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Trade: CHZ/USDT/120/PWMA/JMA/6246

Strategy
CHZ/USDT/120/PWMA/JMA/6246
Pair
CHZ_USDT
Interval
2h
Score
335102
Daily Profit
0.427264
Profit Factor
1.838901
Profitability
44.475921
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-10 16:37
Expiration Time
2025-12-24 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 743354.1384 890132.5934 -146778.455 -73890.4075 384813.6 -458704.0076
Total P&L (%) 743.3541 890.1326 -146.7785 -73.8904 384.8136 -458.704
Avg Daily Profit (%) 0.3568 0.4273 -0.0705 -0.0644 0.0758 0
Buy And Hold Return (%) 319.7036 319.7036 319.7036 319.7036 319.7036 319.7036
Max Trade Drawdown -264216 -164668 -238901 -940568 -554756 -467889
Profit Factor 1.3532 1.8389 0.8594 0.9721 1.265 0.6175
Total Trades 707 353 354 707 353 354
Winning Trades 309 157 152 309 157 152
Losing Trades 398 196 202 398 196 202
Profitability (%) 43.7058 44.4759 42.9379 43.7058 44.4759 42.9379
Ratio Avg Win / Avg Loss 1.7429 2.2957 1.1421 1.2521 1.5792 0.8206
Largest Winning Trade 843532 843532 39711 813531 813531 92326
Largest Losing Trade -26061 -22740 -26061 -145632 -123075 -145632
Avg Bars in Trades 35 34 35 35 34 35
Avg Bars in Winners 46 44 47 46 44 47
Avg Bars in Losers 26 25 27 26 25 27
Bars Traded 24826 12084 12742 24826 12084 12742
Profit Streak 1.5679 0 8.9012 1.5679 0 8.9012
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 178782 335102 -579893 -580321 -194033 -581560
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580032800000,
    "first_datapoint_time": 1581048000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760103466831,
    "expiration_time": 1766577600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 142,
            "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": [
        [
            743354.1384238669,
            890132.593389341,
            -146778.4549654727,
            -73890.407533212,
            384813.6000227056,
            -458704.0075559178
        ],
        [
            743.354138,
            890.132593,
            -146.778455,
            -73.890408,
            384.8136,
            -458.704008
        ],
        [
            0.356811,
            0.427264,
            -0.070454,
            -0.064437,
            0.075801,
            0
        ],
        [
            319.703644,
            319.703644,
            319.703644,
            319.703644,
            319.703644,
            319.703644
        ],
        [
            -264216,
            -164668,
            -238901,
            -940568,
            -554756,
            -467889
        ],
        [
            1.353179,
            1.838901,
            0.859365,
            0.972131,
            1.264975,
            0.61746
        ],
        [
            707,
            353,
            354,
            707,
            353,
            354
        ],
        [
            309,
            157,
            152,
            309,
            157,
            152
        ],
        [
            398,
            196,
            202,
            398,
            196,
            202
        ],
        [
            43.705799,
            44.475921,
            42.937853,
            43.705799,
            44.475921,
            42.937853
        ],
        [
            1.742929,
            2.295698,
            1.142051,
            1.25213,
            1.579205,
            0.820572
        ],
        [
            843532,
            843532,
            39711,
            813531,
            813531,
            92326
        ],
        [
            -26061,
            -22740,
            -26061,
            -145632,
            -123075,
            -145632
        ],
        [
            35,
            34,
            35,
            35,
            34,
            35
        ],
        [
            46,
            44,
            47,
            46,
            44,
            47
        ],
        [
            26,
            25,
            27,
            26,
            25,
            27
        ],
        [
            24826,
            12084,
            12742,
            24826,
            12084,
            12742
        ],
        [
            1.567903,
            0,
            8.901236,
            1.567903,
            0,
            8.901236
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            178782,
            335102,
            -579893,
            -580321,
            -194033,
            -581560
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580032800000,
    "first_datapoint_time": 1581048000000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760103466831,
    "expiration_time": 1766577600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 52,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 142,
            "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)