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Trade: CHZ/USDT/480/PWMA/KCU/5967

Strategy
CHZ/USDT/480/PWMA/KCU/5967
Pair
CHZ_USDT
Interval
8h
Score
659934
Daily Profit
1.111618
Profit Factor
6.673262
Profitability
40.000000
Streak
111.751436
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 2505971.2128 2465569.0494 40402.1634 815650.9512 12562620.5455 -11746969.5943
Total P&L (%) 2505.9712 2465.569 40.4022 815.651 12562.6205 -11746.9696
Avg Daily Profit (%) 1.1298 1.1116 0.0182 0.0999 0.2185 0
Buy And Hold Return (%) 379.4809 379.4809 379.4809 379.4809 379.4809 379.4809
Max Trade Drawdown -234211 -153847 -81184 -30999783 -18910995 -12093750
Profit Factor 4.877 6.6733 1.1908 1.0149 1.3644 0.4251
Total Trades 81 40 41 81 40 41
Winning Trades 37 16 21 37 16 21
Losing Trades 44 24 20 44 24 20
Profitability (%) 45.679 40 51.2195 45.679 40 51.2195
Ratio Avg Win / Avg Loss 5.7997 10.0099 1.1341 1.2069 2.0466 0.4049
Largest Winning Trade 2334779 2334779 49418 30268181 30268181 2163010
Largest Losing Trade -62708 -62708 -34047 -13972994 -13972994 -9282213
Avg Bars in Trades 77 124 31 77 124 31
Avg Bars in Winners 103 190 36 103 190 36
Avg Bars in Losers 55 80 26 55 80 26
Bars Traded 6272 4985 1287 6272 4985 1287
Profit Streak 111.7514 111.7514 113.0848 111.7514 111.7514 113.0848
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 154367 659934 -343817 -285887 233515 -579626
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6654,
    "evaluation_days": 2218,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571788800000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759341724094,
    "expiration_time": 1765083456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 124,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            2505971.2127749575,
            2465569.0494000367,
            40402.1633749225,
            815650.9511571059,
            12562620.545484541,
            -11746969.594327433
        ],
        [
            2505.971213,
            2465.569049,
            40.402163,
            815.650951,
            12562.620545,
            -11746.969594
        ],
        [
            1.129834,
            1.111618,
            0.018216,
            0.09989,
            0.218509,
            0
        ],
        [
            379.480923,
            379.480923,
            379.480923,
            379.480923,
            379.480923,
            379.480923
        ],
        [
            -234211,
            -153847,
            -81184,
            -30999783,
            -18910995,
            -12093750
        ],
        [
            4.876979,
            6.673262,
            1.190776,
            1.014855,
            1.364416,
            0.425102
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            44,
            24,
            20,
            44,
            24,
            20
        ],
        [
            45.679012,
            40,
            51.219512,
            45.679012,
            40,
            51.219512
        ],
        [
            5.799651,
            10.009894,
            1.134073,
            1.206855,
            2.046624,
            0.404859
        ],
        [
            2334779,
            2334779,
            49418,
            30268181,
            30268181,
            2163010
        ],
        [
            -62708,
            -62708,
            -34047,
            -13972994,
            -13972994,
            -9282213
        ],
        [
            77,
            124,
            31,
            77,
            124,
            31
        ],
        [
            103,
            190,
            36,
            103,
            190,
            36
        ],
        [
            55,
            80,
            26,
            55,
            80,
            26
        ],
        [
            6272,
            4985,
            1287,
            6272,
            4985,
            1287
        ],
        [
            111.751436,
            111.751436,
            113.08477,
            111.751436,
            111.751436,
            113.08477
        ],
        [
            3,
            1,
            2,
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            1,
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        ],
        [
            0.8,
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        ],
        [
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            -343817,
            -285887,
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        ]
    ]
}
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": 1571788800000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759341724094,
    "expiration_time": 1765083456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 124,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)