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Trade: CHZ/USDT/480/PWMA/MIDPOINT/1953

Strategy
CHZ/USDT/480/PWMA/MIDPOINT/1953
Pair
CHZ_USDT
Interval
8h
Score
829006
Daily Profit
1.077830
Profit Factor
5.174477
Profitability
53.571429
Streak
27.925987
Best Strategy
Training Data Length
2219.330000
Evaluation Time
2025-10-03 09:13
Expiration Time
2025-12-08 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2392060.9443 2246040.5782 146020.3661 6042977.062 206016.8782 5836960.1838
Total P&L (%) 2392.0609 2246.0406 146.0204 6042.9771 206.0169 5836.9602
Avg Daily Profit (%) 1.0778 1.012 0.0658 0.1857 0.0504 0.1842
Buy And Hold Return (%) 251.4224 251.4224 251.4224 251.4224 251.4224 251.4224
Max Trade Drawdown -113207 -76828 -116723 -4056590 -4056590 -2853895
Profit Factor 5.1745 8.0336 1.5756 1.4083 1.0203 2.2579
Total Trades 84 42 42 84 42 42
Winning Trades 45 21 24 45 21 24
Losing Trades 39 21 18 39 21 18
Profitability (%) 53.5714 50 57.1429 53.5714 50 57.1429
Ratio Avg Win / Avg Loss 4.4845 8.0336 1.1817 1.2205 1.0203 1.6934
Largest Winning Trade 2023491 2023491 50121 3058607 3058607 1606959
Largest Losing Trade -55765 -55765 -33674 -4056590 -4056590 -1289517
Avg Bars in Trades 76 103 49 76 103 49
Avg Bars in Winners 82 110 58 82 110 58
Avg Bars in Losers 68 95 37 68 95 37
Bars Traded 6421 4342 2079 6421 4342 2079
Profit Streak 27.926 27.926 30.5927 27.926 27.926 30.5927
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 829006 808638 -267580 372934 -489010 493552
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6658,
    "evaluation_days": 2219.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573459200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759472005249,
    "expiration_time": 1765202112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 200,
            "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": [
        [
            2392060.944261854,
            2246040.578211708,
            146020.3660501455,
            6042977.062010596,
            206016.878225254,
            5836960.183785343
        ],
        [
            2392.060944,
            2246.040578,
            146.020366,
            6042.977062,
            206.016878,
            5836.960184
        ],
        [
            1.07783,
            1.012035,
            0.065795,
            0.185719,
            0.050409,
            0.184179
        ],
        [
            251.422387,
            251.422387,
            251.422387,
            251.422387,
            251.422387,
            251.422387
        ],
        [
            -113207,
            -76828,
            -116723,
            -4056590,
            -4056590,
            -2853895
        ],
        [
            5.174477,
            8.033599,
            1.575585,
            1.408299,
            1.020277,
            2.257871
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            53.571429,
            50,
            57.142857,
            53.571429,
            50,
            57.142857
        ],
        [
            4.484546,
            8.033599,
            1.181689,
            1.220525,
            1.020277,
            1.693403
        ],
        [
            2023491,
            2023491,
            50121,
            3058607,
            3058607,
            1606959
        ],
        [
            -55765,
            -55765,
            -33674,
            -4056590,
            -4056590,
            -1289517
        ],
        [
            76,
            103,
            49,
            76,
            103,
            49
        ],
        [
            82,
            110,
            58,
            82,
            110,
            58
        ],
        [
            68,
            95,
            37,
            68,
            95,
            37
        ],
        [
            6421,
            4342,
            2079,
            6421,
            4342,
            2079
        ],
        [
            27.925987,
            27.925987,
            30.592653,
            27.925987,
            27.925987,
            30.592653
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            829006,
            808638,
            -267580,
            372934,
            -489010,
            493552
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6658,
    "evaluation_days": 2219.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573459200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759472005249,
    "expiration_time": 1765202112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 200,
            "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)