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Trade: CHZ/USDT/480/PWMA/MIDPRICE/1734

Strategy
CHZ/USDT/480/PWMA/MIDPRICE/1734
Pair
CHZ_USDT
Interval
8h
Score
832789
Daily Profit
0.948202
Profit Factor
7.726620
Profitability
52.500000
Streak
108.571262
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 2202848.0666 2097735.9941 105112.0725 2627127.7241 7142235.6366 -4515107.9125
Total P&L (%) 2202.8481 2097.736 105.1121 2627.1277 7142.2356 -4515.1079
Avg Daily Profit (%) 0.9957 0.9482 0.0475 0.1495 0.1938 0
Buy And Hold Return (%) 166.3858 166.3858 166.3858 166.3858 166.3858 166.3858
Max Trade Drawdown -153063 -100969 -69418 -18555987 -6518619 -12495838
Profit Factor 5.0148 7.7266 1.4438 1.0621 1.3757 0.8064
Total Trades 81 40 41 81 40 41
Winning Trades 47 21 26 47 21 26
Losing Trades 34 19 15 34 19 15
Profitability (%) 58.0247 52.5 63.4146 58.0247 52.5 63.4146
Ratio Avg Win / Avg Loss 3.6277 6.9908 0.833 0.7683 1.2447 0.4652
Largest Winning Trade 1941708 1941708 46071 8593022 8593022 3720721
Largest Losing Trade -55271 -38353 -55271 -7412447 -3020250 -7412447
Avg Bars in Trades 78 113 44 78 113 44
Avg Bars in Winners 89 135 52 89 135 52
Avg Bars in Losers 62 88 29 62 88 29
Bars Traded 6341 4525 1817 6341 4525 1817
Profit Streak 108.5713 108.5713 149.5713 108.5713 108.5713 149.5713
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 273994 832789 -292812 -160461 354278 -577651

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": 1573660800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865357022,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 207,
            "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": [
        [
            2202848.066565743,
            2097735.9940993125,
            105112.0724664288,
            2627127.7240568725,
            7142235.6365525825,
            -4515107.912495706
        ],
        [
            2202.848067,
            2097.735994,
            105.112072,
            2627.127724,
            7142.235637,
            -4515.107912
        ],
        [
            0.995714,
            0.948202,
            0.047512,
            0.149539,
            0.193762,
            0
        ],
        [
            166.3858,
            166.3858,
            166.3858,
            166.3858,
            166.3858,
            166.3858
        ],
        [
            -153063,
            -100969,
            -69418,
            -18555987,
            -6518619,
            -12495838
        ],
        [
            5.014816,
            7.72662,
            1.443841,
            1.062061,
            1.375704,
            0.806396
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            58.024691,
            52.5,
            63.414634,
            58.024691,
            52.5,
            63.414634
        ],
        [
            3.627739,
            6.990752,
            0.832985,
            0.768299,
            1.244684,
            0.465228
        ],
        [
            1941708,
            1941708,
            46071,
            8593022,
            8593022,
            3720721
        ],
        [
            -55271,
            -38353,
            -55271,
            -7412447,
            -3020250,
            -7412447
        ],
        [
            78,
            113,
            44,
            78,
            113,
            44
        ],
        [
            89,
            135,
            52,
            89,
            135,
            52
        ],
        [
            62,
            88,
            29,
            62,
            88,
            29
        ],
        [
            6341,
            4525,
            1817,
            6341,
            4525,
            1817
        ],
        [
            108.571262,
            108.571262,
            149.571262,
            108.571262,
            108.571262,
            149.571262
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            273994,
            832789,
            -292812,
            -160461,
            354278,
            -577651
        ]
    ]
}
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": 1573660800000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758865357022,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 195,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 207,
            "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)