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Trade: CHZ/USDT/120/WMA/BBU/4695

Strategy
CHZ/USDT/120/WMA/BBU/4695
Pair
CHZ_USDT
Interval
2h
Score
640904
Daily Profit
1.163249
Profit Factor
3.673836
Profitability
41.176471
Streak
104.384404
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 20:13
Expiration Time
2025-12-13 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2423431.5665 2481190.0806 -57758.5141 72006.6132 563399.1922 -491392.579
Total P&L (%) 2423.4316 2481.1901 -57.7585 72.0066 563.3992 -491.3926
Avg Daily Profit (%) 1.1632 1.191 -0.0277 0.026 0.0909 0
Buy And Hold Return (%) 480.3519 480.3519 480.3519 480.3519 480.3519 480.3519
Max Trade Drawdown -176600 -126737 -97875 -2720748 -2265357 -603384
Profit Factor 3.6738 4.5422 0.7195 1.0136 1.133 0.5299
Total Trades 153 76 77 153 76 77
Winning Trades 63 28 35 63 28 35
Losing Trades 90 48 42 90 48 42
Profitability (%) 41.1765 36.8421 45.4545 41.1765 36.8421 45.4545
Ratio Avg Win / Avg Loss 5.2483 7.7866 0.8633 1.448 1.9423 0.6359
Largest Winning Trade 2361815 2361815 17247 2750259 2750259 134083
Largest Losing Trade -55587 -55587 -31901 -1544778 -1544778 -437065
Avg Bars in Trades 162 305 21 162 305 21
Avg Bars in Winners 246 523 24 246 523 24
Avg Bars in Losers 103 177 18 103 177 18
Bars Traded 24819 23199 1620 24819 23199 1620
Profit Streak 104.3844 104.3844 130.7177 104.3844 104.3844 130.7177
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 640904 -33875 -622841 -530595 -309958 -622841
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580126400000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759166012484,
    "expiration_time": 1765641600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 58,
            "offset": 0,
            "std": 1.32676
        }
    }
}
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": [
        [
            2423431.5664727446,
            2481190.080585333,
            -57758.5141125887,
            72006.6132324423,
            563399.1922024423,
            -491392.5789699996
        ],
        [
            2423.431566,
            2481.190081,
            -57.758514,
            72.006613,
            563.399192,
            -491.392579
        ],
        [
            1.163249,
            1.190973,
            -0.027724,
            0.026037,
            0.090867,
            0
        ],
        [
            480.351906,
            480.351906,
            480.351906,
            480.351906,
            480.351906,
            480.351906
        ],
        [
            -176600,
            -126737,
            -97875,
            -2720748,
            -2265357,
            -603384
        ],
        [
            3.673836,
            4.54216,
            0.71945,
            1.013634,
            1.132999,
            0.529946
        ],
        [
            153,
            76,
            77,
            153,
            76,
            77
        ],
        [
            63,
            28,
            35,
            63,
            28,
            35
        ],
        [
            90,
            48,
            42,
            90,
            48,
            42
        ],
        [
            41.176471,
            36.842105,
            45.454545,
            41.176471,
            36.842105,
            45.454545
        ],
        [
            5.248337,
            7.786559,
            0.863341,
            1.448048,
            1.942284,
            0.635935
        ],
        [
            2361815,
            2361815,
            17247,
            2750259,
            2750259,
            134083
        ],
        [
            -55587,
            -55587,
            -31901,
            -1544778,
            -1544778,
            -437065
        ],
        [
            162,
            305,
            21,
            162,
            305,
            21
        ],
        [
            246,
            523,
            24,
            246,
            523,
            24
        ],
        [
            103,
            177,
            18,
            103,
            177,
            18
        ],
        [
            24819,
            23199,
            1620,
            24819,
            23199,
            1620
        ],
        [
            104.384404,
            104.384404,
            130.717737,
            104.384404,
            104.384404,
            130.717737
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            640904,
            -33875,
            -622841,
            -530595,
            -309958,
            -622841
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579096800000,
    "first_datapoint_time": 1580126400000,
    "last_datapoint_time": 1759161600000,
    "evaluation_time": 1759166012484,
    "expiration_time": 1765641600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 58,
            "offset": 0,
            "std": 1.32676
        }
    }
}

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)