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Trade: CHZ/USDT/480/SWMA/HWMA/4711

Strategy
CHZ/USDT/480/SWMA/HWMA/4711
Pair
CHZ_USDT
Interval
8h
Score
655320
Daily Profit
0.920732
Profit Factor
4.673169
Profitability
41.573034
Streak
0.000000
Best Strategy
Training Data Length
2212.330000
Evaluation Time
2025-09-26 10:37
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 2045262.1629 2036962.6895 8299.4733 494709.562 1570395.1523 -1075685.5903
Total P&L (%) 2045.2622 2036.9627 8.2995 494.7096 1570.3952 -1075.6856
Avg Daily Profit (%) 0.9245 0.9207 0.0038 0.0806 0.1274 0
Buy And Hold Return (%) 272.7908 272.7908 272.7908 272.7908 272.7908 272.7908
Max Trade Drawdown -153521 -103695 -109802 -2736824 -1636721 -1370424
Profit Factor 2.6703 4.6732 1.0124 1.0492 1.3394 0.8019
Total Trades 357 178 179 357 178 179
Winning Trades 150 74 76 150 74 76
Losing Trades 207 104 103 207 104 103
Profitability (%) 42.0168 41.573 42.4581 42.0168 41.573 42.4581
Ratio Avg Win / Avg Loss 3.685 6.5677 1.3721 1.4479 1.8825 1.0868
Largest Winning Trade 1932651 1932651 47830 2933859 2933859 472110
Largest Losing Trade -51754 -51754 -38013 -469031 -469031 -444889
Avg Bars in Trades 17 16 19 17 16 19
Avg Bars in Winners 30 28 32 30 28 32
Avg Bars in Losers 8 8 9 8 8 9
Bars Traded 6397 2963 3434 6397 2963 3434
Profit Streak 5.651 0 8.651 5.651 0 8.651
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 651997 655320 -562086 -260114 -24602 -580714

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": 1572336000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758872247319,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.61473,
            "nc": 0.34087
        }
    }
}
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": [
        [
            2045262.1628517173,
            2036962.6895049126,
            8299.4733468037,
            494709.5620095398,
            1570395.1523085805,
            -1075685.590299042
        ],
        [
            2045.262163,
            2036.96269,
            8.299473,
            494.709562,
            1570.395152,
            -1075.68559
        ],
        [
            0.924483,
            0.920732,
            0.003751,
            0.080622,
            0.127352,
            0
        ],
        [
            272.790833,
            272.790833,
            272.790833,
            272.790833,
            272.790833,
            272.790833
        ],
        [
            -153521,
            -103695,
            -109802,
            -2736824,
            -1636721,
            -1370424
        ],
        [
            2.670289,
            4.673169,
            1.012388,
            1.049193,
            1.339445,
            0.801907
        ],
        [
            357,
            178,
            179,
            357,
            178,
            179
        ],
        [
            150,
            74,
            76,
            150,
            74,
            76
        ],
        [
            207,
            104,
            103,
            207,
            104,
            103
        ],
        [
            42.016807,
            41.573034,
            42.458101,
            42.016807,
            41.573034,
            42.458101
        ],
        [
            3.684998,
            6.567697,
            1.372053,
            1.447886,
            1.882463,
            1.086795
        ],
        [
            1932651,
            1932651,
            47830,
            2933859,
            2933859,
            472110
        ],
        [
            -51754,
            -51754,
            -38013,
            -469031,
            -469031,
            -444889
        ],
        [
            17,
            16,
            19,
            17,
            16,
            19
        ],
        [
            30,
            28,
            32,
            30,
            28,
            32
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            6397,
            2963,
            3434,
            6397,
            2963,
            3434
        ],
        [
            5.651011,
            0,
            8.651011,
            5.651011,
            0,
            8.651011
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            651997,
            655320,
            -562086,
            -260114,
            -24602,
            -580714
        ]
    ]
}
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": 1572336000000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758872247319,
    "expiration_time": 1764579168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 161,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.61473,
            "nc": 0.34087
        }
    }
}

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)