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Trade: CHZ/USDT/720/PWMA/PSAR/8583

Strategy
CHZ/USDT/720/PWMA/PSAR/8583
Pair
CHZ_USDT
Interval
12h
Score
865354
Daily Profit
1.077673
Profit Factor
4.221070
Profitability
59.615385
Streak
19.191854
Best Strategy
Training Data Length
2223.500000
Evaluation Time
2025-10-07 07:36
Expiration Time
2025-12-12 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2396205.3209 2273611.9282 122593.3926 5304481.5111 7742722.7291 -2438241.218
Total P&L (%) 2396.2053 2273.6119 122.5934 5304.4815 7742.7227 -2438.2412
Avg Daily Profit (%) 1.0777 1.0225 0.0551 0.1796 0.1964 0
Buy And Hold Return (%) 303.3598 303.3598 303.3598 303.3598 303.3598 303.3598
Max Trade Drawdown -153265 -93027 -110071 -24237875 -12751113 -16434239
Profit Factor 4.2211 7.6869 1.3035 1.0601 1.1894 0.9486
Total Trades 156 78 78 156 78 78
Winning Trades 93 46 47 93 46 47
Losing Trades 63 32 31 63 32 31
Profitability (%) 59.6154 58.9744 60.2564 59.6154 58.9744 60.2564
Ratio Avg Win / Avg Loss 2.8594 5.3474 0.8598 0.7181 0.8274 0.6257
Largest Winning Trade 2083718 2083718 45965 11451864 11451864 5957487
Largest Losing Trade -39604 -39604 -37479 -7763597 -5553432 -7763597
Avg Bars in Trades 27 26 28 27 26 28
Avg Bars in Winners 32 32 32 32 32 32
Avg Bars in Losers 20 17 22 20 17 22
Bars Traded 4272 2051 2221 4272 2051 2221
Profit Streak 19.1919 19.1919 24.1919 19.1919 19.1919 24.1919
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 865354 -10292 -318660 -144862 -38006 -612806
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4447,
    "evaluation_days": 2223.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572350400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759811776169,
    "expiration_time": 1765558512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            2396205.3208737057,
            2273611.9282481163,
            122593.3926255912,
            5304481.511122648,
            7742722.729074767,
            -2438241.217952122
        ],
        [
            2396.205321,
            2273.611928,
            122.593393,
            5304.481511,
            7742.722729,
            -2438.241218
        ],
        [
            1.077673,
            1.022537,
            0.055135,
            0.1796,
            0.196377,
            0
        ],
        [
            303.35981,
            303.35981,
            303.35981,
            303.35981,
            303.35981,
            303.35981
        ],
        [
            -153265,
            -93027,
            -110071,
            -24237875,
            -12751113,
            -16434239
        ],
        [
            4.22107,
            7.686852,
            1.303521,
            1.060056,
            1.189419,
            0.948614
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            59.615385,
            58.974359,
            60.25641,
            59.615385,
            58.974359,
            60.25641
        ],
        [
            2.859435,
            5.347375,
            0.859769,
            0.718103,
            0.827422,
            0.625681
        ],
        [
            2083718,
            2083718,
            45965,
            11451864,
            11451864,
            5957487
        ],
        [
            -39604,
            -39604,
            -37479,
            -7763597,
            -5553432,
            -7763597
        ],
        [
            27,
            26,
            28,
            27,
            26,
            28
        ],
        [
            32,
            32,
            32,
            32,
            32,
            32
        ],
        [
            20,
            17,
            22,
            20,
            17,
            22
        ],
        [
            4272,
            2051,
            2221,
            4272,
            2051,
            2221
        ],
        [
            19.191854,
            19.191854,
            24.191854,
            19.191854,
            19.191854,
            24.191854
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            865354,
            -10292,
            -318660,
            -144862,
            -38006,
            -612806
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4447,
    "evaluation_days": 2223.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572350400000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759811776169,
    "expiration_time": 1765558512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)