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Trade: CHZ/USDT/480/SINWMA/DCM/9357

Strategy
CHZ/USDT/480/SINWMA/DCM/9357
Pair
CHZ_USDT
Interval
8h
Score
618868
Daily Profit
0.957527
Profit Factor
3.811020
Profitability
49.264706
Streak
0.000000
Best Strategy
Training Data Length
2212.000000
Evaluation Time
2025-09-26 01:07
Expiration Time
2025-12-01 02:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2118050.2553 2043588.4277 74461.8276 1466077.6626 4480080.4418 -3014002.7791
Total P&L (%) 2118.0503 2043.5884 74.4618 1466.0777 4480.0804 -3014.0028
Avg Daily Profit (%) 0.9575 0.9239 0.0337 0.1245 0.173 0
Buy And Hold Return (%) 705.5146 705.5146 705.5146 705.5146 705.5146 705.5146
Max Trade Drawdown -174103 -114432 -123266 -8008089 -4208608 -4419499
Profit Factor 3.811 6.5574 1.193 1.0779 1.5224 0.7057
Total Trades 136 68 68 136 68 68
Winning Trades 67 29 38 67 29 38
Losing Trades 69 39 30 69 39 30
Profitability (%) 49.2647 42.6471 55.8824 49.2647 42.6471 55.8824
Ratio Avg Win / Avg Loss 3.9248 8.8186 0.9419 1.1101 2.0474 0.5571
Largest Winning Trade 1903689 1903689 45566 8277102 8277102 1924222
Largest Losing Trade -41431 -28490 -41431 -3175839 -1640495 -3175839
Avg Bars in Trades 46 53 40 46 53 40
Avg Bars in Winners 60 77 47 60 77 47
Avg Bars in Losers 34 35 32 34 35 32
Bars Traded 6385 3621 2764 6385 3621 2764
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 618868 -93718 -431982 -167563 -102389 -689195

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6636,
    "evaluation_days": 2212,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570435200000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758838053347,
    "expiration_time": 1764549504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 67,
            "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": [
        [
            2118050.255272885,
            2043588.4276558338,
            74461.8276170497,
            1466077.6626438617,
            4480080.441790828,
            -3014002.7791469693
        ],
        [
            2118.050255,
            2043.588428,
            74.461828,
            1466.077663,
            4480.080442,
            -3014.002779
        ],
        [
            0.957527,
            0.923865,
            0.033663,
            0.124452,
            0.173038,
            0
        ],
        [
            705.514628,
            705.514628,
            705.514628,
            705.514628,
            705.514628,
            705.514628
        ],
        [
            -174103,
            -114432,
            -123266,
            -8008089,
            -4208608,
            -4419499
        ],
        [
            3.81102,
            6.557427,
            1.193027,
            1.07792,
            1.522422,
            0.70565
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            67,
            29,
            38,
            67,
            29,
            38
        ],
        [
            69,
            39,
            30,
            69,
            39,
            30
        ],
        [
            49.264706,
            42.647059,
            55.882353,
            49.264706,
            42.647059,
            55.882353
        ],
        [
            3.924781,
            8.818609,
            0.941863,
            1.110097,
            2.047395,
            0.557092
        ],
        [
            1903689,
            1903689,
            45566,
            8277102,
            8277102,
            1924222
        ],
        [
            -41431,
            -28490,
            -41431,
            -3175839,
            -1640495,
            -3175839
        ],
        [
            46,
            53,
            40,
            46,
            53,
            40
        ],
        [
            60,
            77,
            47,
            60,
            77,
            47
        ],
        [
            34,
            35,
            32,
            34,
            35,
            32
        ],
        [
            6385,
            3621,
            2764,
            6385,
            3621,
            2764
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            618868,
            -93718,
            -431982,
            -167563,
            -102389,
            -689195
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6636,
    "evaluation_days": 2212,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570435200000,
    "last_datapoint_time": 1758816000000,
    "evaluation_time": 1758838053347,
    "expiration_time": 1764549504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 95,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 67,
            "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)