292626 192243 261202 86823

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6635,
    "evaluation_days": 2211.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574035200000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758798987025,
    "expiration_time": 1764519840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "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": [
        [
            2425273.707493761,
            2308826.603371057,
            116447.104122703,
            8386162.81978363,
            5494956.913643034,
            2891205.9061405933
        ],
        [
            2425.273707,
            2308.826603,
            116.447104,
            8386.16282,
            5494.956914,
            2891.205906
        ],
        [
            1.09658,
            1.043929,
            0.052651,
            0.201001,
            0.18213,
            0.153769
        ],
        [
            189.7362,
            189.7362,
            189.7362,
            189.7362,
            189.7362,
            189.7362
        ],
        [
            -114848,
            -66599,
            -91007,
            -8291351,
            -3632870,
            -6902235
        ],
        [
            4.932552,
            8.723851,
            1.366421,
            1.271093,
            1.326686,
            1.204842
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            37,
            21,
            16,
            37,
            21,
            16
        ],
        [
            56,
            26,
            30,
            56,
            26,
            30
        ],
        [
            39.784946,
            44.680851,
            34.782609,
            39.784946,
            44.680851,
            34.782609
        ],
        [
            7.465484,
            10.800959,
            2.56204,
            1.923817,
            1.642564,
            2.259079
        ],
        [
            2090809,
            2090809,
            48475,
            6062735,
            6062735,
            2689664
        ],
        [
            -28035,
            -23914,
            -28035,
            -1981410,
            -1548809,
            -1981410
        ],
        [
            66,
            65,
            67,
            66,
            65,
            67
        ],
        [
            108,
            100,
            119,
            108,
            100,
            119
        ],
        [
            38,
            36,
            40,
            38,
            36,
            40
        ],
        [
            6185,
            3067,
            3118,
            6185,
            3067,
            3118
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
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            1.45,
            1.45
        ],
        [
            627997,
            717068,
            -292626,
            192243,
            261202,
            86823
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6635,
    "evaluation_days": 2211.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574035200000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758798987025,
    "expiration_time": 1764519840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 220,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "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)