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Trade: CHZ/USDT/240/SINWMA/HMA/1009

Strategy
CHZ/USDT/240/SINWMA/HMA/1009
Pair
CHZ_USDT
Interval
4h
Score
664558
Daily Profit
1.032927
Profit Factor
10.186162
Profitability
47.222222
Streak
0.000000
Best Strategy
Training Data Length
2214.670000
Evaluation Time
2025-09-29 00:25
Expiration Time
2025-12-04 08:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2430450.5957 2287591.6096 142858.9861 14646288.5696 15614166.4565 -967877.8869
Total P&L (%) 2430.4506 2287.5916 142.859 14646.2886 15614.1665 -967.8779
Avg Daily Profit (%) 1.0974 1.0329 0.0645 0.2257 0.2286 0
Buy And Hold Return (%) 593.9277 593.9277 593.9277 593.9277 593.9277 593.9277
Max Trade Drawdown -166609 -75910 -128069 -81093178 -35121418 -61339264
Profit Factor 5.3432 10.1862 1.46 1.0684 1.1582 0.9916
Total Trades 71 36 35 71 36 35
Winning Trades 32 17 15 32 17 15
Losing Trades 39 19 20 39 19 20
Profitability (%) 45.0704 47.2222 42.8571 45.0704 47.2222 42.8571
Ratio Avg Win / Avg Loss 6.512 11.3845 1.9467 1.3021 1.2945 1.3222
Largest Winning Trade 1969674 1969674 51993 34673282 34673282 22066849
Largest Losing Trade -44310 -36364 -44310 -21248034 -14070538 -21248034
Avg Bars in Trades 183 170 196 183 170 196
Avg Bars in Winners 292 272 314 292 272 314
Avg Bars in Losers 94 79 107 94 79 107
Bars Traded 13031 6155 6877 13031 6155 6877
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 -73864 664558 -273190 -230233 -39294 -581898
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13288,
    "evaluation_days": 2214.67,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571184000000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759094707619,
    "expiration_time": 1764830016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 226,
            "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": [
        [
            2430450.5957100927,
            2287591.609626,
            142858.9860840933,
            14646288.569560343,
            15614166.45649304,
            -967877.8869326995
        ],
        [
            2430.450596,
            2287.59161,
            142.858986,
            14646.28857,
            15614.166456,
            -967.877887
        ],
        [
            1.097432,
            1.032927,
            0.064506,
            0.225732,
            0.228609,
            0
        ],
        [
            593.927694,
            593.927694,
            593.927694,
            593.927694,
            593.927694,
            593.927694
        ],
        [
            -166609,
            -75910,
            -128069,
            -81093178,
            -35121418,
            -61339264
        ],
        [
            5.343218,
            10.186162,
            1.459988,
            1.068392,
            1.158212,
            0.991617
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            45.070423,
            47.222222,
            42.857143,
            45.070423,
            47.222222,
            42.857143
        ],
        [
            6.512047,
            11.384534,
            1.946651,
            1.302103,
            1.294472,
            1.322156
        ],
        [
            1969674,
            1969674,
            51993,
            34673282,
            34673282,
            22066849
        ],
        [
            -44310,
            -36364,
            -44310,
            -21248034,
            -14070538,
            -21248034
        ],
        [
            183,
            170,
            196,
            183,
            170,
            196
        ],
        [
            292,
            272,
            314,
            292,
            272,
            314
        ],
        [
            94,
            79,
            107,
            94,
            79,
            107
        ],
        [
            13031,
            6155,
            6877,
            13031,
            6155,
            6877
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -73864,
            664558,
            -273190,
            -230233,
            -39294,
            -581898
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13288,
    "evaluation_days": 2214.67,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571184000000,
    "last_datapoint_time": 1759089600000,
    "evaluation_time": 1759094707619,
    "expiration_time": 1764830016000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 226,
            "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)