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Trade: CHZ/USDT/720/WMA/MIDPRICE/5531

Strategy
CHZ/USDT/720/WMA/MIDPRICE/5531
Pair
CHZ_USDT
Interval
12h
Score
663988
Daily Profit
2.159963
Profit Factor
23.037532
Profitability
38.709677
Streak
0.000000
Best Strategy
Training Data Length
2218.500000
Evaluation Time
2025-10-02 04:21
Expiration Time
2025-12-07 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 4922034.6789 4791877.9447 130156.7342 8256280.4437 6485450.6626 1770829.7811
Total P&L (%) 4922.0347 4791.8779 130.1567 8256.2804 6485.4507 1770.8298
Avg Daily Profit (%) 2.2186 2.16 0.0587 0.1997 0.1889 0.1321
Buy And Hold Return (%) 291.7108 291.7108 291.7108 291.7108 291.7108 291.7108
Max Trade Drawdown -94504 -64250 -50023 -12391137 -6416508 -7520528
Profit Factor 12.9813 23.0375 1.6731 1.2273 1.3815 1.0917
Total Trades 63 31 32 63 31 32
Winning Trades 25 12 13 25 12 13
Losing Trades 38 19 19 38 19 19
Profitability (%) 39.6825 38.7097 40.625 39.6825 38.7097 40.625
Ratio Avg Win / Avg Loss 19.7315 36.4761 2.4453 1.8655 2.1873 1.5955
Largest Winning Trade 4715517 4715517 51313 8028225 8028225 6447928
Largest Losing Trade -35821 -35821 -35517 -5080759 -3304234 -5080759
Avg Bars in Trades 67 63 71 67 63 71
Avg Bars in Winners 119 104 133 119 104 133
Avg Bars in Losers 33 37 29 33 37 29
Bars Traded 4254 1958 2296 4254 1958 2296
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 -132364 663988 -280867 -146504 187389 -139120
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4437,
    "evaluation_days": 2218.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574294400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759368110796,
    "expiration_time": 1765113552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 14,
            "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": [
        [
            4922034.678921686,
            4791877.944677328,
            130156.734244357,
            8256280.4436828345,
            6485450.662564719,
            1770829.7811181182
        ],
        [
            4922.034679,
            4791.877945,
            130.156734,
            8256.280444,
            6485.450663,
            1770.829781
        ],
        [
            2.218632,
            2.159963,
            0.058669,
            0.199685,
            0.18893,
            0.132112
        ],
        [
            291.710758,
            291.710758,
            291.710758,
            291.710758,
            291.710758,
            291.710758
        ],
        [
            -94504,
            -64250,
            -50023,
            -12391137,
            -6416508,
            -7520528
        ],
        [
            12.98127,
            23.037532,
            1.6731,
            1.227324,
            1.381464,
            1.091667
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            39.68254,
            38.709677,
            40.625,
            39.68254,
            38.709677,
            40.625
        ],
        [
            19.73153,
            36.476092,
            2.4453,
            1.865532,
            2.187318,
            1.595514
        ],
        [
            4715517,
            4715517,
            51313,
            8028225,
            8028225,
            6447928
        ],
        [
            -35821,
            -35821,
            -35517,
            -5080759,
            -3304234,
            -5080759
        ],
        [
            67,
            63,
            71,
            67,
            63,
            71
        ],
        [
            119,
            104,
            133,
            119,
            104,
            133
        ],
        [
            33,
            37,
            29,
            33,
            37,
            29
        ],
        [
            4254,
            1958,
            2296,
            4254,
            1958,
            2296
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -132364,
            663988,
            -280867,
            -146504,
            187389,
            -139120
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4437,
    "evaluation_days": 2218.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574294400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759368110796,
    "expiration_time": 1765113552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 153,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 14,
            "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)