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Trade: CHZ/USDT/480/PWMA/DCM/5844

Strategy
CHZ/USDT/480/PWMA/DCM/5844
Pair
CHZ_USDT
Interval
8h
Score
828082
Daily Profit
1.204923
Profit Factor
4.585764
Profitability
51.886792
Streak
172.084763
Best Strategy
Training Data Length
2218.000000
Evaluation Time
2025-10-01 21:02
Expiration Time
2025-12-07 06:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2672519.3238 2650321.9999 22197.3239 364231.3018 109133.899 255097.4028
Total P&L (%) 2672.5193 2650.322 22.1973 364.2313 109.1339 255.0974
Avg Daily Profit (%) 1.2049 1.1949 0.01 0.0692 0.0333 0.0572
Buy And Hold Return (%) 319.0578 319.0578 319.0578 319.0578 319.0578 319.0578
Max Trade Drawdown -177395 -105760 -102767 -3050184 -2488935 -946426
Profit Factor 4.5858 7.1993 1.0698 1.0435 1.0208 1.0818
Total Trades 106 53 53 106 53 53
Winning Trades 55 28 27 55 28 27
Losing Trades 51 25 26 51 25 26
Profitability (%) 51.8868 52.8302 50.9434 51.8868 52.8302 50.9434
Ratio Avg Win / Avg Loss 4.2523 6.428 1.0302 0.9676 0.9114 1.0418
Largest Winning Trade 2645778 2645778 33663 2471614 2471614 685221
Largest Losing Trade -48976 -48976 -32374 -1178412 -1178412 -511139
Avg Bars in Trades 60 86 34 60 86 34
Avg Bars in Winners 69 94 43 69 94 43
Avg Bars in Losers 51 77 25 51 77 25
Bars Traded 6417 4569 1847 6417 4569 1847
Profit Streak 172.0848 174.0848 172.0848 172.0848 174.0848 172.0848
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 828082 -156268 -667512 -394570 -691888 -591457
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6654,
    "evaluation_days": 2218,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572163200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759341723493,
    "expiration_time": 1765083456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 155,
            "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": [
        [
            2672519.3237742656,
            2650321.9998823027,
            22197.3238919614,
            364231.3017720648,
            109133.8989504826,
            255097.402821582
        ],
        [
            2672.519324,
            2650.322,
            22.197324,
            364.231302,
            109.133899,
            255.097403
        ],
        [
            1.204923,
            1.194915,
            0.010008,
            0.06924,
            0.03327,
            0.05715
        ],
        [
            319.057774,
            319.057774,
            319.057774,
            319.057774,
            319.057774,
            319.057774
        ],
        [
            -177395,
            -105760,
            -102767,
            -3050184,
            -2488935,
            -946426
        ],
        [
            4.585764,
            7.199318,
            1.069848,
            1.043496,
            1.020759,
            1.081847
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            51,
            25,
            26,
            51,
            25,
            26
        ],
        [
            51.886792,
            52.830189,
            50.943396,
            51.886792,
            52.830189,
            50.943396
        ],
        [
            4.252254,
            6.427963,
            1.030224,
            0.967606,
            0.911392,
            1.041779
        ],
        [
            2645778,
            2645778,
            33663,
            2471614,
            2471614,
            685221
        ],
        [
            -48976,
            -48976,
            -32374,
            -1178412,
            -1178412,
            -511139
        ],
        [
            60,
            86,
            34,
            60,
            86,
            34
        ],
        [
            69,
            94,
            43,
            69,
            94,
            43
        ],
        [
            51,
            77,
            25,
            51,
            77,
            25
        ],
        [
            6417,
            4569,
            1847,
            6417,
            4569,
            1847
        ],
        [
            172.084763,
            174.084763,
            172.084763,
            172.084763,
            174.084763,
            172.084763
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            828082,
            -156268,
            -667512,
            -394570,
            -691888,
            -591457
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6654,
    "evaluation_days": 2218,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572163200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759341723493,
    "expiration_time": 1765083456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 155,
            "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)