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Trade: CHZ/USDT/480/VWMA/HL2/1188

Strategy
CHZ/USDT/480/VWMA/HL2/1188
Pair
CHZ_USDT
Interval
8h
Score
451608
Daily Profit
0.830662
Profit Factor
3.965612
Profitability
30.841121
Streak
0.000000
Best Strategy
Training Data Length
2219.330000
Evaluation Time
2025-10-03 11:50
Expiration Time
2025-12-08 15:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1843514.0957 1948374.1302 -104860.0346 -26060.6507 63644.5449 -89705.1956
Total P&L (%) 1843.5141 1948.3741 -104.86 -26.0607 63.6445 -89.7052
Avg Daily Profit (%) 0.8307 0.8779 -0.0472 -0.0136 0.0222 -0.1024
Buy And Hold Return (%) 296.2547 296.2547 296.2547 296.2547 296.2547 296.2547
Max Trade Drawdown -224980 -77249 -217497 -84570 -40910 -113548
Profit Factor 3.9656 8.1356 0.6992 0.9172 1.5018 0.5229
Total Trades 107 53 54 107 53 54
Winning Trades 33 17 16 33 17 16
Losing Trades 74 36 38 74 36 38
Profitability (%) 30.8411 32.0755 29.6296 30.8411 32.0755 29.6296
Ratio Avg Win / Avg Loss 8.8926 17.2283 1.6606 2.0568 3.1803 1.242
Largest Winning Trade 2030714 2030714 54561 105309 105309 27492
Largest Losing Trade -52456 -41150 -52456 -44185 -20653 -44185
Avg Bars in Trades 57 52 63 57 52 63
Avg Bars in Winners 138 126 150 138 126 150
Avg Bars in Losers 21 16 26 21 16 26
Bars Traded 6184 2760 3424 6184 2760 3424
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 451608 -165824 -767743 -585166 -513866 -768854
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6658,
    "evaluation_days": 2219.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575244800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759481447668,
    "expiration_time": 1765202112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 31,
            "offset": 231
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            1843514.0956787386,
            1948374.1302347896,
            -104860.0345560509,
            -26060.6506867912,
            63644.544908484,
            -89705.1955952752
        ],
        [
            1843.514096,
            1948.37413,
            -104.860035,
            -26.060651,
            63.644545,
            -89.705196
        ],
        [
            0.830662,
            0.877911,
            -0.047249,
            -0.013603,
            0.022195,
            -0.10239
        ],
        [
            296.254748,
            296.254748,
            296.254748,
            296.254748,
            296.254748,
            296.254748
        ],
        [
            -224980,
            -77249,
            -217497,
            -84570,
            -40910,
            -113548
        ],
        [
            3.965612,
            8.135607,
            0.69918,
            0.917231,
            1.501822,
            0.522929
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            74,
            36,
            38,
            74,
            36,
            38
        ],
        [
            30.841121,
            32.075472,
            29.62963,
            30.841121,
            32.075472,
            29.62963
        ],
        [
            8.892585,
            17.228345,
            1.660553,
            2.056821,
            3.180329,
            1.241957
        ],
        [
            2030714,
            2030714,
            54561,
            105309,
            105309,
            27492
        ],
        [
            -52456,
            -41150,
            -52456,
            -44185,
            -20653,
            -44185
        ],
        [
            57,
            52,
            63,
            57,
            52,
            63
        ],
        [
            138,
            126,
            150,
            138,
            126,
            150
        ],
        [
            21,
            16,
            26,
            21,
            16,
            26
        ],
        [
            6184,
            2760,
            3424,
            6184,
            2760,
            3424
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            451608,
            -165824,
            -767743,
            -585166,
            -513866,
            -768854
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6658,
    "evaluation_days": 2219.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575244800000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759481447668,
    "expiration_time": 1765202112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 31,
            "offset": 231
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)