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Trade: CHZ/USDT/720/VWAP/ZLMA/4602

Strategy
CHZ/USDT/720/VWAP/ZLMA/4602
Pair
CHZ_USDT
Interval
12h
Score
326311
Daily Profit
0.464285
Profit Factor
2.220233
Profitability
41.000000
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 1026533.724 1231356.6398 -204822.9158 -94663.8598 404569.3634 -499233.2231
Total P&L (%) 1026.5337 1231.3566 -204.8229 -94.6639 404.5694 -499.2332
Avg Daily Profit (%) 0.4643 0.5569 -0.0926 -0.1325 0.0732 0
Buy And Hold Return (%) 256.7544 256.7544 256.7544 256.7544 256.7544 256.7544
Max Trade Drawdown -344803 -200507 -253011 -1194467 -768249 -509304
Profit Factor 2.2202 4.0697 0.5346 0.9349 1.4898 0.2052
Total Trades 100 50 50 100 50 50
Winning Trades 41 20 21 41 20 21
Losing Trades 59 30 29 59 30 29
Profitability (%) 41 40 42 41 40 42
Ratio Avg Win / Avg Loss 3.195 6.1046 0.7383 1.3453 2.2347 0.2834
Largest Winning Trade 1279132 1279132 41123 1112807 1112807 53182
Largest Losing Trade -73269 -55349 -73269 -619714 -619714 -180384
Avg Bars in Trades 42 40 44 42 40 44
Avg Bars in Winners 59 51 67 59 51 67
Avg Bars in Losers 29 32 27 29 32 27
Bars Traded 4210 2001 2209 4210 2001 2209
Profit Streak 0 0 11.982 0 0 11.982
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326311 -167257 -763320 -582345 -286472 -763320

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1575201600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843246938,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 92
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 174,
            "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": [
        [
            1026533.7239852247,
            1231356.639767041,
            -204822.9157818164,
            -94663.8597529518,
            404569.3633893812,
            -499233.2231423327
        ],
        [
            1026.533724,
            1231.35664,
            -204.822916,
            -94.66386,
            404.569363,
            -499.233223
        ],
        [
            0.464285,
            0.556923,
            -0.092638,
            -0.132462,
            0.073231,
            0
        ],
        [
            256.754386,
            256.754386,
            256.754386,
            256.754386,
            256.754386,
            256.754386
        ],
        [
            -344803,
            -200507,
            -253011,
            -1194467,
            -768249,
            -509304
        ],
        [
            2.220233,
            4.069721,
            0.534631,
            0.934902,
            1.489779,
            0.20524
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            41,
            40,
            42,
            41,
            40,
            42
        ],
        [
            3.19497,
            6.104581,
            0.7383,
            1.345347,
            2.234669,
            0.283426
        ],
        [
            1279132,
            1279132,
            41123,
            1112807,
            1112807,
            53182
        ],
        [
            -73269,
            -55349,
            -73269,
            -619714,
            -619714,
            -180384
        ],
        [
            42,
            40,
            44,
            42,
            40,
            44
        ],
        [
            59,
            51,
            67,
            59,
            51,
            67
        ],
        [
            29,
            32,
            27,
            29,
            32,
            27
        ],
        [
            4210,
            2001,
            2209,
            4210,
            2001,
            2209
        ],
        [
            0,
            0,
            11.982025,
            0,
            0,
            11.982025
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326311,
            -167257,
            -763320,
            -582345,
            -286472,
            -763320
        ]
    ]
}
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": 1575201600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843246938,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 92
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 174,
            "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)