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Trade: CHZ/USDT/120/SWMA/BBU/7651

Strategy
CHZ/USDT/120/SWMA/BBU/7651
Pair
CHZ_USDT
Interval
2h
Score
769720
Daily Profit
1.346572
Profit Factor
4.542927
Profitability
49.704142
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-25 13:01
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 2804236.8391 2696257.9378 107978.9013 3740693.8589 -748735.9549 4489429.8138
Total P&L (%) 2804.2368 2696.2579 107.9789 3740.6939 -748.736 4489.4298
Avg Daily Profit (%) 1.3466 1.2947 0.0519 0.1753 0 0.1839
Buy And Hold Return (%) 447.5229 447.5229 447.5229 447.5229 447.5229 447.5229
Max Trade Drawdown -79315 -82781 -37405 -4682348 -4894875 -1875875
Profit Factor 4.5429 6.6897 1.34 1.1269 0.9595 1.409
Total Trades 169 84 85 169 84 85
Winning Trades 84 39 45 84 39 45
Losing Trades 85 45 40 85 45 40
Profitability (%) 49.7041 46.4286 52.9412 49.7041 46.4286 52.9412
Ratio Avg Win / Avg Loss 4.597 7.7189 1.1911 1.1403 1.1071 1.2524
Largest Winning Trade 2535518 2535518 50076 2155764 2155764 1894138
Largest Losing Trade -58512 -58512 -30118 -1636369 -1636369 -927115
Avg Bars in Trades 142 216 69 142 216 69
Avg Bars in Winners 181 310 68 181 310 68
Avg Bars in Losers 104 135 70 104 135 70
Bars Traded 24102 18194 5908 24102 18194 5908
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 769720 711192 -289066 -72315 -580829 313366

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": 1580306400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758794517436,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 27,
            "offset": 193
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 238,
            "offset": 0,
            "std": 3.69825
        }
    }
}
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": [
        [
            2804236.8390651266,
            2696257.9377553905,
            107978.9013097369,
            3740693.8589419136,
            -748735.954881334,
            4489429.81382325
        ],
        [
            2804.236839,
            2696.257938,
            107.978901,
            3740.693859,
            -748.735955,
            4489.429814
        ],
        [
            1.346572,
            1.294722,
            0.051851,
            0.175339,
            0,
            0.183907
        ],
        [
            447.522886,
            447.522886,
            447.522886,
            447.522886,
            447.522886,
            447.522886
        ],
        [
            -79315,
            -82781,
            -37405,
            -4682348,
            -4894875,
            -1875875
        ],
        [
            4.542927,
            6.689737,
            1.33996,
            1.126922,
            0.959518,
            1.408992
        ],
        [
            169,
            84,
            85,
            169,
            84,
            85
        ],
        [
            84,
            39,
            45,
            84,
            39,
            45
        ],
        [
            85,
            45,
            40,
            85,
            45,
            40
        ],
        [
            49.704142,
            46.428571,
            52.941176,
            49.704142,
            46.428571,
            52.941176
        ],
        [
            4.597009,
            7.718927,
            1.191076,
            1.140338,
            1.107136,
            1.252438
        ],
        [
            2535518,
            2535518,
            50076,
            2155764,
            2155764,
            1894138
        ],
        [
            -58512,
            -58512,
            -30118,
            -1636369,
            -1636369,
            -927115
        ],
        [
            142,
            216,
            69,
            142,
            216,
            69
        ],
        [
            181,
            310,
            68,
            181,
            310,
            68
        ],
        [
            104,
            135,
            70,
            104,
            135,
            70
        ],
        [
            24102,
            18194,
            5908,
            24102,
            18194,
            5908
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            769720,
            711192,
            -289066,
            -72315,
            -580829,
            313366
        ]
    ]
}
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": 1580306400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758794517436,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 27,
            "offset": 193
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 238,
            "offset": 0,
            "std": 3.69825
        }
    }
}

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)