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Trade: CHZ/USDT/480/PWMA/MIDPRICE/6270

Strategy
CHZ/USDT/480/PWMA/MIDPRICE/6270
Pair
CHZ_USDT
Interval
8h
Score
841332
Daily Profit
1.260937
Profit Factor
6.141196
Profitability
53.763441
Streak
30.302216
Best Strategy
Training Data Length
2214.000000
Evaluation Time
2025-09-28 02:15
Expiration Time
2025-12-03 04:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2791714.7844 2620759.1979 170955.5865 15803705.4708 -6620838.4923 22424543.9631
Total P&L (%) 2791.7148 2620.7592 170.9556 15803.7055 -6620.8385 22424.544
Avg Daily Profit (%) 1.2609 1.1837 0.0772 0.2292 0 0.245
Buy And Hold Return (%) 204.6643 204.6643 204.6643 204.6643 204.6643 204.6643
Max Trade Drawdown -72998 -81904 -57908 -30880326 -30874991 -10568346
Profit Factor 6.1412 8.8432 1.8185 1.1275 0.9242 1.612
Total Trades 93 46 47 93 46 47
Winning Trades 50 23 27 50 23 27
Losing Trades 43 23 20 43 23 20
Profitability (%) 53.7634 50 57.4468 53.7634 50 57.4468
Ratio Avg Win / Avg Loss 5.2814 8.8432 1.347 0.9697 0.9242 1.1941
Largest Winning Trade 2390053 2390053 59455 14800249 14800249 12436597
Largest Losing Trade -51020 -51020 -27455 -14997624 -14997624 -5505786
Avg Bars in Trades 68 97 39 68 97 39
Avg Bars in Winners 86 132 47 86 132 47
Avg Bars in Losers 46 63 28 46 63 28
Bars Traded 6348 4507 1841 6348 4507 1841
Profit Streak 30.3022 0 35.6355 30.3022 0 35.6355
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 841332 795632 -251701 -72367 -580704 430265
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6642,
    "evaluation_days": 2214,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573200000000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759014911448,
    "expiration_time": 1764727488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 191,
            "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": [
        [
            2791714.7844303288,
            2620759.1979454192,
            170955.5864849087,
            15803705.470800862,
            -6620838.492338166,
            22424543.963139027
        ],
        [
            2791.714784,
            2620.759198,
            170.955586,
            15803.705471,
            -6620.838492,
            22424.543963
        ],
        [
            1.260937,
            1.183721,
            0.077216,
            0.229221,
            0,
            0.244978
        ],
        [
            204.664267,
            204.664267,
            204.664267,
            204.664267,
            204.664267,
            204.664267
        ],
        [
            -72998,
            -81904,
            -57908,
            -30880326,
            -30874991,
            -10568346
        ],
        [
            6.141196,
            8.843198,
            1.8185,
            1.127512,
            0.924157,
            1.611994
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            53.763441,
            50,
            57.446809,
            53.763441,
            50,
            57.446809
        ],
        [
            5.281429,
            8.843198,
            1.347037,
            0.96966,
            0.924157,
            1.19407
        ],
        [
            2390053,
            2390053,
            59455,
            14800249,
            14800249,
            12436597
        ],
        [
            -51020,
            -51020,
            -27455,
            -14997624,
            -14997624,
            -5505786
        ],
        [
            68,
            97,
            39,
            68,
            97,
            39
        ],
        [
            86,
            132,
            47,
            86,
            132,
            47
        ],
        [
            46,
            63,
            28,
            46,
            63,
            28
        ],
        [
            6348,
            4507,
            1841,
            6348,
            4507,
            1841
        ],
        [
            30.302216,
            0,
            35.635549,
            30.302216,
            0,
            35.635549
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            841332,
            795632,
            -251701,
            -72367,
            -580704,
            430265
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6642,
    "evaluation_days": 2214,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573200000000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759014911448,
    "expiration_time": 1764727488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 191,
            "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)