← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: CHZ/USDT/720/PWMA/SINWMA/4136

Strategy
CHZ/USDT/720/PWMA/SINWMA/4136
Pair
CHZ_USDT
Interval
12h
Score
852872
Daily Profit
0.945564
Profit Factor
4.578442
Profitability
59.405941
Streak
41.482078
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 2090641.3201 1951032.747 139608.5731 6766705.3533 6279982.2014 486723.1519
Total P&L (%) 2090.6413 1951.0327 139.6086 6766.7054 6279.9822 486.7232
Avg Daily Profit (%) 0.9456 0.8824 0.0631 0.1915 0.1881 0.0801
Buy And Hold Return (%) 187.6441 187.6441 187.6441 187.6441 187.6441 187.6441
Max Trade Drawdown -90301 -67246 -74770 -12383739 -6815353 -9433321
Profit Factor 4.5784 7.5015 1.4913 1.1436 1.2765 1.0199
Total Trades 101 50 51 101 50 51
Winning Trades 60 29 31 60 29 31
Losing Trades 41 21 20 41 21 20
Profitability (%) 59.4059 58 60.7843 59.4059 58 60.7843
Ratio Avg Win / Avg Loss 3.1286 5.4321 0.9621 0.7814 0.9243 0.658
Largest Winning Trade 1733165 1733165 50889 8356641 8356641 3838572
Largest Losing Trade -35701 -35701 -34452 -3450843 -3313166 -3450843
Avg Bars in Trades 41 45 38 41 45 38
Avg Bars in Winners 43 44 42 43 44 42
Avg Bars in Losers 39 47 31 39 47 31
Bars Traded 4240 2286 1954 4240 2286 1954
Profit Streak 41.4821 41.4821 70.4821 41.4821 41.4821 70.4821
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 852872 -156702 -452496 -53402 -172258 -467493

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573689600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843251591,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "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": [
        [
            2090641.320072682,
            1951032.7469756748,
            139608.5730970057,
            6766705.353277485,
            6279982.2013826305,
            486723.1518948578
        ],
        [
            2090.64132,
            1951.032747,
            139.608573,
            6766.705353,
            6279.982201,
            486.723152
        ],
        [
            0.945564,
            0.882421,
            0.063143,
            0.191466,
            0.188135,
            0.080058
        ],
        [
            187.644105,
            187.644105,
            187.644105,
            187.644105,
            187.644105,
            187.644105
        ],
        [
            -90301,
            -67246,
            -74770,
            -12383739,
            -6815353,
            -9433321
        ],
        [
            4.578442,
            7.501517,
            1.491332,
            1.143558,
            1.276459,
            1.019931
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            41,
            21,
            20,
            41,
            21,
            20
        ],
        [
            59.405941,
            58,
            60.784314,
            59.405941,
            58,
            60.784314
        ],
        [
            3.128602,
            5.432133,
            0.962149,
            0.781431,
            0.924333,
            0.65802
        ],
        [
            1733165,
            1733165,
            50889,
            8356641,
            8356641,
            3838572
        ],
        [
            -35701,
            -35701,
            -34452,
            -3450843,
            -3313166,
            -3450843
        ],
        [
            41,
            45,
            38,
            41,
            45,
            38
        ],
        [
            43,
            44,
            42,
            43,
            44,
            42
        ],
        [
            39,
            47,
            31,
            39,
            47,
            31
        ],
        [
            4240,
            2286,
            1954,
            4240,
            2286,
            1954
        ],
        [
            41.482078,
            41.482079,
            70.482078,
            41.482079,
            41.482079,
            70.482079
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            852872,
            -156702,
            -452496,
            -53402,
            -172258,
            -467493
        ]
    ]
}
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": 1573689600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843251591,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "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)