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Trade: CHZ/USDT/720/HWMA/SUPERTREND/9325

Strategy
CHZ/USDT/720/HWMA/SUPERTREND/9325
Pair
CHZ_USDT
Interval
12h
Score
325877
Daily Profit
0.161049
Profit Factor
1.452355
Profitability
56.164384
Streak
0.000000
Best Strategy
Training Data Length
2224.500000
Evaluation Time
2025-10-08 15:52
Expiration Time
2025-12-13 19:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -260936.4188 322453.1926 -583389.6115 -204625.2145 3486144.6189 -3690769.8333
Total P&L (%) -260.9364 322.4532 -583.3896 -204.6252 3486.1446 -3690.7698
Avg Daily Profit (%) -0.1173 0.145 -0.2623 0 0.161 0
Buy And Hold Return (%) 568.2723 568.2723 568.2723 568.2723 568.2723 568.2723
Max Trade Drawdown -645660 -150570 -679484 -4297848 -1505005 -6294535
Profit Factor 0.8761 1.4441 0.5775 0.9899 1.4524 0.7053
Total Trades 291 146 145 291 146 145
Winning Trades 148 70 78 149 82 67
Losing Trades 143 76 67 142 64 78
Profitability (%) 50.8591 47.9452 53.7931 51.2027 56.1644 46.2069
Ratio Avg Win / Avg Loss 0.8465 1.5679 0.496 0.9434 1.1335 0.8211
Largest Winning Trade 137055 137055 49639 740392 740392 531813
Largest Losing Trade -513578 -36977 -513578 -3637837 -861131 -3637837
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 15 15 15 15 15 15
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 4425 2216 2209 4425 2216 2209
Profit Streak 18.0366 18.0366 25.5366 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577800 -163359 -579636 -578822 325877 -582145
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4449,
    "evaluation_days": 2224.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568376000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759927961267,
    "expiration_time": 1765647504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.5692
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 15,
            "offset": 0,
            "multiplier": 2.60619
        }
    }
}
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": [
        [
            -260936.4188395686,
            322453.1926112897,
            -583389.6114508586,
            -204625.2144566366,
            3486144.6188559686,
            -3690769.8333126116
        ],
        [
            -260.936419,
            322.453193,
            -583.389611,
            -204.625214,
            3486.144619,
            -3690.769833
        ],
        [
            -0.117301,
            0.144955,
            -0.262257,
            0,
            0.161049,
            0
        ],
        [
            568.272319,
            568.272319,
            568.272319,
            568.272319,
            568.272319,
            568.272319
        ],
        [
            -645660,
            -150570,
            -679484,
            -4297848,
            -1505005,
            -6294535
        ],
        [
            0.876146,
            1.444115,
            0.577483,
            0.989885,
            1.452355,
            0.705283
        ],
        [
            291,
            146,
            145,
            291,
            146,
            145
        ],
        [
            148,
            70,
            78,
            149,
            82,
            67
        ],
        [
            143,
            76,
            67,
            142,
            64,
            78
        ],
        [
            50.859107,
            47.945205,
            53.793103,
            51.202749,
            56.164384,
            46.206897
        ],
        [
            0.846546,
            1.567896,
            0.496043,
            0.94338,
            1.133546,
            0.821076
        ],
        [
            137055,
            137055,
            49639,
            740392,
            740392,
            531813
        ],
        [
            -513578,
            -36977,
            -513578,
            -3637837,
            -861131,
            -3637837
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            4425,
            2216,
            2209,
            4425,
            2216,
            2209
        ],
        [
            18.036589,
            18.036589,
            25.536589,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577800,
            -163359,
            -579636,
            -578822,
            325877,
            -582145
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4449,
    "evaluation_days": 2224.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568376000000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759927961267,
    "expiration_time": 1765647504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.5692
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 15,
            "offset": 0,
            "multiplier": 2.60619
        }
    }
}

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)