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Trade: CHZ/USDT/480/WMA/HILO/6473

Strategy
CHZ/USDT/480/WMA/HILO/6473
Pair
CHZ_USDT
Interval
8h
Score
477102
Daily Profit
0.875657
Profit Factor
7.798717
Profitability
33.333333
Streak
0.000000
Best Strategy
Training Data Length
2213.330000
Evaluation Time
2025-09-27 09:42
Expiration Time
2025-12-02 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1851744.988 1938117.8506 -86372.8626 -46495.3628 360319.0342 -406814.397
Total P&L (%) 1851.745 1938.1179 -86.3729 -46.4954 360.319 -406.8144
Avg Daily Profit (%) 0.8366 0.8757 -0.039 -0.0283 0.069 0
Buy And Hold Return (%) 453.3981 453.3981 453.3981 453.3981 453.3981 453.3981
Max Trade Drawdown -169324 -108009 -93928 -620867 -240836 -412355
Profit Factor 4.2232 7.7987 0.7016 0.9544 1.8404 0.3103
Total Trades 59 30 29 59 30 29
Winning Trades 21 10 11 21 10 11
Losing Trades 38 20 18 38 20 18
Profitability (%) 35.5932 33.3333 37.931 35.5932 33.3333 37.931
Ratio Avg Win / Avg Loss 7.6419 15.5974 1.148 1.7269 3.6807 0.5078
Largest Winning Trade 2062801 2062801 46071 643191 643191 44552
Largest Losing Trade -51398 -51398 -49611 -226838 -132975 -226838
Avg Bars in Trades 104 91 118 104 91 118
Avg Bars in Winners 198 183 213 198 183 213
Avg Bars in Losers 52 45 59 52 45 59
Bars Traded 6160 2738 3422 6160 2738 3422
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 -167104 477102 -583859 -763380 -269615 -585526
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6640,
    "evaluation_days": 2213.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1577865600000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758955367562,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 241,
            "offset": 112
        }
    },
    "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": [
        [
            1851744.9880086484,
            1938117.850568783,
            -86372.8625601347,
            -46495.3627538524,
            360319.034234109,
            -406814.3969879613
        ],
        [
            1851.744988,
            1938.117851,
            -86.372863,
            -46.495363,
            360.319034,
            -406.814397
        ],
        [
            0.836633,
            0.875657,
            -0.039024,
            -0.028252,
            0.069004,
            0
        ],
        [
            453.398058,
            453.398058,
            453.398058,
            453.398058,
            453.398058,
            453.398058
        ],
        [
            -169324,
            -108009,
            -93928,
            -620867,
            -240836,
            -412355
        ],
        [
            4.223176,
            7.798717,
            0.701585,
            0.954356,
            1.840368,
            0.310346
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            21,
            10,
            11,
            21,
            10,
            11
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            35.59322,
            33.333333,
            37.931034,
            35.59322,
            33.333333,
            37.931034
        ],
        [
            7.641937,
            15.597434,
            1.148048,
            1.726929,
            3.680735,
            0.507839
        ],
        [
            2062801,
            2062801,
            46071,
            643191,
            643191,
            44552
        ],
        [
            -51398,
            -51398,
            -49611,
            -226838,
            -132975,
            -226838
        ],
        [
            104,
            91,
            118,
            104,
            91,
            118
        ],
        [
            198,
            183,
            213,
            198,
            183,
            213
        ],
        [
            52,
            45,
            59,
            52,
            45,
            59
        ],
        [
            6160,
            2738,
            3422,
            6160,
            2738,
            3422
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167104,
            477102,
            -583859,
            -763380,
            -269615,
            -585526
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6640,
    "evaluation_days": 2213.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1577865600000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758955367562,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 241,
            "offset": 112
        }
    },
    "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)