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Trade: CHZ/USDT/720/BBL/VWMA/4709

Strategy
CHZ/USDT/720/BBL/VWMA/4709
Pair
CHZ_USDT
Interval
12h
Score
616702
Daily Profit
0.371587
Profit Factor
3.394414
Profitability
60.000000
Streak
125.755856
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-28 09:08
Expiration Time
2025-11-29 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 822428.969 821578.7274 850.2416 155756.0766 -24340.0333 180096.1099
Total P&L (%) 822.429 821.5787 0.8502 155.7561 -24.34 180.0961
Avg Daily Profit (%) 0.372 0.3716 0.0004 0.0425 -0.0126 0.0466
Buy And Hold Return (%) 137.392 137.392 137.392 137.392 137.392 137.392
Max Trade Drawdown -181173 -145579 -88447 -2139342 -2066103 -346868
Profit Factor 2.5934 3.3944 1.0049 1.0369 0.9925 1.1874
Total Trades 61 30 31 61 30 31
Winning Trades 37 18 19 37 18 19
Losing Trades 24 12 12 24 12 12
Profitability (%) 60.6557 60 61.2903 60.6557 60 61.2903
Ratio Avg Win / Avg Loss 1.6822 2.2629 0.6347 0.6726 0.6617 0.7499
Largest Winning Trade 615570 615570 26936 1405357 1405357 440049
Largest Losing Trade -54186 -54186 -51567 -1037481 -1037481 -338459
Avg Bars in Trades 68 122 16 68 122 16
Avg Bars in Winners 40 65 16 40 65 16
Avg Bars in Losers 112 208 16 112 208 16
Bars Traded 4174 3667 507 4174 3667 507
Profit Streak 125.7559 125.7559 590.2559 125.7559 125.7559 590.2559
Trades During Streak 3 1 7 3 1 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149490 616702 -571757 -605209 -578962 -212711
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039705947,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 177,
            "offset": 0,
            "std": 2.12271
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 120,
            "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": [
        [
            822428.9690160899,
            821578.7273935081,
            850.2416225816,
            155756.0765531353,
            -24340.0333465843,
            180096.1098997192
        ],
        [
            822.428969,
            821.578727,
            0.850242,
            155.756077,
            -24.340033,
            180.09611
        ],
        [
            0.371971,
            0.371587,
            0.000385,
            0.042481,
            -0.012614,
            0.046594
        ],
        [
            137.392015,
            137.392015,
            137.392015,
            137.392015,
            137.392015,
            137.392015
        ],
        [
            -181173,
            -145579,
            -88447,
            -2139342,
            -2066103,
            -346868
        ],
        [
            2.593403,
            3.394414,
            1.004914,
            1.036919,
            0.992529,
            1.1874
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            24,
            12,
            12,
            24,
            12,
            12
        ],
        [
            60.655738,
            60,
            61.290323,
            60.655738,
            60,
            61.290323
        ],
        [
            1.682207,
            2.262943,
            0.634683,
            0.672596,
            0.661686,
            0.749937
        ],
        [
            615570,
            615570,
            26936,
            1405357,
            1405357,
            440049
        ],
        [
            -54186,
            -54186,
            -51567,
            -1037481,
            -1037481,
            -338459
        ],
        [
            68,
            122,
            16,
            68,
            122,
            16
        ],
        [
            40,
            65,
            16,
            40,
            65,
            16
        ],
        [
            112,
            208,
            16,
            112,
            208,
            16
        ],
        [
            4174,
            3667,
            507,
            4174,
            3667,
            507
        ],
        [
            125.755856,
            125.755856,
            590.255856,
            125.755856,
            125.755856,
            590.255856
        ],
        [
            3,
            1,
            7,
            3,
            1,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149490,
            616702,
            -571757,
            -605209,
            -578962,
            -212711
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039705947,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 177,
            "offset": 0,
            "std": 2.12271
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 120,
            "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)