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Trade: CHZ/USDT/60/ALMA/SINWMA/5375

Strategy
CHZ/USDT/60/ALMA/SINWMA/5375
Pair
CHZ_USDT
Interval
1h
Score
327009
Daily Profit
0.157283
Profit Factor
1.368571
Profitability
47.008547
Streak
18.053121
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-28 06:16
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 163828.8309 73404.2328 90424.5981 79017.7567 49831.574 29186.1827
Total P&L (%) 163.8288 73.4042 90.4246 79.0178 49.8316 29.1862
Avg Daily Profit (%) 0.1573 0.0705 0.0868 0.0559 0.0388 0.0246
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128080 -68413 -75442 -230102 -157824 -132683
Profit Factor 1.3686 1.3346 1.4017 1.1096 1.1374 1.0815
Total Trades 117 58 59 117 58 59
Winning Trades 55 23 32 55 23 32
Losing Trades 62 35 27 62 35 27
Profitability (%) 47.0085 39.6552 54.2373 47.0085 39.6552 54.2373
Ratio Avg Win / Avg Loss 1.5428 2.0309 1.1826 1.2509 1.7309 0.9125
Largest Winning Trade 81925 81925 53324 107374 107374 45147
Largest Losing Trade -32416 -32416 -19456 -55476 -55476 -36636
Avg Bars in Trades 211 190 232 211 190 232
Avg Bars in Winners 290 267 307 290 267 307
Avg Bars in Losers 141 139 142 141 139 142
Bars Traded 24734 11042 13692 24734 11042 13692
Profit Streak 18.0531 23.0531 18.0531 18.0531 23.0531 18.0531
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 327009 -281247 -251918 -217947 -394429 -471307
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669593600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759029389628,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 222,
            "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": [
        [
            163828.8309410294,
            73404.2328181337,
            90424.5981228956,
            79017.7566825512,
            49831.5739898914,
            29186.1826926597
        ],
        [
            163.828831,
            73.404233,
            90.424598,
            79.017757,
            49.831574,
            29.186183
        ],
        [
            0.157283,
            0.070471,
            0.086812,
            0.05592,
            0.038826,
            0.024588
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128080,
            -68413,
            -75442,
            -230102,
            -157824,
            -132683
        ],
        [
            1.368571,
            1.334621,
            1.401652,
            1.109648,
            1.137439,
            1.081508
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            55,
            23,
            32,
            55,
            23,
            32
        ],
        [
            62,
            35,
            27,
            62,
            35,
            27
        ],
        [
            47.008547,
            39.655172,
            54.237288,
            47.008547,
            39.655172,
            54.237288
        ],
        [
            1.542753,
            2.030946,
            1.182644,
            1.250876,
            1.730886,
            0.912522
        ],
        [
            81925,
            81925,
            53324,
            107374,
            107374,
            45147
        ],
        [
            -32416,
            -32416,
            -19456,
            -55476,
            -55476,
            -36636
        ],
        [
            211,
            190,
            232,
            211,
            190,
            232
        ],
        [
            290,
            267,
            307,
            290,
            267,
            307
        ],
        [
            141,
            139,
            142,
            141,
            139,
            142
        ],
        [
            24734,
            11042,
            13692,
            24734,
            11042,
            13692
        ],
        [
            18.053121,
            23.053121,
            18.053121,
            18.053121,
            23.053121,
            18.053121
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            327009,
            -281247,
            -251918,
            -217947,
            -394429,
            -471307
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669593600000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759029389628,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 222,
            "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)