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Trade: CHZ/USDT/720/VWMA/HILO/4634

Strategy
CHZ/USDT/720/VWMA/HILO/4634
Pair
CHZ_USDT
Interval
12h
Score
744415
Daily Profit
0.930972
Profit Factor
3.826021
Profitability
51.428571
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 2058378.1713 2042615.1355 15763.0358 288368.8978 1506395.6075 -1218026.7097
Total P&L (%) 2058.3782 2042.6151 15.763 288.3689 1506.3956 -1218.0267
Avg Daily Profit (%) 0.931 0.9238 0.0071 0.0614 0.1257 0
Buy And Hold Return (%) 137.392 137.392 137.392 137.392 137.392 137.392
Max Trade Drawdown -142521 -102952 -160423 -2790143 -1169101 -1647442
Profit Factor 3.826 8.5036 1.0346 1.0405 1.6199 0.7399
Total Trades 105 52 53 105 52 53
Winning Trades 54 28 26 54 28 26
Losing Trades 51 24 27 51 24 27
Profitability (%) 51.4286 53.8462 49.0566 51.4286 53.8462 49.0566
Ratio Avg Win / Avg Loss 3.6135 7.2888 1.0743 0.9827 1.3885 0.7683
Largest Winning Trade 1950260 1950260 56132 1315034 1315034 543451
Largest Losing Trade -73712 -33229 -73712 -1419491 -310866 -1419491
Avg Bars in Trades 40 29 50 40 29 50
Avg Bars in Winners 54 36 73 54 36 73
Avg Bars in Losers 25 21 29 25 21 29
Bars Traded 4238 1552 2686 4238 1552 2686
Profit Streak 0 34.4821 0 0 34.4821 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 744415 -156484 -712015 -294320 -201174 -761200

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843249787,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            2058378.1713290801,
            2042615.1354829017,
            15763.0358461784,
            288368.8977797001,
            1506395.6075248565,
            -1218026.7097451568
        ],
        [
            2058.378171,
            2042.615135,
            15.763036,
            288.368898,
            1506.395608,
            -1218.02671
        ],
        [
            0.930972,
            0.923842,
            0.007129,
            0.061384,
            0.125659,
            0
        ],
        [
            137.392015,
            137.392015,
            137.392015,
            137.392015,
            137.392015,
            137.392015
        ],
        [
            -142521,
            -102952,
            -160423,
            -2790143,
            -1169101,
            -1647442
        ],
        [
            3.826021,
            8.503588,
            1.034557,
            1.040545,
            1.619916,
            0.739863
        ],
        [
            105,
            52,
            53,
            105,
            52,
            53
        ],
        [
            54,
            28,
            26,
            54,
            28,
            26
        ],
        [
            51,
            24,
            27,
            51,
            24,
            27
        ],
        [
            51.428571,
            53.846154,
            49.056604,
            51.428571,
            53.846154,
            49.056604
        ],
        [
            3.613464,
            7.288789,
            1.074348,
            0.982737,
            1.3885,
            0.768319
        ],
        [
            1950260,
            1950260,
            56132,
            1315034,
            1315034,
            543451
        ],
        [
            -73712,
            -33229,
            -73712,
            -1419491,
            -310866,
            -1419491
        ],
        [
            40,
            29,
            50,
            40,
            29,
            50
        ],
        [
            54,
            36,
            73,
            54,
            36,
            73
        ],
        [
            25,
            21,
            29,
            25,
            21,
            29
        ],
        [
            4238,
            1552,
            2686,
            4238,
            1552,
            2686
        ],
        [
            0,
            34.482058,
            0,
            0,
            34.482058,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            744415,
            -156484,
            -712015,
            -294320,
            -201174,
            -761200
        ]
    ]
}
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": 1572868800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843249787,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)