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Trade: CHZ/USDT/120/SWMA/BBM/8102

Strategy
CHZ/USDT/120/SWMA/BBM/8102
Pair
CHZ_USDT
Interval
2h
Score
610460
Daily Profit
1.136021
Profit Factor
4.113982
Profitability
43.119266
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 19:50
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2365763.4574 2310611.7613 55151.6961 1634502.6435 1916991.3353 -282488.6919
Total P&L (%) 2365.7635 2310.6118 55.1517 1634.5026 1916.9913 -282.4887
Avg Daily Profit (%) 1.136 1.1095 0.0265 0.1371 0.1444 0
Buy And Hold Return (%) 462.9066 462.9066 462.9066 462.9066 462.9066 462.9066
Max Trade Drawdown -137131 -86474 -107703 -3487425 -2517943 -2485294
Profit Factor 4.114 6.9545 1.1484 1.1138 1.2748 0.9617
Total Trades 109 55 54 109 55 54
Winning Trades 47 23 24 47 23 24
Losing Trades 62 32 30 62 32 30
Profitability (%) 43.1193 41.8182 44.4444 43.1193 41.8182 44.4444
Ratio Avg Win / Avg Loss 5.427 9.6758 1.4355 1.4693 1.7737 1.2022
Largest Winning Trade 2144391 2144391 47745 4022221 4022221 1015368
Largest Losing Trade -47748 -31794 -47748 -1399535 -809067 -1399535
Avg Bars in Trades 226 226 226 226 226 226
Avg Bars in Winners 356 370 343 356 370 343
Avg Bars in Losers 128 122 133 128 122 133
Bars Traded 24700 12443 12257 24700 12443 12257
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 610460 -162615 -562791 -109914 -184198 -761327

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580536800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758905445191,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 182,
            "offset": 70
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 171,
            "offset": 0,
            "std": 4.40891
        }
    }
}
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": [
        [
            2365763.4574151183,
            2310611.7613059026,
            55151.6961092179,
            1634502.643459371,
            1916991.3353309669,
            -282488.6918715945
        ],
        [
            2365.763457,
            2310.611761,
            55.151696,
            1634.502643,
            1916.991335,
            -282.488692
        ],
        [
            1.136021,
            1.109537,
            0.026483,
            0.137107,
            0.144363,
            0
        ],
        [
            462.906574,
            462.906574,
            462.906574,
            462.906574,
            462.906574,
            462.906574
        ],
        [
            -137131,
            -86474,
            -107703,
            -3487425,
            -2517943,
            -2485294
        ],
        [
            4.113982,
            6.95449,
            1.148386,
            1.113835,
            1.274811,
            0.961737
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            47,
            23,
            24,
            47,
            23,
            24
        ],
        [
            62,
            32,
            30,
            62,
            32,
            30
        ],
        [
            43.119266,
            41.818182,
            44.444444,
            43.119266,
            41.818182,
            44.444444
        ],
        [
            5.426954,
            9.675812,
            1.435482,
            1.469314,
            1.77365,
            1.202171
        ],
        [
            2144391,
            2144391,
            47745,
            4022221,
            4022221,
            1015368
        ],
        [
            -47748,
            -31794,
            -47748,
            -1399535,
            -809067,
            -1399535
        ],
        [
            226,
            226,
            226,
            226,
            226,
            226
        ],
        [
            356,
            370,
            343,
            356,
            370,
            343
        ],
        [
            128,
            122,
            133,
            128,
            122,
            133
        ],
        [
            24700,
            12443,
            12257,
            24700,
            12443,
            12257
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            610460,
            -162615,
            -562791,
            -109914,
            -184198,
            -761327
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580536800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758905445191,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 182,
            "offset": 70
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 171,
            "offset": 0,
            "std": 4.40891
        }
    }
}

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)