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Trade: CHZ/USDT/120/PWMA/PWMA/7702

Strategy
CHZ/USDT/120/PWMA/PWMA/7702
Pair
CHZ_USDT
Interval
2h
Score
333473
Daily Profit
0.493783
Profit Factor
1.649655
Profitability
34.067797
Streak
11.826688
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 04:50
Expiration Time
2025-12-25 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1028713.7139 1027319.9485 1393.7654 300785.2509 468650.6517 -167865.4007
Total P&L (%) 1028.7137 1027.3199 1.3938 300.7853 468.6507 -167.8654
Avg Daily Profit (%) 0.4938 0.4931 0.0007 0.0667 0.0835 0
Buy And Hold Return (%) 237.1963 237.1963 237.1963 237.1963 237.1963 237.1963
Max Trade Drawdown -117813 -87473 -205411 -736884 -720862 -624095
Profit Factor 1.6497 2.3907 1.0017 1.0476 1.1523 0.9483
Total Trades 590 295 295 590 295 295
Winning Trades 201 103 98 201 103 98
Losing Trades 389 192 197 389 192 197
Profitability (%) 34.0678 34.9153 33.2203 34.0678 34.9153 33.2203
Ratio Avg Win / Avg Loss 3.1926 4.4564 2.0135 2.0274 2.148 1.9063
Largest Winning Trade 890499 890499 48936 818464 818464 181955
Largest Losing Trade -40842 -19733 -40842 -288007 -122813 -288007
Avg Bars in Trades 41 41 42 41 41 42
Avg Bars in Winners 76 74 79 76 74 79
Avg Bars in Losers 23 23 24 23 23 24
Bars Traded 24682 12129 12553 24682 12129 12553
Profit Streak 11.8267 13.4934 0 11.8267 13.4934 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333473 320140 -580831 -355891 -144732 -583538
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580076000000,
    "first_datapoint_time": 1580824800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760147425876,
    "expiration_time": 1766620800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 7,
            "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": [
        [
            1028713.7138645088,
            1027319.9485114554,
            1393.7653530547,
            300785.2509048597,
            468650.6516511081,
            -167865.4007462485
        ],
        [
            1028.713714,
            1027.319949,
            1.393765,
            300.785251,
            468.650652,
            -167.865401
        ],
        [
            0.493783,
            0.493114,
            0.000669,
            0.066659,
            0.083464,
            0
        ],
        [
            237.196345,
            237.196345,
            237.196345,
            237.196345,
            237.196345,
            237.196345
        ],
        [
            -117813,
            -87473,
            -205411,
            -736884,
            -720862,
            -624095
        ],
        [
            1.649655,
            2.390689,
            1.00165,
            1.047557,
            1.152301,
            0.94831
        ],
        [
            590,
            295,
            295,
            590,
            295,
            295
        ],
        [
            201,
            103,
            98,
            201,
            103,
            98
        ],
        [
            389,
            192,
            197,
            389,
            192,
            197
        ],
        [
            34.067797,
            34.915254,
            33.220339,
            34.067797,
            34.915254,
            33.220339
        ],
        [
            3.192616,
            4.456429,
            2.013521,
            2.027362,
            2.147978,
            1.906297
        ],
        [
            890499,
            890499,
            48936,
            818464,
            818464,
            181955
        ],
        [
            -40842,
            -19733,
            -40842,
            -288007,
            -122813,
            -288007
        ],
        [
            41,
            41,
            42,
            41,
            41,
            42
        ],
        [
            76,
            74,
            79,
            76,
            74,
            79
        ],
        [
            23,
            23,
            24,
            23,
            23,
            24
        ],
        [
            24682,
            12129,
            12553,
            24682,
            12129,
            12553
        ],
        [
            11.826688,
            13.493355,
            0,
            11.826688,
            13.493355,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333473,
            320140,
            -580831,
            -355891,
            -144732,
            -583538
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580076000000,
    "first_datapoint_time": 1580824800000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760147425876,
    "expiration_time": 1766620800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 105,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 7,
            "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)