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Trade: CHZ/USDT/720/HILO/SWMA/6382

Strategy
CHZ/USDT/720/HILO/SWMA/6382
Pair
CHZ_USDT
Interval
12h
Score
648276
Daily Profit
0.192070
Profit Factor
6.574237
Profitability
62.068966
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-26 02:34
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 -4939493.8875 -54204.5029 -4885289.3846 -499989.2872 6858866.0329 -7358855.3202
Total P&L (%) -4939.4939 -54.2045 -4885.2894 -499.9893 6858.866 -7358.8553
Avg Daily Profit (%) -2.2341 -0.0245 -2.2095 0 0.1921 0
Buy And Hold Return (%) 196.5799 196.5799 196.5799 196.5799 196.5799 196.5799
Max Trade Drawdown -5121442 -149347 -5014309 -7865156 -497165 -8665996
Profit Factor 0.0889 0.8265 0.0438 0.9551 6.5742 0.2574
Total Trades 57 29 28 57 29 28
Winning Trades 29 14 15 30 18 12
Losing Trades 28 15 13 27 11 16
Profitability (%) 50.8772 48.2759 53.5714 52.6316 62.069 42.8571
Ratio Avg Win / Avg Loss 0.0859 0.8856 0.038 0.8596 4.0176 0.3433
Largest Winning Trade 47361 47361 39317 2584546 2584546 1189273
Largest Losing Trade -4913469 -46343 -4913469 -7822953 -497165 -7822953
Avg Bars in Trades 73 82 65 73 82 65
Avg Bars in Winners 57 64 51 86 104 59
Avg Bars in Losers 90 98 81 59 44 70
Bars Traded 4217 2380 1837 4217 2380 1837
Profit Streak 25.982 27.482 0 0 0 32.482
Trades During Streak 1 1 0 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -759622 -580962 -601370 -759936 648276 -603614

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573905600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843246423,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 144,
            "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": [
        [
            -4939493.8875195235,
            -54204.5029119562,
            -4885289.384607566,
            -499989.2872387664,
            6858866.032920579,
            -7358855.320159347
        ],
        [
            -4939.493888,
            -54.204503,
            -4885.289385,
            -499.989287,
            6858.866033,
            -7358.85532
        ],
        [
            -2.234054,
            -0.024516,
            -2.209538,
            0,
            0.19207,
            0
        ],
        [
            196.579888,
            196.579888,
            196.579888,
            196.579888,
            196.579888,
            196.579888
        ],
        [
            -5121442,
            -149347,
            -5014309,
            -7865156,
            -497165,
            -8665996
        ],
        [
            0.088918,
            0.826517,
            0.04381,
            0.95512,
            6.574237,
            0.257446
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            29,
            14,
            15,
            30,
            18,
            12
        ],
        [
            28,
            15,
            13,
            27,
            11,
            16
        ],
        [
            50.877193,
            48.275862,
            53.571429,
            52.631579,
            62.068966,
            42.857143
        ],
        [
            0.085852,
            0.885554,
            0.037968,
            0.859608,
            4.017589,
            0.343262
        ],
        [
            47361,
            47361,
            39317,
            2584546,
            2584546,
            1189273
        ],
        [
            -4913469,
            -46343,
            -4913469,
            -7822953,
            -497165,
            -7822953
        ],
        [
            73,
            82,
            65,
            73,
            82,
            65
        ],
        [
            57,
            64,
            51,
            86,
            104,
            59
        ],
        [
            90,
            98,
            81,
            59,
            44,
            70
        ],
        [
            4217,
            2380,
            1837,
            4217,
            2380,
            1837
        ],
        [
            25.982019,
            27.482019,
            0,
            0,
            0,
            32.482019
        ],
        [
            1,
            1,
            0,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -759622,
            -580962,
            -601370,
            -759936,
            648276,
            -603614
        ]
    ]
}
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": 1573905600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843246423,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 144,
            "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)