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Trade: CHZ/USDT/120/VWAP/OHLC4/8687

Strategy
CHZ/USDT/120/VWAP/OHLC4/8687
Pair
CHZ_USDT
Interval
2h
Score
417103
Daily Profit
1.227104
Profit Factor
5.339470
Profitability
29.437229
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-30 16:44
Expiration Time
2025-12-14 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2539100.5423 2556463.0564 -17362.5141 283785.2292 1110221.9745 -826436.7453
Total P&L (%) 2539.1005 2556.4631 -17.3625 283.7852 1110.222 -826.4367
Avg Daily Profit (%) 1.2188 1.2271 -0.0083 0.0646 0.1198 0
Buy And Hold Return (%) 398.4709 398.4709 398.4709 398.4709 398.4709 398.4709
Max Trade Drawdown -166028 -104674 -139628 -2508293 -1445493 -1480679
Profit Factor 3.0769 5.3395 0.9726 1.0278 1.2222 0.8419
Total Trades 462 231 231 462 231 231
Winning Trades 126 68 58 126 68 58
Losing Trades 336 163 173 336 163 173
Profitability (%) 27.2727 29.4372 25.1082 27.2727 29.4372 25.1082
Ratio Avg Win / Avg Loss 8.205 12.799 2.901 2.7407 2.9297 2.5112
Largest Winning Trade 2522241 2522241 53219 2455433 2455433 623641
Largest Losing Trade -24757 -16314 -24757 -550102 -311476 -550102
Avg Bars in Trades 52 51 54 52 51 54
Avg Bars in Winners 130 113 150 130 113 150
Avg Bars in Losers 23 25 22 23 25 22
Bars Traded 24403 11868 12535 24403 11868 12535
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 57808 417103 -606684 -478749 -44902 -606684
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579168800000,
    "first_datapoint_time": 1580716800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239849696,
    "expiration_time": 1765713600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 215
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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": [
        [
            2539100.5423420165,
            2556463.0564395012,
            -17362.5140974834,
            283785.229194489,
            1110221.9744601299,
            -826436.7452656409
        ],
        [
            2539.100542,
            2556.463056,
            -17.362514,
            283.785229,
            1110.221974,
            -826.436745
        ],
        [
            1.21877,
            1.227104,
            -0.008334,
            0.064577,
            0.119755,
            0
        ],
        [
            398.470948,
            398.470948,
            398.470948,
            398.470948,
            398.470948,
            398.470948
        ],
        [
            -166028,
            -104674,
            -139628,
            -2508293,
            -1445493,
            -1480679
        ],
        [
            3.076868,
            5.33947,
            0.97259,
            1.027756,
            1.222198,
            0.841918
        ],
        [
            462,
            231,
            231,
            462,
            231,
            231
        ],
        [
            126,
            68,
            58,
            126,
            68,
            58
        ],
        [
            336,
            163,
            173,
            336,
            163,
            173
        ],
        [
            27.272727,
            29.437229,
            25.108225,
            27.272727,
            29.437229,
            25.108225
        ],
        [
            8.204982,
            12.799024,
            2.901002,
            2.740682,
            2.929681,
            2.511238
        ],
        [
            2522241,
            2522241,
            53219,
            2455433,
            2455433,
            623641
        ],
        [
            -24757,
            -16314,
            -24757,
            -550102,
            -311476,
            -550102
        ],
        [
            52,
            51,
            54,
            52,
            51,
            54
        ],
        [
            130,
            113,
            150,
            130,
            113,
            150
        ],
        [
            23,
            25,
            22,
            23,
            25,
            22
        ],
        [
            24403,
            11868,
            12535,
            24403,
            11868,
            12535
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            57808,
            417103,
            -606684,
            -478749,
            -44902,
            -606684
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579168800000,
    "first_datapoint_time": 1580716800000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759239849696,
    "expiration_time": 1765713600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 215
        }
    },
    "second_band": {
        "type": "ohlc4",
        "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)