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Trade: CHZ/USDT/240/SINWMA/HMA/6058

Strategy
CHZ/USDT/240/SINWMA/HMA/6058
Pair
CHZ_USDT
Interval
4h
Score
677256
Daily Profit
1.247523
Profit Factor
9.447175
Profitability
47.619048
Streak
0.000000
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-27 19:23
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 2823806.5378 2757437.5055 66369.0323 3627874.5883 23369897.1207 -19742022.5323
Total P&L (%) 2823.8065 2757.4375 66.369 3627.8746 23369.8971 -19742.0225
Avg Daily Profit (%) 1.2776 1.2475 0.03 0.1638 0.2473 0
Buy And Hold Return (%) 722.9462 722.9462 722.9462 722.9462 722.9462 722.9462
Max Trade Drawdown -204367 -96638 -146123 -34709770 -16321045 -21711704
Profit Factor 5.0672 9.4472 1.1804 1.0448 1.6829 0.5781
Total Trades 84 42 42 84 42 42
Winning Trades 36 20 16 36 20 16
Losing Trades 48 22 26 48 22 26
Profitability (%) 42.8571 47.619 38.0952 42.8571 47.619 38.0952
Ratio Avg Win / Avg Loss 6.7562 10.3919 1.9182 1.393 1.8512 0.9394
Largest Winning Trade 2497745 2497745 44565 35372617 35372617 5409329
Largest Losing Trade -41518 -41518 -38281 -14083279 -9427095 -14083279
Avg Bars in Trades 154 148 159 154 148 159
Avg Bars in Winners 261 237 292 261 237 292
Avg Bars in Losers 73 68 77 73 68 77
Bars Traded 12946 6257 6689 12946 6257 6689
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 596363 677256 -344088 -167411 386903 -585364
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": 1570939200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758990185202,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 210,
            "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": [
        [
            2823806.537771201,
            2757437.5054647676,
            66369.0323064337,
            3627874.5883098627,
            23369897.12065924,
            -19742022.532349356
        ],
        [
            2823.806538,
            2757.437505,
            66.369032,
            3627.874588,
            23369.897121,
            -19742.022532
        ],
        [
            1.27755,
            1.247523,
            0.030027,
            0.163839,
            0.24725,
            0
        ],
        [
            722.946176,
            722.946176,
            722.946176,
            722.946176,
            722.946176,
            722.946176
        ],
        [
            -204367,
            -96638,
            -146123,
            -34709770,
            -16321045,
            -21711704
        ],
        [
            5.067179,
            9.447175,
            1.18042,
            1.044783,
            1.682944,
            0.578081
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            42.857143,
            47.619048,
            38.095238,
            42.857143,
            47.619048,
            38.095238
        ],
        [
            6.756239,
            10.391892,
            1.918183,
            1.393044,
            1.851239,
            0.939382
        ],
        [
            2497745,
            2497745,
            44565,
            35372617,
            35372617,
            5409329
        ],
        [
            -41518,
            -41518,
            -38281,
            -14083279,
            -9427095,
            -14083279
        ],
        [
            154,
            148,
            159,
            154,
            148,
            159
        ],
        [
            261,
            237,
            292,
            261,
            237,
            292
        ],
        [
            73,
            68,
            77,
            73,
            68,
            77
        ],
        [
            12946,
            6257,
            6689,
            12946,
            6257,
            6689
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            596363,
            677256,
            -344088,
            -167411,
            386903,
            -585364
        ]
    ]
}
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": 1570939200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758990185202,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 145,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 210,
            "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)