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Trade: CHZ/USDT/480/SWMA/ZLMA/7580

Strategy
CHZ/USDT/480/SWMA/ZLMA/7580
Pair
CHZ_USDT
Interval
8h
Score
689355
Daily Profit
1.217502
Profit Factor
8.616688
Profitability
41.176471
Streak
32.478835
Best Strategy
Training Data Length
2212.670000
Evaluation Time
2025-09-26 14:29
Expiration Time
2025-12-01 19:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2557486.1325 2693929.1135 -136442.981 -74539.8296 153458.187 -227998.0166
Total P&L (%) 2557.4861 2693.9291 -136.443 -74.5398 153.4582 -227.998
Avg Daily Profit (%) 1.1558 1.2175 -0.0617 -0.0618 0.042 0
Buy And Hold Return (%) 187.9933 187.9933 187.9933 187.9933 187.9933 187.9933
Max Trade Drawdown -294482 -169380 -212918 -440897 -268067 -196998
Profit Factor 4.5025 8.6167 0.6376 0.8806 1.4677 0.2303
Total Trades 68 34 34 68 34 34
Winning Trades 27 14 13 27 14 13
Losing Trades 41 20 21 41 20 21
Profitability (%) 39.7059 41.1765 38.2353 39.7059 41.1765 38.2353
Ratio Avg Win / Avg Loss 6.8372 12.3096 1.03 1.3372 2.0967 0.3721
Largest Winning Trade 2785747 2785747 48872 434561 434561 27122
Largest Losing Trade -59503 -55574 -59503 -175762 -175762 -143247
Avg Bars in Trades 92 78 105 92 78 105
Avg Bars in Winners 136 119 154 136 119 154
Avg Bars in Losers 63 49 75 63 49 75
Bars Traded 6267 2670 3597 6267 2670 3597
Profit Streak 32.4788 32.4788 323.4788 32.4788 32.4788 323.4788
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -95879 689355 -582358 -695895 -303217 -584025

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6638,
    "evaluation_days": 2212.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573401600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758886171365,
    "expiration_time": 1764608832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 198,
            "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": [
        [
            2557486.1324691833,
            2693929.113512951,
            -136442.9810437675,
            -74539.8296016641,
            153458.1870238635,
            -227998.0166255275
        ],
        [
            2557.486132,
            2693.929114,
            -136.442981,
            -74.53983,
            153.458187,
            -227.998017
        ],
        [
            1.155837,
            1.217502,
            -0.061664,
            -0.061809,
            0.042041,
            0
        ],
        [
            187.993346,
            187.993346,
            187.993346,
            187.993346,
            187.993346,
            187.993346
        ],
        [
            -294482,
            -169380,
            -212918,
            -440897,
            -268067,
            -196998
        ],
        [
            4.502531,
            8.616688,
            0.637596,
            0.880611,
            1.467701,
            0.230336
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            27,
            14,
            13,
            27,
            14,
            13
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            39.705882,
            41.176471,
            38.235294,
            39.705882,
            41.176471,
            38.235294
        ],
        [
            6.837177,
            12.309555,
            1.029963,
            1.337224,
            2.096716,
            0.372082
        ],
        [
            2785747,
            2785747,
            48872,
            434561,
            434561,
            27122
        ],
        [
            -59503,
            -55574,
            -59503,
            -175762,
            -175762,
            -143247
        ],
        [
            92,
            78,
            105,
            92,
            78,
            105
        ],
        [
            136,
            119,
            154,
            136,
            119,
            154
        ],
        [
            63,
            49,
            75,
            63,
            49,
            75
        ],
        [
            6267,
            2670,
            3597,
            6267,
            2670,
            3597
        ],
        [
            32.478835,
            32.478835,
            323.478835,
            32.478835,
            32.478835,
            323.478835
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -95879,
            689355,
            -582358,
            -695895,
            -303217,
            -584025
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6638,
    "evaluation_days": 2212.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573401600000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758886171365,
    "expiration_time": 1764608832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 198,
            "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)