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Trade: CHZ/USDT/480/WMA/HILO/2788

Strategy
CHZ/USDT/480/WMA/HILO/2788
Pair
CHZ_USDT
Interval
8h
Score
729366
Daily Profit
1.102433
Profit Factor
4.344701
Profitability
46.710526
Streak
0.000000
Best Strategy
Training Data Length
2211.670000
Evaluation Time
2025-09-25 20:55
Expiration Time
2025-11-30 18:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2438216.9782 2284560.0634 153656.9149 11141321.6201 12154437.6383 -1013116.0182
Total P&L (%) 2438.217 2284.5601 153.6569 11141.3216 12154.4376 -1013.116
Avg Daily Profit (%) 1.1024 1.033 0.0695 0.2137 0.2177 0
Buy And Hold Return (%) 309.9581 309.9581 309.9581 309.9581 309.9581 309.9581
Max Trade Drawdown -145467 -99247 -104540 -59475378 -35868628 -32511478
Profit Factor 4.3447 8.3927 1.3659 1.0705 1.186 0.9891
Total Trades 152 76 76 152 76 76
Winning Trades 71 33 38 71 33 38
Losing Trades 81 43 38 81 43 38
Profitability (%) 46.7105 43.4211 50 46.7105 43.4211 50
Ratio Avg Win / Avg Loss 4.9566 10.936 1.3659 1.2213 1.5454 0.9891
Largest Winning Trade 2052533 2052533 47052 28796962 28796962 11573207
Largest Losing Trade -32916 -28023 -32916 -12871112 -9165472 -12871112
Avg Bars in Trades 42 35 48 42 35 48
Avg Bars in Winners 59 55 62 59 55 62
Avg Bars in Losers 27 19 35 27 19 35
Bars Traded 6400 2679 3721 6400 2679 3721
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 729366 -30120 -314921 -135263 -58649 -630236

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6635,
    "evaluation_days": 2211.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571644800000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758822928602,
    "expiration_time": 1764519840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            2438216.9782447014,
            2284560.063368773,
            153656.9148759281,
            11141321.620059315,
            12154437.638301743,
            -1013116.018242453
        ],
        [
            2438.216978,
            2284.560063,
            153.656915,
            11141.32162,
            12154.437638,
            -1013.116018
        ],
        [
            1.102433,
            1.032957,
            0.069476,
            0.21374,
            0.21765,
            0
        ],
        [
            309.958071,
            309.958071,
            309.958071,
            309.958071,
            309.958071,
            309.958071
        ],
        [
            -145467,
            -99247,
            -104540,
            -59475378,
            -35868628,
            -32511478
        ],
        [
            4.344701,
            8.392726,
            1.365893,
            1.070538,
            1.185995,
            0.989059
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            71,
            33,
            38,
            71,
            33,
            38
        ],
        [
            81,
            43,
            38,
            81,
            43,
            38
        ],
        [
            46.710526,
            43.421053,
            50,
            46.710526,
            43.421053,
            50
        ],
        [
            4.956631,
            10.935976,
            1.365893,
            1.221318,
            1.545387,
            0.989059
        ],
        [
            2052533,
            2052533,
            47052,
            28796962,
            28796962,
            11573207
        ],
        [
            -32916,
            -28023,
            -32916,
            -12871112,
            -9165472,
            -12871112
        ],
        [
            42,
            35,
            48,
            42,
            35,
            48
        ],
        [
            59,
            55,
            62,
            59,
            55,
            62
        ],
        [
            27,
            19,
            35,
            27,
            19,
            35
        ],
        [
            6400,
            2679,
            3721,
            6400,
            2679,
            3721
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            729366,
            -30120,
            -314921,
            -135263,
            -58649,
            -630236
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6635,
    "evaluation_days": 2211.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571644800000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758822928602,
    "expiration_time": 1764519840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 137,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)