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Trade: CHZ/USDT/720/WMA/ALMA/5731

Strategy
CHZ/USDT/720/WMA/ALMA/5731
Pair
CHZ_USDT
Interval
12h
Score
691464
Daily Profit
1.594017
Profit Factor
12.970911
Profitability
41.935484
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-25 15:37
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 3448724.1228 3524371.3019 -75647.1791 -23149.4982 305201.9196 -328351.4178
Total P&L (%) 3448.7241 3524.3713 -75.6472 -23.1495 305.2019 -328.3514
Avg Daily Profit (%) 1.5598 1.594 -0.0342 -0.0119 0.0633 0
Buy And Hold Return (%) 429.1439 429.1439 429.1439 429.1439 429.1439 429.1439
Max Trade Drawdown -176495 -105798 -91651 -1042926 -493111 -581837
Profit Factor 6.6231 12.9709 0.7628 0.9862 1.369 0.6112
Total Trades 62 31 31 62 31 31
Winning Trades 26 13 13 26 13 13
Losing Trades 36 18 18 36 18 18
Profitability (%) 41.9355 41.9355 41.9355 41.9355 41.9355 41.9355
Ratio Avg Win / Avg Loss 9.1705 17.9597 1.0562 1.3654 1.8956 0.8462
Largest Winning Trade 3654601 3654601 42872 838573 838573 251229
Largest Losing Trade -63962 -44174 -63962 -324669 -200629 -324669
Avg Bars in Trades 65 59 72 65 59 72
Avg Bars in Winners 100 93 107 100 93 107
Avg Bars in Losers 40 34 46 40 34 46
Bars Traded 4084 1841 2243 4084 1841 2243
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 -139559 691464 -582287 -741025 -275738 -583954

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1577232000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803878834,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 16,
            "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": [
        [
            3448724.122816168,
            3524371.3019408784,
            -75647.1791247104,
            -23149.4981791026,
            305201.9196462569,
            -328351.4178253595
        ],
        [
            3448.724123,
            3524.371302,
            -75.647179,
            -23.149498,
            305.20192,
            -328.351418
        ],
        [
            1.559803,
            1.594017,
            -0.034214,
            -0.011908,
            0.063304,
            0
        ],
        [
            429.143898,
            429.143898,
            429.143898,
            429.143898,
            429.143898,
            429.143898
        ],
        [
            -176495,
            -105798,
            -91651,
            -1042926,
            -493111,
            -581837
        ],
        [
            6.623129,
            12.970911,
            0.762787,
            0.98615,
            1.369031,
            0.611171
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            36,
            18,
            18,
            36,
            18,
            18
        ],
        [
            41.935484,
            41.935484,
            41.935484,
            41.935484,
            41.935484,
            41.935484
        ],
        [
            9.170486,
            17.959723,
            1.056166,
            1.365439,
            1.895581,
            0.846237
        ],
        [
            3654601,
            3654601,
            42872,
            838573,
            838573,
            251229
        ],
        [
            -63962,
            -44174,
            -63962,
            -324669,
            -200629,
            -324669
        ],
        [
            65,
            59,
            72,
            65,
            59,
            72
        ],
        [
            100,
            93,
            107,
            100,
            93,
            107
        ],
        [
            40,
            34,
            46,
            40,
            34,
            46
        ],
        [
            4084,
            1841,
            2243,
            4084,
            1841,
            2243
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -139559,
            691464,
            -582287,
            -741025,
            -275738,
            -583954
        ]
    ]
}
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": 1577232000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803878834,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 16,
            "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)