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Trade: CHZ/USDT/480/SSF/VWMA/7439

Strategy
CHZ/USDT/480/SSF/VWMA/7439
Pair
CHZ_USDT
Interval
8h
Score
531371
Daily Profit
1.525674
Profit Factor
13.936638
Profitability
30.555556
Streak
0.000000
Best Strategy
Training Data Length
2213.330000
Evaluation Time
2025-09-27 09:42
Expiration Time
2025-12-02 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3512668.1079 3376818.9698 135849.1381 6263873.6773 3985775.002 2278098.6753
Total P&L (%) 3512.6681 3376.819 135.8491 6263.8737 3985.775 2278.0987
Avg Daily Profit (%) 1.5871 1.5257 0.0614 0.1878 0.1678 0.1433
Buy And Hold Return (%) 362.7059 362.7059 362.7059 362.7059 362.7059 362.7059
Max Trade Drawdown -70446 -57162 -88790 -6231404 -5641558 -4060537
Profit Factor 7.8973 13.9366 1.5472 1.2265 1.281 1.1692
Total Trades 72 36 36 72 36 36
Winning Trades 26 11 15 26 11 15
Losing Trades 46 25 21 46 25 21
Profitability (%) 36.1111 30.5556 41.6667 36.1111 30.5556 41.6667
Ratio Avg Win / Avg Loss 13.9722 31.6742 2.1661 2.17 2.9113 1.6369
Largest Winning Trade 3240419 3240419 49982 4748251 4748251 4197428
Largest Losing Trade -57751 -23166 -57751 -2826810 -2069934 -2826810
Avg Bars in Trades 89 88 89 89 88 89
Avg Bars in Winners 177 202 159 177 202 159
Avg Bars in Losers 39 39 40 39 39 40
Bars Traded 6436 3201 3235 6436 3201 3235
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 -66801 531371 -277283 -80499 45973 -38364
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6640,
    "evaluation_days": 2213.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568073600000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758955372102,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 13,
            "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": [
        [
            3512668.1078890157,
            3376818.9697572347,
            135849.1381317808,
            6263873.677332124,
            3985775.002014014,
            2278098.6753181163
        ],
        [
            3512.668108,
            3376.81897,
            135.849138,
            6263.873677,
            3985.775002,
            2278.098675
        ],
        [
            1.587051,
            1.525674,
            0.061378,
            0.187822,
            0.167766,
            0.143275
        ],
        [
            362.705882,
            362.705882,
            362.705882,
            362.705882,
            362.705882,
            362.705882
        ],
        [
            -70446,
            -57162,
            -88790,
            -6231404,
            -5641558,
            -4060537
        ],
        [
            7.897328,
            13.936638,
            1.547223,
            1.226549,
            1.280968,
            1.169209
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            26,
            11,
            15,
            26,
            11,
            15
        ],
        [
            46,
            25,
            21,
            46,
            25,
            21
        ],
        [
            36.111111,
            30.555556,
            41.666667,
            36.111111,
            30.555556,
            41.666667
        ],
        [
            13.972196,
            31.674178,
            2.166112,
            2.170048,
            2.911291,
            1.636892
        ],
        [
            3240419,
            3240419,
            49982,
            4748251,
            4748251,
            4197428
        ],
        [
            -57751,
            -23166,
            -57751,
            -2826810,
            -2069934,
            -2826810
        ],
        [
            89,
            88,
            89,
            89,
            88,
            89
        ],
        [
            177,
            202,
            159,
            177,
            202,
            159
        ],
        [
            39,
            39,
            40,
            39,
            39,
            40
        ],
        [
            6436,
            3201,
            3235,
            6436,
            3201,
            3235
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -66801,
            531371,
            -277283,
            -80499,
            45973,
            -38364
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6640,
    "evaluation_days": 2213.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568073600000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758955372102,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 242,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 13,
            "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)