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Trade: CHZ/USDT/480/T3/VWMA/7120

Strategy
CHZ/USDT/480/T3/VWMA/7120
Pair
CHZ_USDT
Interval
8h
Score
536213
Daily Profit
0.833060
Profit Factor
6.061207
Profitability
41.025641
Streak
0.000000
Best Strategy
Training Data Length
2218.000000
Evaluation Time
2025-10-02 02:26
Expiration Time
2025-12-07 06:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1837260.5209 1847727.8015 -10467.2806 308374.2818 1238675.2251 -930300.9434
Total P&L (%) 1837.2605 1847.7278 -10.4673 308.3743 1238.6752 -930.3009
Avg Daily Profit (%) 0.8283 0.8331 -0.0047 0.0635 0.117 0
Buy And Hold Return (%) 678.9474 678.9474 678.9474 678.9474 678.9474 678.9474
Max Trade Drawdown -129847 -105477 -92364 -3582214 -2730337 -1508758
Profit Factor 4.0724 6.0612 0.9551 1.0331 1.2036 0.7112
Total Trades 78 39 39 78 39 39
Winning Trades 32 16 16 32 16 16
Losing Trades 46 23 23 46 23 23
Profitability (%) 41.0256 41.0256 41.0256 41.0256 41.0256 41.0256
Ratio Avg Win / Avg Loss 5.854 8.713 1.3729 1.4851 1.7301 1.0224
Largest Winning Trade 1752543 1752543 42061 3775177 3775177 433961
Largest Losing Trade -49571 -49571 -32965 -1627751 -1627751 -1222030
Avg Bars in Trades 81 110 51 81 110 51
Avg Bars in Winners 110 147 72 110 147 72
Avg Bars in Losers 60 84 36 60 84 36
Bars Traded 6326 4319 2007 6326 4319 2007
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 -25334 536213 -582580 -500323 -47269 -582580
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6654,
    "evaluation_days": 2218,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571126400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759361183925,
    "expiration_time": 1765083456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 93,
            "offset": 0,
            "a": 0.60906
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 119,
            "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": [
        [
            1837260.5209254953,
            1847727.801547413,
            -10467.2806219183,
            308374.281753222,
            1238675.2251325275,
            -930300.9433793048
        ],
        [
            1837.260521,
            1847.727802,
            -10.467281,
            308.374282,
            1238.675225,
            -930.300943
        ],
        [
            0.828341,
            0.83306,
            -0.004719,
            0.063456,
            0.117033,
            0
        ],
        [
            678.947368,
            678.947368,
            678.947368,
            678.947368,
            678.947368,
            678.947368
        ],
        [
            -129847,
            -105477,
            -92364,
            -3582214,
            -2730337,
            -1508758
        ],
        [
            4.072369,
            6.061207,
            0.95506,
            1.033134,
            1.20355,
            0.71122
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            41.025641,
            41.025641,
            41.025641,
            41.025641,
            41.025641,
            41.025641
        ],
        [
            5.85403,
            8.712986,
            1.372899,
            1.48513,
            1.730104,
            1.022379
        ],
        [
            1752543,
            1752543,
            42061,
            3775177,
            3775177,
            433961
        ],
        [
            -49571,
            -49571,
            -32965,
            -1627751,
            -1627751,
            -1222030
        ],
        [
            81,
            110,
            51,
            81,
            110,
            51
        ],
        [
            110,
            147,
            72,
            110,
            147,
            72
        ],
        [
            60,
            84,
            36,
            60,
            84,
            36
        ],
        [
            6326,
            4319,
            2007,
            6326,
            4319,
            2007
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -25334,
            536213,
            -582580,
            -500323,
            -47269,
            -582580
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6654,
    "evaluation_days": 2218,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571126400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759361183925,
    "expiration_time": 1765083456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 93,
            "offset": 0,
            "a": 0.60906
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 119,
            "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)