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Trade: CHZ/USDT/720/VWAP/MIDPOINT/8172

Strategy
CHZ/USDT/720/VWAP/MIDPOINT/8172
Pair
CHZ_USDT
Interval
12h
Score
446091
Daily Profit
0.288615
Profit Factor
1.899743
Profitability
48.571429
Streak
44.554106
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-26 16:17
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 -1403260.1454 239569.8384 -1642829.9838 -19607039.4798 58427516.3506 -78034555.8304
Total P&L (%) -1403.2601 239.5698 -1642.83 -19607.0395 58427.5164 -78034.5558
Avg Daily Profit (%) -0.6347 0.1084 -0.743 0 0.2886 0
Buy And Hold Return (%) 448.1871 448.1871 448.1871 448.1871 448.1871 448.1871
Max Trade Drawdown -1858108 -141586 -1823514 -148339626 -54260067 -94079559
Profit Factor 0.3287 2.2548 0.1351 0.89 1.8997 0.3109
Total Trades 70 35 35 70 35 35
Winning Trades 57 28 29 34 17 17
Losing Trades 13 7 6 36 18 18
Profitability (%) 81.4286 80 82.8571 48.5714 48.5714 48.5714
Ratio Avg Win / Avg Loss 0.075 0.5637 0.0279 0.9423 2.0115 0.3292
Largest Winning Trade 150354 150354 39671 62827945 62827945 18822458
Largest Losing Trade -1823514 -42976 -1823514 -39164146 -17122895 -39164146
Avg Bars in Trades 59 70 48 59 70 48
Avg Bars in Winners 23 32 15 91 115 67
Avg Bars in Losers 215 224 204 29 28 30
Bars Traded 4157 2469 1688 4157 2469 1688
Profit Streak 0 0 242.5541 43.5541 44.5541 0
Trades During Streak 0 0 5 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -675250 -208718 -575220 -679557 446091 -581343

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1577577600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892674764,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 68,
            "offset": 161
        }
    }
}
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": [
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            239569.8384473809,
            -1642829.9838149117,
            -19607039.479817968,
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            -78034555.83037288
        ],
        [
            -1403.260145,
            239.569838,
            -1642.829984,
            -19607.03948,
            58427.516351,
            -78034.55583
        ],
        [
            -0.634672,
            0.108354,
            -0.743026,
            0,
            0.288615,
            0
        ],
        [
            448.187087,
            448.187087,
            448.187087,
            448.187087,
            448.187087,
            448.187087
        ],
        [
            -1858108,
            -141586,
            -1823514,
            -148339626,
            -54260067,
            -94079559
        ],
        [
            0.328684,
            2.254754,
            0.135071,
            0.889959,
            1.899743,
            0.310897
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            57,
            28,
            29,
            34,
            17,
            17
        ],
        [
            13,
            7,
            6,
            36,
            18,
            18
        ],
        [
            81.428571,
            80,
            82.857143,
            48.571429,
            48.571429,
            48.571429
        ],
        [
            0.074963,
            0.563688,
            0.027946,
            0.942309,
            2.011492,
            0.329185
        ],
        [
            150354,
            150354,
            39671,
            62827945,
            62827945,
            18822458
        ],
        [
            -1823514,
            -42976,
            -1823514,
            -39164146,
            -17122895,
            -39164146
        ],
        [
            59,
            70,
            48,
            59,
            70,
            48
        ],
        [
            23,
            32,
            15,
            91,
            115,
            67
        ],
        [
            215,
            224,
            204,
            29,
            28,
            30
        ],
        [
            4157,
            2469,
            1688,
            4157,
            2469,
            1688
        ],
        [
            0,
            0,
            242.554106,
            43.554106,
            44.554106,
            0
        ],
        [
            0,
            0,
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        ],
        [
            0.8,
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            1.45,
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        ],
        [
            -675250,
            -208718,
            -575220,
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        ]
    ]
}
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": 1577577600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892674764,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 68,
            "offset": 161
        }
    }
}

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)