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Trade: CHZ/USDT/120/SINWMA/JMA/9624

Strategy
CHZ/USDT/120/SINWMA/JMA/9624
Pair
CHZ_USDT
Interval
2h
Score
440254
Daily Profit
0.633681
Profit Factor
2.434755
Profitability
41.121495
Streak
0.000000
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-10-10 03:44
Expiration Time
2025-12-24 01:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1320116.9592 1178051.2911 142065.6681 8413595.9752 2177868.9104 6235727.0648
Total P&L (%) 1320.117 1178.0513 142.0657 8413.596 2177.8689 6235.7271
Avg Daily Profit (%) 0.6337 0.5655 0.0682 0.2136 0.1502 0.1993
Buy And Hold Return (%) 296.6196 296.6196 296.6196 296.6196 296.6196 296.6196
Max Trade Drawdown -129778 -99597 -76397 -26474037 -23005767 -8969497
Profit Factor 2.4348 3.7878 1.2855 1.1011 1.0484 1.1631
Total Trades 214 107 107 214 107 107
Winning Trades 88 41 47 88 41 47
Losing Trades 126 66 60 126 66 60
Profitability (%) 41.1215 38.3178 43.9252 41.1215 38.3178 43.9252
Ratio Avg Win / Avg Loss 3.4861 6.0975 1.6411 1.5765 1.6876 1.4848
Largest Winning Trade 836792 836792 54627 12871619 12871619 5072630
Largest Losing Trade -23298 -23298 -20434 -4191096 -4191096 -2726748
Avg Bars in Trades 115 108 122 115 108 122
Avg Bars in Winners 187 175 197 187 175 197
Avg Bars in Losers 64 66 63 64 66 63
Bars Traded 24674 11588 13086 24674 11588 13086
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 440254 396278 -269183 -102429 -163408 -35701
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579996800000,
    "first_datapoint_time": 1581026400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760057081485,
    "expiration_time": 1766534140800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 77,
            "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": [
        [
            1320116.9591890236,
            1178051.2910728203,
            142065.6681162029,
            8413595.975231146,
            2177868.9103877577,
            6235727.064843376
        ],
        [
            1320.116959,
            1178.051291,
            142.065668,
            8413.595975,
            2177.86891,
            6235.727065
        ],
        [
            0.633681,
            0.565487,
            0.068194,
            0.21356,
            0.150158,
            0.199348
        ],
        [
            296.61961,
            296.61961,
            296.61961,
            296.61961,
            296.61961,
            296.61961
        ],
        [
            -129778,
            -99597,
            -76397,
            -26474037,
            -23005767,
            -8969497
        ],
        [
            2.434755,
            3.78783,
            1.285542,
            1.10106,
            1.048371,
            1.163114
        ],
        [
            214,
            107,
            107,
            214,
            107,
            107
        ],
        [
            88,
            41,
            47,
            88,
            41,
            47
        ],
        [
            126,
            66,
            60,
            126,
            66,
            60
        ],
        [
            41.121495,
            38.317757,
            43.925234,
            41.121495,
            38.317757,
            43.925234
        ],
        [
            3.486127,
            6.097483,
            1.641118,
            1.576518,
            1.687622,
            1.484826
        ],
        [
            836792,
            836792,
            54627,
            12871619,
            12871619,
            5072630
        ],
        [
            -23298,
            -23298,
            -20434,
            -4191096,
            -4191096,
            -2726748
        ],
        [
            115,
            108,
            122,
            115,
            108,
            122
        ],
        [
            187,
            175,
            197,
            187,
            175,
            197
        ],
        [
            64,
            66,
            63,
            64,
            66,
            63
        ],
        [
            24674,
            11588,
            13086,
            24674,
            11588,
            13086
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440254,
            396278,
            -269183,
            -102429,
            -163408,
            -35701
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579996800000,
    "first_datapoint_time": 1581026400000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760057081485,
    "expiration_time": 1766534140800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 77,
            "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)