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Trade: CHZ/USDT/720/PWMA/HMA/8282

Strategy
CHZ/USDT/720/PWMA/HMA/8282
Pair
CHZ_USDT
Interval
12h
Score
754730
Daily Profit
1.206483
Profit Factor
19.585420
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-26 16:18
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 2921062.0768 2667533.963 253528.1138 101572593.4004 52322427.5478 49250165.8525
Total P&L (%) 2921.0621 2667.534 253.5281 101572.5934 52322.4275 49250.1659
Avg Daily Profit (%) 1.3212 1.2065 0.1147 0.3137 0.2836 0.2809
Buy And Hold Return (%) 198.3203 198.3203 198.3203 198.3203 198.3203 198.3203
Max Trade Drawdown -95898 -51564 -73191 -107565225 -57969143 -81099059
Profit Factor 9.7225 19.5854 2.3249 1.3485 1.4159 1.2974
Total Trades 73 36 37 73 36 37
Winning Trades 36 17 19 36 17 19
Losing Trades 37 19 18 37 19 18
Profitability (%) 49.3151 47.2222 51.3514 49.3151 47.2222 51.3514
Ratio Avg Win / Avg Loss 9.9926 21.8896 2.2025 1.386 1.5825 1.2291
Largest Winning Trade 2372162 2372162 53005 51647412 51647412 40911168
Largest Losing Trade -31413 -31413 -27135 -37009992 -37009992 -28450575
Avg Bars in Trades 58 51 64 58 51 64
Avg Bars in Winners 91 80 101 91 80 101
Avg Bars in Losers 25 26 24 25 26 24
Bars Traded 4241 1871 2370 4241 1871 2370
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 -54397 754730 -114480 -67154 344635 323182

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573560000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892679866,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 126,
            "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": [
        [
            2921062.076784584,
            2667533.962981109,
            253528.1138034753,
            101572593.40036766,
            52322427.54784359,
            49250165.85252396
        ],
        [
            2921.062077,
            2667.533963,
            253.528114,
            101572.5934,
            52322.427548,
            49250.165853
        ],
        [
            1.32115,
            1.206483,
            0.114667,
            0.313668,
            0.283618,
            0.280879
        ],
        [
            198.320252,
            198.320252,
            198.320252,
            198.320252,
            198.320252,
            198.320252
        ],
        [
            -95898,
            -51564,
            -73191,
            -107565225,
            -57969143,
            -81099059
        ],
        [
            9.722489,
            19.58542,
            2.324873,
            1.348521,
            1.415886,
            1.297352
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            49.315068,
            47.222222,
            51.351351,
            49.315068,
            47.222222,
            51.351351
        ],
        [
            9.992558,
            21.889587,
            2.202512,
            1.38598,
            1.58246,
            1.229071
        ],
        [
            2372162,
            2372162,
            53005,
            51647412,
            51647412,
            40911168
        ],
        [
            -31413,
            -31413,
            -27135,
            -37009992,
            -37009992,
            -28450575
        ],
        [
            58,
            51,
            64,
            58,
            51,
            64
        ],
        [
            91,
            80,
            101,
            91,
            80,
            101
        ],
        [
            25,
            26,
            24,
            25,
            26,
            24
        ],
        [
            4241,
            1871,
            2370,
            4241,
            1871,
            2370
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -54397,
            754730,
            -114480,
            -67154,
            344635,
            323182
        ]
    ]
}
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": 1573560000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892679866,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 126,
            "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)