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Trade: CHZ/USDT/720/WMA/HWMA/5945

Strategy
CHZ/USDT/720/WMA/HWMA/5945
Pair
CHZ_USDT
Interval
12h
Score
552010
Daily Profit
0.889328
Profit Factor
6.764837
Profitability
33.333333
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 1984837.9985 1966304.5029 18533.4956 640137.4615 1197570.7791 -557433.3177
Total P&L (%) 1984.838 1966.3045 18.5335 640.1375 1197.5708 -557.4333
Avg Daily Profit (%) 0.8977 0.8893 0.0084 0.0906 0.116 0
Buy And Hold Return (%) 231.8645 231.8645 231.8645 231.8645 231.8645 231.8645
Max Trade Drawdown -110384 -67728 -95670 -1148860 -599658 -888694
Profit Factor 3.9524 6.7648 1.056 1.1254 1.4975 0.7934
Total Trades 84 42 42 84 42 42
Winning Trades 29 14 15 29 14 15
Losing Trades 55 28 27 55 28 27
Profitability (%) 34.5238 33.3333 35.7143 34.5238 33.3333 35.7143
Ratio Avg Win / Avg Loss 7.4958 13.5297 1.9007 2.1343 2.9949 1.4282
Largest Winning Trade 1865077 1865077 51764 1392922 1392922 500563
Largest Losing Trade -49890 -49890 -43217 -634262 -329691 -634262
Avg Bars in Trades 50 45 56 50 45 56
Avg Bars in Winners 106 96 116 106 96 116
Avg Bars in Losers 21 19 22 21 19 22
Bars Traded 4262 1901 2361 4262 1901 2361
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 521403 552010 -510782 -162250 -42994 -584623

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574121600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803873871,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "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": [
        [
            1984837.9984766347,
            1966304.5029207757,
            18533.495555858,
            640137.4614686652,
            1197570.7791282246,
            -557433.3176595601
        ],
        [
            1984.837998,
            1966.304503,
            18.533496,
            640.137461,
            1197.570779,
            -557.433318
        ],
        [
            0.897711,
            0.889328,
            0.008382,
            0.090573,
            0.115991,
            0
        ],
        [
            231.864545,
            231.864545,
            231.864545,
            231.864545,
            231.864545,
            231.864545
        ],
        [
            -110384,
            -67728,
            -95670,
            -1148860,
            -599658,
            -888694
        ],
        [
            3.95235,
            6.764837,
            1.055958,
            1.125372,
            1.497463,
            0.793433
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            34.52381,
            33.333333,
            35.714286,
            34.52381,
            33.333333,
            35.714286
        ],
        [
            7.495837,
            13.529674,
            1.900724,
            2.134325,
            2.994926,
            1.42818
        ],
        [
            1865077,
            1865077,
            51764,
            1392922,
            1392922,
            500563
        ],
        [
            -49890,
            -49890,
            -43217,
            -634262,
            -329691,
            -634262
        ],
        [
            50,
            45,
            56,
            50,
            45,
            56
        ],
        [
            106,
            96,
            116,
            106,
            96,
            116
        ],
        [
            21,
            19,
            22,
            21,
            19,
            22
        ],
        [
            4262,
            1901,
            2361,
            4262,
            1901,
            2361
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            521403,
            552010,
            -510782,
            -162250,
            -42994,
            -584623
        ]
    ]
}
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": 1574121600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758803873871,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "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)