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Trade: CHZ/USDT/480/VWMA/KCB/7294

Strategy
CHZ/USDT/480/VWMA/KCB/7294
Pair
CHZ_USDT
Interval
8h
Score
449827
Daily Profit
0.616432
Profit Factor
2.355292
Profitability
45.945946
Streak
22.669107
Best Strategy
Training Data Length
2217.000000
Evaluation Time
2025-10-01 03:03
Expiration Time
2025-12-06 06:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1366629.8116 1228040.7877 138589.0239 18660850.0658 13055227.7681 5605622.2977
Total P&L (%) 1366.6298 1228.0408 138.589 18660.8501 13055.2278 5605.6223
Avg Daily Profit (%) 0.6164 0.5539 0.0625 0.2364 0.2203 0.1826
Buy And Hold Return (%) 539.7841 539.7841 539.7841 539.7841 539.7841 539.7841
Max Trade Drawdown -128698 -43064 -109653 -11722721 -7470183 -12297426
Profit Factor 2.3553 3.8863 1.2378 1.2099 1.3191 1.1168
Total Trades 185 93 92 185 93 92
Winning Trades 85 41 44 85 41 44
Losing Trades 100 52 48 100 52 48
Profitability (%) 45.9459 44.086 47.8261 45.9459 44.086 47.8261
Ratio Avg Win / Avg Loss 2.7709 4.9289 1.3503 1.4234 1.6731 1.2183
Largest Winning Trade 439283 439283 58673 6680557 6680557 5842171
Largest Losing Trade -62670 -35077 -62670 -4034555 -3555748 -4034555
Avg Bars in Trades 35 27 43 35 27 43
Avg Bars in Winners 49 37 60 49 37 60
Avg Bars in Losers 23 18 27 23 18 27
Bars Traded 6529 2516 4013 6529 2516 4013
Profit Streak 22.6691 43.6691 0 22.6691 43.6691 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 449827 403600 -276685 281575 278960 -85315
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6651,
    "evaluation_days": 2217,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568995200000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759277010887,
    "expiration_time": 1764994464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 26,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            1366629.8116294083,
            1228040.7877031628,
            138589.0239262455,
            18660850.065834355,
            13055227.768092958,
            5605622.297741387
        ],
        [
            1366.629812,
            1228.040788,
            138.589024,
            18660.850066,
            13055.227768,
            5605.622298
        ],
        [
            0.616432,
            0.55392,
            0.062512,
            0.23638,
            0.220333,
            0.182577
        ],
        [
            539.784093,
            539.784093,
            539.784093,
            539.784093,
            539.784093,
            539.784093
        ],
        [
            -128698,
            -43064,
            -109653,
            -11722721,
            -7470183,
            -12297426
        ],
        [
            2.355292,
            3.886253,
            1.237763,
            1.209906,
            1.319149,
            1.116797
        ],
        [
            185,
            93,
            92,
            185,
            93,
            92
        ],
        [
            85,
            41,
            44,
            85,
            41,
            44
        ],
        [
            100,
            52,
            48,
            100,
            52,
            48
        ],
        [
            45.945946,
            44.086022,
            47.826087,
            45.945946,
            44.086022,
            47.826087
        ],
        [
            2.770931,
            4.928906,
            1.350287,
            1.423419,
            1.673067,
            1.218324
        ],
        [
            439283,
            439283,
            58673,
            6680557,
            6680557,
            5842171
        ],
        [
            -62670,
            -35077,
            -62670,
            -4034555,
            -3555748,
            -4034555
        ],
        [
            35,
            27,
            43,
            35,
            27,
            43
        ],
        [
            49,
            37,
            60,
            49,
            37,
            60
        ],
        [
            23,
            18,
            27,
            23,
            18,
            27
        ],
        [
            6529,
            2516,
            4013,
            6529,
            2516,
            4013
        ],
        [
            22.669107,
            43.669107,
            0,
            22.669107,
            43.669107,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            449827,
            403600,
            -276685,
            281575,
            278960,
            -85315
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6651,
    "evaluation_days": 2217,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568995200000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759277010887,
    "expiration_time": 1764994464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 26,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)