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Trade: CHZ/USDT/480/PWMA/SSF/2498

Strategy
CHZ/USDT/480/PWMA/SSF/2498
Pair
CHZ_USDT
Interval
8h
Score
864509
Daily Profit
1.183566
Profit Factor
9.389956
Profitability
60.416667
Streak
40.079618
Best Strategy
Training Data Length
2228.670000
Evaluation Time
2025-10-12 12:54
Expiration Time
2025-12-18 06:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2741237.2952 2637778.0381 103459.2571 3351430.3032 9796474.715 -6445044.4118
Total P&L (%) 2741.2373 2637.778 103.4593 3351.4303 9796.4747 -6445.0444
Avg Daily Profit (%) 1.23 1.1836 0.0464 0.159 0.2064 0
Buy And Hold Return (%) 221.7759 221.7759 221.7759 221.7759 221.7759 221.7759
Max Trade Drawdown -163295 -95174 -74310 -15782938 -10884822 -7763827
Profit Factor 5.4423 9.39 1.3418 1.0624 1.3086 0.7063
Total Trades 96 48 48 96 48 48
Winning Trades 52 29 23 52 29 23
Losing Trades 44 19 25 44 19 25
Profitability (%) 54.1667 60.4167 47.9167 54.1667 60.4167 47.9167
Ratio Avg Win / Avg Loss 4.605 6.152 1.4585 0.899 0.8574 0.7677
Largest Winning Trade 2436496 2436496 52450 14385637 14385637 2219570
Largest Losing Trade -52557 -46058 -52557 -6553701 -5534722 -6553701
Avg Bars in Trades 66 63 69 66 63 69
Avg Bars in Winners 83 74 94 83 74 94
Avg Bars in Losers 47 48 46 47 48 46
Bars Traded 6414 3066 3348 6414 3066 3348
Profit Streak 23.413 40.0796 0 23.413 40.0796 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 828010 864509 -297070 -144498 307769 -581499
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6686,
    "evaluation_days": 2228.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572192000000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760262879036,
    "expiration_time": 1766032704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 139,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            2741237.2951975563,
            2637778.0381337376,
            103459.2570638176,
            3351430.3031691397,
            9796474.71501622,
            -6445044.411847081
        ],
        [
            2741.237295,
            2637.778038,
            103.459257,
            3351.430303,
            9796.474715,
            -6445.044412
        ],
        [
            1.229988,
            1.183566,
            0.046422,
            0.159027,
            0.206379,
            0
        ],
        [
            221.775857,
            221.775857,
            221.775857,
            221.775857,
            221.775857,
            221.775857
        ],
        [
            -163295,
            -95174,
            -74310,
            -15782938,
            -10884822,
            -7763827
        ],
        [
            5.442291,
            9.389956,
            1.34181,
            1.062424,
            1.308633,
            0.706329
        ],
        [
            96,
            48,
            48,
            96,
            48,
            48
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            54.166667,
            60.416667,
            47.916667,
            54.166667,
            60.416667,
            47.916667
        ],
        [
            4.605015,
            6.15204,
            1.45849,
            0.898974,
            0.85738,
            0.767749
        ],
        [
            2436496,
            2436496,
            52450,
            14385637,
            14385637,
            2219570
        ],
        [
            -52557,
            -46058,
            -52557,
            -6553701,
            -5534722,
            -6553701
        ],
        [
            66,
            63,
            69,
            66,
            63,
            69
        ],
        [
            83,
            74,
            94,
            83,
            74,
            94
        ],
        [
            47,
            48,
            46,
            47,
            48,
            46
        ],
        [
            6414,
            3066,
            3348,
            6414,
            3066,
            3348
        ],
        [
            23.412952,
            40.079618,
            0,
            23.412952,
            40.079618,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            828010,
            864509,
            -297070,
            -144498,
            307769,
            -581499
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6686,
    "evaluation_days": 2228.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572192000000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760262879036,
    "expiration_time": 1766032704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 156,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 139,
            "offset": 0,
            "poles": 3
        }
    }
}

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)