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Trade: CHZ/USDT/120/SINWMA/HILO/1791

Strategy
CHZ/USDT/120/SINWMA/HILO/1791
Pair
CHZ_USDT
Interval
2h
Score
619818
Daily Profit
1.196883
Profit Factor
3.264095
Profitability
40.490798
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 20:13
Expiration Time
2025-12-13 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2493502.2404 2427924.5306 65577.7097 1272271.7777 2436154.6353 -1163882.8575
Total P&L (%) 2493.5022 2427.9245 65.5777 1272.2718 2436.1546 -1163.8829
Avg Daily Profit (%) 1.1969 1.1654 0.0315 0.1258 0.1553 0
Buy And Hold Return (%) 402.7947 402.7947 402.7947 402.7947 402.7947 402.7947
Max Trade Drawdown -125701 -86054 -69709 -3814490 -2480433 -1940383
Profit Factor 3.2641 5.6597 1.113 1.0579 1.242 0.9022
Total Trades 326 163 163 326 163 163
Winning Trades 132 63 69 132 63 69
Losing Trades 194 100 94 194 100 94
Profitability (%) 40.4908 38.6503 42.3313 40.4908 38.6503 42.3313
Ratio Avg Win / Avg Loss 4.7972 8.9837 1.5163 1.5548 1.9715 1.2291
Largest Winning Trade 2341467 2341467 49933 4463252 4463252 720542
Largest Losing Trade -41258 -22305 -41258 -1414300 -761599 -1414300
Avg Bars in Trades 74 68 80 74 68 80
Avg Bars in Winners 122 111 133 122 111 133
Avg Bars in Losers 42 41 42 42 41 42
Bars Traded 24434 11245 13190 24434 11245 13190
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 619818 611940 -414402 -185342 134877 -581795
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580644800000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759166017021,
    "expiration_time": 1765641600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            2493502.2403734443,
            2427924.5306485514,
            65577.7097248947,
            1272271.7777497096,
            2436154.6352846147,
            -1163882.857534905
        ],
        [
            2493.50224,
            2427.924531,
            65.57771,
            1272.271778,
            2436.154635,
            -1163.882858
        ],
        [
            1.196883,
            1.165406,
            0.031477,
            0.125794,
            0.155316,
            0
        ],
        [
            402.794715,
            402.794715,
            402.794715,
            402.794715,
            402.794715,
            402.794715
        ],
        [
            -125701,
            -86054,
            -69709,
            -3814490,
            -2480433,
            -1940383
        ],
        [
            3.264095,
            5.659726,
            1.113011,
            1.05791,
            1.242032,
            0.902231
        ],
        [
            326,
            163,
            163,
            326,
            163,
            163
        ],
        [
            132,
            63,
            69,
            132,
            63,
            69
        ],
        [
            194,
            100,
            94,
            194,
            100,
            94
        ],
        [
            40.490798,
            38.650307,
            42.331288,
            40.490798,
            38.650307,
            42.331288
        ],
        [
            4.797231,
            8.983692,
            1.516275,
            1.554807,
            1.971479,
            1.229126
        ],
        [
            2341467,
            2341467,
            49933,
            4463252,
            4463252,
            720542
        ],
        [
            -41258,
            -22305,
            -41258,
            -1414300,
            -761599,
            -1414300
        ],
        [
            74,
            68,
            80,
            74,
            68,
            80
        ],
        [
            122,
            111,
            133,
            122,
            111,
            133
        ],
        [
            42,
            41,
            42,
            42,
            41,
            42
        ],
        [
            24434,
            11245,
            13190,
            24434,
            11245,
            13190
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            619818,
            611940,
            -414402,
            -185342,
            134877,
            -581795
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580644800000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759166017021,
    "expiration_time": 1765641600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 216,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)