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Trade: CHZ/USDT/120/WMA/PWMA/2524

Strategy
CHZ/USDT/120/WMA/PWMA/2524
Pair
CHZ_USDT
Interval
2h
Score
817095
Daily Profit
1.105833
Profit Factor
5.850423
Profitability
53.043478
Streak
5.795523
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-30 04:05
Expiration Time
2025-12-14 02:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2409586.5166 2303814.5953 105771.9213 3165348.8055 1389016.3785 1776332.4269
Total P&L (%) 2409.5865 2303.8146 105.7719 3165.3488 1389.0164 1776.3324
Avg Daily Profit (%) 1.1566 1.1058 0.0508 0.1675 0.1297 0.1408
Buy And Hold Return (%) 301.0967 301.0967 301.0967 301.0967 301.0967 301.0967
Max Trade Drawdown -94193 -58151 -86881 -1673835 -1100288 -1636823
Profit Factor 3.5365 5.8504 1.2227 1.2236 1.197 1.2499
Total Trades 230 115 115 230 115 115
Winning Trades 117 61 56 117 61 56
Losing Trades 113 54 59 113 54 59
Profitability (%) 50.8696 53.0435 48.6957 50.8696 53.0435 48.6957
Ratio Avg Win / Avg Loss 3.4156 5.1791 1.2882 1.1817 1.0596 1.3168
Largest Winning Trade 2158517 2158517 51252 913145 913145 638880
Largest Losing Trade -50864 -49907 -50864 -729122 -570870 -729122
Avg Bars in Trades 106 100 111 106 100 111
Avg Bars in Winners 127 118 138 127 118 138
Avg Bars in Losers 84 81 86 84 81 86
Bars Traded 24446 11591 12855 24446 11591 12855
Profit Streak 5.7955 5.7955 21.0455 5.7955 5.7955 21.0455
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 816696 817095 -290979 355143 -24078 -5272
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579125600000,
    "first_datapoint_time": 1581184800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759194333204,
    "expiration_time": 1765670400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 164,
            "offset": 123
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 212,
            "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": [
        [
            2409586.516601053,
            2303814.5952564846,
            105771.9213445679,
            3165348.8054785165,
            1389016.3785409292,
            1776332.4269375857
        ],
        [
            2409.586517,
            2303.814595,
            105.771921,
            3165.348805,
            1389.016379,
            1776.332427
        ],
        [
            1.156603,
            1.105833,
            0.050771,
            0.167466,
            0.129718,
            0.140831
        ],
        [
            301.096669,
            301.096669,
            301.096669,
            301.096669,
            301.096669,
            301.096669
        ],
        [
            -94193,
            -58151,
            -86881,
            -1673835,
            -1100288,
            -1636823
        ],
        [
            3.536509,
            5.850423,
            1.222682,
            1.223551,
            1.19701,
            1.249873
        ],
        [
            230,
            115,
            115,
            230,
            115,
            115
        ],
        [
            117,
            61,
            56,
            117,
            61,
            56
        ],
        [
            113,
            54,
            59,
            113,
            54,
            59
        ],
        [
            50.869565,
            53.043478,
            48.695652,
            50.869565,
            53.043478,
            48.695652
        ],
        [
            3.415602,
            5.179063,
            1.288183,
            1.18172,
            1.059648,
            1.316831
        ],
        [
            2158517,
            2158517,
            51252,
            913145,
            913145,
            638880
        ],
        [
            -50864,
            -49907,
            -50864,
            -729122,
            -570870,
            -729122
        ],
        [
            106,
            100,
            111,
            106,
            100,
            111
        ],
        [
            127,
            118,
            138,
            127,
            118,
            138
        ],
        [
            84,
            81,
            86,
            84,
            81,
            86
        ],
        [
            24446,
            11591,
            12855,
            24446,
            11591,
            12855
        ],
        [
            5.795523,
            5.795523,
            21.045523,
            5.795523,
            5.795523,
            21.045523
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
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            1.45,
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            1.45,
            1.45
        ],
        [
            816696,
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            -290979,
            355143,
            -24078,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579125600000,
    "first_datapoint_time": 1581184800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759194333204,
    "expiration_time": 1765670400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 164,
            "offset": 123
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 212,
            "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)