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Trade: CHZ/USDT/120/BBM/SINWMA/9170

Strategy
CHZ/USDT/120/BBM/SINWMA/9170
Pair
CHZ_USDT
Interval
2h
Score
426116
Daily Profit
0.655217
Profit Factor
2.339459
Profitability
41.825095
Streak
15.538705
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-07 07:55
Expiration Time
2025-12-21 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1365033.3608 1249055.1347 115978.2261 4258265.6484 6330960.9513 -2072695.3029
Total P&L (%) 1365.0334 1249.0551 115.9782 4258.2656 6330.961 -2072.6953
Avg Daily Profit (%) 0.6552 0.5995 0.0557 0.1813 0.2001 0
Buy And Hold Return (%) 494.8171 494.8171 494.8171 494.8171 494.8171 494.8171
Max Trade Drawdown -122672 -74037 -95630 -11056626 -5210028 -11292244
Profit Factor 2.3395 3.6897 1.2091 1.0831 1.2776 0.9271
Total Trades 263 131 132 263 131 132
Winning Trades 110 49 61 110 49 61
Losing Trades 153 82 71 153 82 71
Profitability (%) 41.8251 37.4046 46.2121 41.8251 37.4046 46.2121
Ratio Avg Win / Avg Loss 3.254 6.1746 1.4073 1.5065 2.1381 1.079
Largest Winning Trade 938041 938041 54969 5172641 5172641 3040741
Largest Losing Trade -46917 -22367 -46917 -4556165 -1358055 -4556165
Avg Bars in Trades 93 90 96 93 90 96
Avg Bars in Winners 142 142 143 142 142 143
Avg Bars in Losers 58 59 56 58 59 56
Bars Traded 24584 11839 12745 24584 11839 12745
Profit Streak 15.5387 0 17.7887 15.5387 0 17.7887
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426116 347323 -285940 -121305 143696 -580222
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579744800000,
    "first_datapoint_time": 1580565600000,
    "last_datapoint_time": 1759809600000,
    "evaluation_time": 1759812944106,
    "expiration_time": 1766289600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 115,
            "offset": 0,
            "std": 4.83748
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 38,
            "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": [
        [
            1365033.3608444147,
            1249055.1347349845,
            115978.2261094291,
            4258265.648433084,
            6330960.9513463555,
            -2072695.302913271
        ],
        [
            1365.033361,
            1249.055135,
            115.978226,
            4258.265648,
            6330.960951,
            -2072.695303
        ],
        [
            0.655217,
            0.599547,
            0.05567,
            0.181348,
            0.200058,
            0
        ],
        [
            494.817114,
            494.817114,
            494.817114,
            494.817114,
            494.817114,
            494.817114
        ],
        [
            -122672,
            -74037,
            -95630,
            -11056626,
            -5210028,
            -11292244
        ],
        [
            2.339459,
            3.689695,
            1.20908,
            1.08314,
            1.277627,
            0.927055
        ],
        [
            263,
            131,
            132,
            263,
            131,
            132
        ],
        [
            110,
            49,
            61,
            110,
            49,
            61
        ],
        [
            153,
            82,
            71,
            153,
            82,
            71
        ],
        [
            41.825095,
            37.40458,
            46.212121,
            41.825095,
            37.40458,
            46.212121
        ],
        [
            3.253974,
            6.174592,
            1.40729,
            1.506549,
            2.138069,
            1.079031
        ],
        [
            938041,
            938041,
            54969,
            5172641,
            5172641,
            3040741
        ],
        [
            -46917,
            -22367,
            -46917,
            -4556165,
            -1358055,
            -4556165
        ],
        [
            93,
            90,
            96,
            93,
            90,
            96
        ],
        [
            142,
            142,
            143,
            142,
            142,
            143
        ],
        [
            58,
            59,
            56,
            58,
            59,
            56
        ],
        [
            24584,
            11839,
            12745,
            24584,
            11839,
            12745
        ],
        [
            15.538705,
            0,
            17.788705,
            15.538705,
            0,
            17.788705
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426116,
            347323,
            -285940,
            -121305,
            143696,
            -580222
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579744800000,
    "first_datapoint_time": 1580565600000,
    "last_datapoint_time": 1759809600000,
    "evaluation_time": 1759812944106,
    "expiration_time": 1766289600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 115,
            "offset": 0,
            "std": 4.83748
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 38,
            "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)