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Trade: CHZ/USDT/120/SINWMA/HILO/7296

Strategy
CHZ/USDT/120/SINWMA/HILO/7296
Pair
CHZ_USDT
Interval
2h
Score
667733
Daily Profit
1.236451
Profit Factor
3.454537
Profitability
41.210375
Streak
0.000000
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 2575936.3919 2460678.4108 115257.9811 4874848.5281 4729046.6376 145801.8905
Total P&L (%) 2575.9364 2460.6784 115.258 4874.8485 4729.0466 145.8019
Avg Daily Profit (%) 1.2365 1.1811 0.0553 0.1877 0.1863 0.0432
Buy And Hold Return (%) 354.1894 354.1894 354.1894 354.1894 354.1894 354.1894
Max Trade Drawdown -109642 -83150 -64510 -12963326 -10518974 -6648545
Profit Factor 3.4545 6.2822 1.1975 1.0655 1.141 1.0036
Total Trades 347 173 174 347 173 174
Winning Trades 143 68 75 143 68 75
Losing Trades 204 105 99 204 105 99
Profitability (%) 41.2104 39.3064 43.1034 41.2104 39.3064 43.1034
Ratio Avg Win / Avg Loss 4.9282 9.7004 1.5807 1.52 1.7618 1.3247
Largest Winning Trade 2298218 2298218 49335 6202239 6202239 3494459
Largest Losing Trade -26582 -21044 -26582 -3718208 -1978136 -3718208
Avg Bars in Trades 70 64 77 70 64 77
Avg Bars in Winners 113 105 121 113 105 121
Avg Bars in Losers 40 37 43 40 37 43
Bars Traded 24554 11128 13426 24554 11128 13426
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 667733 654549 -289322 -141072 -60232 -519947
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": 1581170400000,
    "last_datapoint_time": 1759809600000,
    "evaluation_time": 1759812945600,
    "expiration_time": 1766289600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 199,
            "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": [
        [
            2575936.39187448,
            2460678.410770093,
            115257.9811043874,
            4874848.528101516,
            4729046.637608615,
            145801.8904929173
        ],
        [
            2575.936392,
            2460.678411,
            115.257981,
            4874.848528,
            4729.046638,
            145.80189
        ],
        [
            1.236451,
            1.181128,
            0.055324,
            0.187711,
            0.186281,
            0.043178
        ],
        [
            354.189426,
            354.189426,
            354.189426,
            354.189426,
            354.189426,
            354.189426
        ],
        [
            -109642,
            -83150,
            -64510,
            -12963326,
            -10518974,
            -6648545
        ],
        [
            3.454537,
            6.282169,
            1.19749,
            1.065468,
            1.140974,
            1.003563
        ],
        [
            347,
            173,
            174,
            347,
            173,
            174
        ],
        [
            143,
            68,
            75,
            143,
            68,
            75
        ],
        [
            204,
            105,
            99,
            204,
            105,
            99
        ],
        [
            41.210375,
            39.306358,
            43.103448,
            41.210375,
            39.306358,
            43.103448
        ],
        [
            4.92815,
            9.700408,
            1.580687,
            1.519968,
            1.761799,
            1.324704
        ],
        [
            2298218,
            2298218,
            49335,
            6202239,
            6202239,
            3494459
        ],
        [
            -26582,
            -21044,
            -26582,
            -3718208,
            -1978136,
            -3718208
        ],
        [
            70,
            64,
            77,
            70,
            64,
            77
        ],
        [
            113,
            105,
            121,
            113,
            105,
            121
        ],
        [
            40,
            37,
            43,
            40,
            37,
            43
        ],
        [
            24554,
            11128,
            13426,
            24554,
            11128,
            13426
        ],
        [
            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
        ],
        [
            667733,
            654549,
            -289322,
            -141072,
            -60232,
            -519947
        ]
    ]
}
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": 1581170400000,
    "last_datapoint_time": 1759809600000,
    "evaluation_time": 1759812945600,
    "expiration_time": 1766289600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 199,
            "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)