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Trade: CHZ/USDT/240/HWMA/DCU/1106

Strategy
CHZ/USDT/240/HWMA/DCU/1106
Pair
CHZ_USDT
Interval
4h
Score
393805
Daily Profit
0.210349
Profit Factor
1.998226
Profitability
46.212121
Streak
6.284810
Best Strategy
Training Data Length
2225.500000
Evaluation Time
2025-10-09 21:50
Expiration Time
2025-12-15 12:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1280181.7919 121131.1297 -1401312.9216 -1478862.5792 10638337.8626 -12117200.4418
Total P&L (%) -1280.1818 121.1311 -1401.3129 -1478.8626 10638.3379 -12117.2004
Avg Daily Profit (%) -0.5752 0.0544 -0.6297 0 0.2103 0
Buy And Hold Return (%) 226.4216 226.4216 226.4216 226.4216 226.4216 226.4216
Max Trade Drawdown -1606366 -125872 -1531293 -12859107 -3787140 -13881370
Profit Factor 0.3855 1.2892 0.1581 0.9478 1.9982 0.3142
Total Trades 265 132 133 265 132 133
Winning Trades 205 105 100 119 61 58
Losing Trades 60 27 33 146 71 75
Profitability (%) 77.3585 79.5455 75.188 44.9057 46.2121 43.609
Ratio Avg Win / Avg Loss 0.1128 0.3315 0.0522 1.1628 2.3258 0.4063
Largest Winning Trade 45736 45736 18246 6057353 6057353 2376377
Largest Losing Trade -1483373 -55586 -1483373 -12178938 -2334246 -12178938
Avg Bars in Trades 48 82 16 48 82 16
Avg Bars in Winners 16 28 5 76 130 19
Avg Bars in Losers 158 291 49 26 40 13
Bars Traded 12984 10837 2147 12984 10837 2147
Profit Streak 4.7848 0 7.9515 0 6.2848 0
Trades During Streak 1 0 3 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575330 -283757 -575600 -579706 393805 -583187
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13353,
    "evaluation_days": 2225.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1572652800000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760035807558,
    "expiration_time": 1765794096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.79595,
            "nb": 0.88473,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 242,
            "offset": 100
        }
    }
}
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": [
        [
            -1280181.791897189,
            121131.1296895941,
            -1401312.9215867831,
            -1478862.5792333987,
            10638337.862553777,
            -12117200.441787174
        ],
        [
            -1280.181792,
            121.13113,
            -1401.312922,
            -1478.862579,
            10638.337863,
            -12117.200442
        ],
        [
            -0.575233,
            0.054429,
            -0.629662,
            0,
            0.210349,
            0
        ],
        [
            226.421565,
            226.421565,
            226.421565,
            226.421565,
            226.421565,
            226.421565
        ],
        [
            -1606366,
            -125872,
            -1531293,
            -12859107,
            -3787140,
            -13881370
        ],
        [
            0.385472,
            1.289217,
            0.158052,
            0.947792,
            1.998226,
            0.314219
        ],
        [
            265,
            132,
            133,
            265,
            132,
            133
        ],
        [
            205,
            105,
            100,
            119,
            61,
            58
        ],
        [
            60,
            27,
            33,
            146,
            71,
            75
        ],
        [
            77.358491,
            79.545455,
            75.18797,
            44.90566,
            46.212121,
            43.609023
        ],
        [
            0.112821,
            0.331513,
            0.052157,
            1.162837,
            2.325804,
            0.406318
        ],
        [
            45736,
            45736,
            18246,
            6057353,
            6057353,
            2376377
        ],
        [
            -1483373,
            -55586,
            -1483373,
            -12178938,
            -2334246,
            -12178938
        ],
        [
            48,
            82,
            16,
            48,
            82,
            16
        ],
        [
            16,
            28,
            5,
            76,
            130,
            19
        ],
        [
            158,
            291,
            49,
            26,
            40,
            13
        ],
        [
            12984,
            10837,
            2147,
            12984,
            10837,
            2147
        ],
        [
            4.78481,
            0,
            7.951476,
            0,
            6.28481,
            0
        ],
        [
            1,
            0,
            3,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575330,
            -283757,
            -575600,
            -579706,
            393805,
            -583187
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13353,
    "evaluation_days": 2225.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1572652800000,
    "last_datapoint_time": 1760025600000,
    "evaluation_time": 1760035807558,
    "expiration_time": 1765794096000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.79595,
            "nb": 0.88473,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 242,
            "offset": 100
        }
    }
}

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)