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Trade: CHZ/USDT/240/SINWMA/BBM/4391

Strategy
CHZ/USDT/240/SINWMA/BBM/4391
Pair
CHZ_USDT
Interval
4h
Score
518044
Daily Profit
1.125019
Profit Factor
4.387922
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-27 19:15
Expiration Time
2025-11-29 21:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2486663.6107 2444936.8068 41726.804 2463420.7053 12465761.7077 -10002341.0024
Total P&L (%) 2486.6636 2444.9368 41.7268 2463.4207 12465.7617 -10002.341
Avg Daily Profit (%) 1.125 1.1061 0.0189 0.1469 0.2189 0
Buy And Hold Return (%) 737.6931 737.6931 737.6931 737.6931 737.6931 737.6931
Max Trade Drawdown -184865 -107154 -129271 -16095048 -6587608 -11512308
Profit Factor 4.3879 8.7515 1.0997 1.056 1.7036 0.6192
Total Trades 100 50 50 100 50 50
Winning Trades 40 21 19 40 21 19
Losing Trades 60 29 31 60 29 31
Profitability (%) 40 42 38 40 42 38
Ratio Avg Win / Avg Loss 6.5819 12.0854 1.7942 1.584 2.3526 1.0103
Largest Winning Trade 2201713 2201713 48682 16541566 16541566 2797125
Largest Losing Trade -37409 -35729 -37409 -6469137 -3419765 -6469137
Avg Bars in Trades 129 122 136 129 122 136
Avg Bars in Winners 236 221 253 236 221 253
Avg Bars in Losers 58 50 65 58 50 65
Bars Traded 12944 6110 6834 12944 6110 6834
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 518044 -164038 -627891 -160804 -171738 -763833
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13262,
    "evaluation_days": 2210.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1570478400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758989722114,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 239,
            "offset": 150,
            "std": 2.19986
        }
    }
}
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": [
        [
            2486663.6107333833,
            2444936.80676984,
            41726.8039635434,
            2463420.7053342685,
            12465761.707689537,
            -10002341.002355263
        ],
        [
            2486.663611,
            2444.936807,
            41.726804,
            2463.420705,
            12465.761708,
            -10002.341002
        ],
        [
            1.125019,
            1.106141,
            0.018878,
            0.14687,
            0.21892,
            0
        ],
        [
            737.6931,
            737.6931,
            737.6931,
            737.6931,
            737.6931,
            737.6931
        ],
        [
            -184865,
            -107154,
            -129271,
            -16095048,
            -6587608,
            -11512308
        ],
        [
            4.387922,
            8.75148,
            1.099691,
            1.056006,
            1.703618,
            0.619223
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            60,
            29,
            31,
            60,
            29,
            31
        ],
        [
            40,
            42,
            38,
            40,
            42,
            38
        ],
        [
            6.581883,
            12.085377,
            1.794232,
            1.584009,
            2.352616,
            1.010311
        ],
        [
            2201713,
            2201713,
            48682,
            16541566,
            16541566,
            2797125
        ],
        [
            -37409,
            -35729,
            -37409,
            -6469137,
            -3419765,
            -6469137
        ],
        [
            129,
            122,
            136,
            129,
            122,
            136
        ],
        [
            236,
            221,
            253,
            236,
            221,
            253
        ],
        [
            58,
            50,
            65,
            58,
            50,
            65
        ],
        [
            12944,
            6110,
            6834,
            12944,
            6110,
            6834
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            518044,
            -164038,
            -627891,
            -160804,
            -171738,
            -763833
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13262,
    "evaluation_days": 2210.33,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1570478400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758989722114,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 191,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 239,
            "offset": 150,
            "std": 2.19986
        }
    }
}

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)