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Trade: CHZ/USDT/240/SINWMA/DEMA/3291

Strategy
CHZ/USDT/240/SINWMA/DEMA/3291
Pair
CHZ_USDT
Interval
4h
Score
500506
Daily Profit
1.215906
Profit Factor
4.261541
Profitability
37.500000
Streak
0.000000
Best Strategy
Training Data Length
2218.500000
Evaluation Time
2025-10-02 21:35
Expiration Time
2025-12-08 07:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2697487.0731 2584775.1968 112711.8764 11456213.509 12242680.0575 -786466.5485
Total P&L (%) 2697.4871 2584.7752 112.7119 11456.2135 12242.6801 -786.4665
Avg Daily Profit (%) 1.2159 1.1651 0.0508 0.2143 0.2173 0
Buy And Hold Return (%) 704.972 704.972 704.972 704.972 704.972 704.972
Max Trade Drawdown -132052 -81762 -89008 -14539230 -7849965 -11858730
Profit Factor 4.2615 7.4907 1.2628 1.1303 1.2918 0.9829
Total Trades 136 68 68 136 68 68
Winning Trades 51 23 28 51 23 28
Losing Trades 85 45 40 85 45 40
Profitability (%) 37.5 33.8235 41.1765 37.5 33.8235 41.1765
Ratio Avg Win / Avg Loss 7.1026 14.6558 1.804 1.8839 2.5275 1.4041
Largest Winning Trade 2216550 2216550 47670 15976692 15976692 4959231
Largest Losing Trade -51371 -30013 -51371 -5675376 -4737901 -5675376
Avg Bars in Trades 96 91 101 96 91 101
Avg Bars in Winners 180 178 181 180 178 181
Avg Bars in Losers 45 46 45 45 46 45
Bars Traded 13108 6193 6915 13108 6193 6915
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 500506 -96256 -402765 -72405 -106418 -692000
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13311,
    "evaluation_days": 2218.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1569225600000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759430133762,
    "expiration_time": 1765171152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 64,
            "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": [
        [
            2697487.073119709,
            2584775.1967684175,
            112711.8763512908,
            11456213.508967688,
            12242680.05746584,
            -786466.548498143
        ],
        [
            2697.487073,
            2584.775197,
            112.711876,
            11456.213509,
            12242.680057,
            -786.466548
        ],
        [
            1.215906,
            1.1651,
            0.050805,
            0.214329,
            0.217304,
            0
        ],
        [
            704.971989,
            704.971989,
            704.971989,
            704.971989,
            704.971989,
            704.971989
        ],
        [
            -132052,
            -81762,
            -89008,
            -14539230,
            -7849965,
            -11858730
        ],
        [
            4.261541,
            7.490731,
            1.262834,
            1.130319,
            1.291825,
            0.982887
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            51,
            23,
            28,
            51,
            23,
            28
        ],
        [
            85,
            45,
            40,
            85,
            45,
            40
        ],
        [
            37.5,
            33.823529,
            41.176471,
            37.5,
            33.823529,
            41.176471
        ],
        [
            7.102569,
            14.655778,
            1.804048,
            1.883865,
            2.527484,
            1.404124
        ],
        [
            2216550,
            2216550,
            47670,
            15976692,
            15976692,
            4959231
        ],
        [
            -51371,
            -30013,
            -51371,
            -5675376,
            -4737901,
            -5675376
        ],
        [
            96,
            91,
            101,
            96,
            91,
            101
        ],
        [
            180,
            178,
            181,
            180,
            178,
            181
        ],
        [
            45,
            46,
            45,
            45,
            46,
            45
        ],
        [
            13108,
            6193,
            6915,
            13108,
            6193,
            6915
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            500506,
            -96256,
            -402765,
            -72405,
            -106418,
            -692000
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13311,
    "evaluation_days": 2218.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1569225600000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759430133762,
    "expiration_time": 1765171152000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 104,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 64,
            "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)