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Trade: CHZ/USDT/240/HL2/WMA/7531

Strategy
CHZ/USDT/240/HL2/WMA/7531
Pair
CHZ_USDT
Interval
4h
Score
308806
Daily Profit
0.180615
Profit Factor
1.420806
Profitability
50.242718
Streak
17.969141
Best Strategy
Training Data Length
2223.330000
Evaluation Time
2025-10-07 18:15
Expiration Time
2025-12-13 06:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 282597.0514 401567.7691 -118970.7176 -77044.7107 78494.7354 -155539.4461
Total P&L (%) 282.5971 401.5678 -118.9707 -77.0447 78.4947 -155.5394
Avg Daily Profit (%) 0.1271 0.1806 -0.0535 -0.0662 0.0261 0
Buy And Hold Return (%) 134.9504 134.9504 134.9504 134.9504 134.9504 134.9504
Max Trade Drawdown -205531 -85435 -373949 -239044 -61023 -291703
Profit Factor 1.1336 1.4208 0.8975 0.9022 1.2523 0.6737
Total Trades 824 412 412 824 412 412
Winning Trades 411 207 204 411 207 204
Losing Trades 413 205 208 413 205 208
Profitability (%) 49.8786 50.2427 49.5146 49.8786 50.2427 49.5146
Ratio Avg Win / Avg Loss 1.1391 1.4071 0.9151 0.9066 1.2402 0.6869
Largest Winning Trade 145711 145711 42350 72883 68669 72883
Largest Losing Trade -49748 -34611 -49748 -82534 -30782 -82534
Avg Bars in Trades 15 17 13 15 17 13
Avg Bars in Winners 16 16 15 16 16 15
Avg Bars in Losers 14 18 11 14 18 11
Bars Traded 12920 7221 5699 12920 7221 5699
Profit Streak 8.6358 17.9691 0 8.6358 17.9691 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -97553 308806 -579091 -575156 -320607 -579091
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13340,
    "evaluation_days": 2223.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1572854400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759850133779,
    "expiration_time": 1765601280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 168
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 246,
            "offset": 110
        }
    }
}
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": [
        [
            282597.0514241765,
            401567.7690606803,
            -118970.7176365036,
            -77044.7106653823,
            78494.7354055284,
            -155539.4460709109
        ],
        [
            282.597051,
            401.567769,
            -118.970718,
            -77.044711,
            78.494735,
            -155.539446
        ],
        [
            0.127105,
            0.180615,
            -0.05351,
            -0.066168,
            0.026063,
            0
        ],
        [
            134.950415,
            134.950415,
            134.950415,
            134.950415,
            134.950415,
            134.950415
        ],
        [
            -205531,
            -85435,
            -373949,
            -239044,
            -61023,
            -291703
        ],
        [
            1.133588,
            1.420806,
            0.897541,
            0.902201,
            1.252323,
            0.673716
        ],
        [
            824,
            412,
            412,
            824,
            412,
            412
        ],
        [
            411,
            207,
            204,
            411,
            207,
            204
        ],
        [
            413,
            205,
            208,
            413,
            205,
            208
        ],
        [
            49.878641,
            50.242718,
            49.514563,
            49.878641,
            50.242718,
            49.514563
        ],
        [
            1.139105,
            1.407078,
            0.915139,
            0.906591,
            1.240223,
            0.686926
        ],
        [
            145711,
            145711,
            42350,
            72883,
            68669,
            72883
        ],
        [
            -49748,
            -34611,
            -49748,
            -82534,
            -30782,
            -82534
        ],
        [
            15,
            17,
            13,
            15,
            17,
            13
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            14,
            18,
            11,
            14,
            18,
            11
        ],
        [
            12920,
            7221,
            5699,
            12920,
            7221,
            5699
        ],
        [
            8.635807,
            17.969141,
            0,
            8.635808,
            17.969141,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -97553,
            308806,
            -579091,
            -575156,
            -320607,
            -579091
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13340,
    "evaluation_days": 2223.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1572854400000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759850133779,
    "expiration_time": 1765601280000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 168
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 246,
            "offset": 110
        }
    }
}

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)