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Trade: CHZ/USDT/720/T3/HWMA/9833

Strategy
CHZ/USDT/720/T3/HWMA/9833
Pair
CHZ_USDT
Interval
12h
Score
513246
Daily Profit
1.320547
Profit Factor
3.742154
Profitability
31.836735
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 2919729.01 2838751.352 80977.6581 7108802.3449 6604245.5344 504556.8105
Total P&L (%) 2919.729 2838.7514 80.9777 7108.8023 6604.2455 504.5568
Avg Daily Profit (%) 1.3205 1.2839 0.0366 0.1937 0.1904 0.0814
Buy And Hold Return (%) 494.4168 494.4168 494.4168 494.4168 494.4168 494.4168
Max Trade Drawdown -106107 -79241 -124745 -11208655 -9519352 -8133480
Profit Factor 3.7422 6.4654 1.1485 1.0982 1.1808 1.0141
Total Trades 245 123 122 245 123 122
Winning Trades 78 39 39 78 39 39
Losing Trades 167 84 83 167 84 83
Profitability (%) 31.8367 31.7073 31.9672 31.8367 31.7073 31.9672
Ratio Avg Win / Avg Loss 8.012 13.9254 2.4442 2.3512 2.5432 2.1581
Largest Winning Trade 2503920 2503920 48287 7223180 7223180 2966412
Largest Losing Trade -25926 -20119 -25926 -3621544 -2081700 -3621544
Avg Bars in Trades 17 18 17 17 18 17
Avg Bars in Winners 36 37 36 36 37 36
Avg Bars in Losers 8 9 8 8 9 8
Bars Traded 4360 2220 2140 4360 2220 2140
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 513246 511624 -372796 -108948 -19673 -454146

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568635200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843253019,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 22,
            "offset": 0,
            "a": 0.74275
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.51733,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            2919729.0100472705,
            2838751.35195322,
            80977.6580940491,
            7108802.344922496,
            6604245.53442544,
            504556.8104970523
        ],
        [
            2919.72901,
            2838.751352,
            80.977658,
            7108.802345,
            6604.245534,
            504.55681
        ],
        [
            1.320547,
            1.283922,
            0.036625,
            0.193669,
            0.190381,
            0.081414
        ],
        [
            494.416837,
            494.416837,
            494.416837,
            494.416837,
            494.416837,
            494.416837
        ],
        [
            -106107,
            -79241,
            -124745,
            -11208655,
            -9519352,
            -8133480
        ],
        [
            3.742154,
            6.465365,
            1.148487,
            1.098171,
            1.180773,
            1.014063
        ],
        [
            245,
            123,
            122,
            245,
            123,
            122
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            31.836735,
            31.707317,
            31.967213,
            31.836735,
            31.707317,
            31.967213
        ],
        [
            8.012047,
            13.925402,
            2.444217,
            2.351213,
            2.543203,
            2.158134
        ],
        [
            2503920,
            2503920,
            48287,
            7223180,
            7223180,
            2966412
        ],
        [
            -25926,
            -20119,
            -25926,
            -3621544,
            -2081700,
            -3621544
        ],
        [
            17,
            18,
            17,
            17,
            18,
            17
        ],
        [
            36,
            37,
            36,
            36,
            37,
            36
        ],
        [
            8,
            9,
            8,
            8,
            9,
            8
        ],
        [
            4360,
            2220,
            2140,
            4360,
            2220,
            2140
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            513246,
            511624,
            -372796,
            -108948,
            -19673,
            -454146
        ]
    ]
}
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": 1568635200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843253019,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 22,
            "offset": 0,
            "a": 0.74275
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.51733,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)