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Trade: CHZ/USDT/480/VWMA/ZLMA/6759

Strategy
CHZ/USDT/480/VWMA/ZLMA/6759
Pair
CHZ_USDT
Interval
8h
Score
791577
Daily Profit
0.905292
Profit Factor
16.316525
Profitability
54.054054
Streak
0.000000
Best Strategy
Training Data Length
2213.000000
Evaluation Time
2025-09-27 02:36
Expiration Time
2025-12-02 03:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2219894.0601 2003411.6749 216482.3852 56955138.2184 43983680.169 12971458.0494
Total P&L (%) 2219.8941 2003.4117 216.4824 56955.1382 43983.6802 12971.458
Avg Daily Profit (%) 1.0031 0.9053 0.0978 0.2872 0.2755 0.2204
Buy And Hold Return (%) 307.8647 307.8647 307.8647 307.8647 307.8647 307.8647
Max Trade Drawdown -103335 -78195 -61705 -95528945 -47929883 -59370886
Profit Factor 6.8144 16.3165 1.8625 1.286 1.5869 1.1044
Total Trades 73 37 36 73 37 36
Winning Trades 35 20 15 35 20 15
Losing Trades 38 17 21 38 17 21
Profitability (%) 47.9452 54.0541 41.6667 47.9452 54.0541 41.6667
Ratio Avg Win / Avg Loss 7.3985 13.869 2.6075 1.3962 1.3489 1.5462
Largest Winning Trade 1683361 1683361 54095 54986266 54986266 28484267
Largest Losing Trade -33273 -25655 -33273 -36485696 -14337576 -36485696
Avg Bars in Trades 88 75 102 88 75 102
Avg Bars in Winners 145 111 191 145 111 191
Avg Bars in Losers 36 33 39 36 33 39
Bars Traded 6495 2796 3699 6495 2796 3699
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 -55206 791577 -227861 -68295 397853 -99581
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6639,
    "evaluation_days": 2213,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571702400000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758929790452,
    "expiration_time": 1764638496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "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": [
        [
            2219894.060110835,
            2003411.6749358946,
            216482.3851749414,
            56955138.218431115,
            43983680.169049084,
            12971458.049382018
        ],
        [
            2219.89406,
            2003.411675,
            216.482385,
            56955.138218,
            43983.680169,
            12971.458049
        ],
        [
            1.003115,
            0.905292,
            0.097823,
            0.287199,
            0.275511,
            0.220442
        ],
        [
            307.864702,
            307.864702,
            307.864702,
            307.864702,
            307.864702,
            307.864702
        ],
        [
            -103335,
            -78195,
            -61705,
            -95528945,
            -47929883,
            -59370886
        ],
        [
            6.814363,
            16.316525,
            1.862499,
            1.285979,
            1.586936,
            1.104423
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            47.945205,
            54.054054,
            41.666667,
            47.945205,
            54.054054,
            41.666667
        ],
        [
            7.398451,
            13.869046,
            2.607499,
            1.396206,
            1.348896,
            1.546192
        ],
        [
            1683361,
            1683361,
            54095,
            54986266,
            54986266,
            28484267
        ],
        [
            -33273,
            -25655,
            -33273,
            -36485696,
            -14337576,
            -36485696
        ],
        [
            88,
            75,
            102,
            88,
            75,
            102
        ],
        [
            145,
            111,
            191,
            145,
            111,
            191
        ],
        [
            36,
            33,
            39,
            36,
            33,
            39
        ],
        [
            6495,
            2796,
            3699,
            6495,
            2796,
            3699
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -55206,
            791577,
            -227861,
            -68295,
            397853,
            -99581
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6639,
    "evaluation_days": 2213,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571702400000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758929790452,
    "expiration_time": 1764638496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 64,
            "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)