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Trade: CHZ/USDT/240/SINWMA/HMA/9730

Strategy
CHZ/USDT/240/SINWMA/HMA/9730
Pair
CHZ_USDT
Interval
4h
Score
631808
Daily Profit
1.189734
Profit Factor
9.041960
Profitability
46.511628
Streak
0.000000
Best Strategy
Training Data Length
2223.170000
Evaluation Time
2025-10-07 15:36
Expiration Time
2025-12-13 02:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2693048.9622 2644981.6488 48067.3134 2865662.9551 20461201.6394 -17595538.6843
Total P&L (%) 2693.049 2644.9816 48.0673 2865.663 20461.2016 -17595.5387
Avg Daily Profit (%) 1.2114 1.1897 0.0216 0.1526 0.2399 0
Buy And Hold Return (%) 903.8628 903.8628 903.8628 903.8628 903.8628 903.8628
Max Trade Drawdown -183928 -102138 -131506 -27642391 -11372354 -19073359
Profit Factor 4.7139 9.042 1.1213 1.0503 1.9656 0.5088
Total Trades 86 43 43 86 43 43
Winning Trades 36 20 16 36 20 16
Losing Trades 50 23 27 50 23 27
Profitability (%) 41.8605 46.5116 37.2093 41.8605 46.5116 37.2093
Ratio Avg Win / Avg Loss 6.5471 10.3983 1.8922 1.4587 2.2604 0.8586
Largest Winning Trade 2359753 2359753 49164 28499526 28499526 3711014
Largest Losing Trade -48784 -47035 -48784 -14492635 -7156271 -14492635
Avg Bars in Trades 152 148 156 152 148 156
Avg Bars in Winners 260 235 291 260 235 291
Avg Bars in Losers 74 71 76 74 71 76
Bars Traded 13091 6369 6722 13091 6369 6722
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 541555 631808 -420653 -163498 389033 -585701
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13339,
    "evaluation_days": 2223.17,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1570305600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759840565300,
    "expiration_time": 1765586448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 168,
            "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": [
        [
            2693048.9622437134,
            2644981.648814854,
            48067.3134288597,
            2865662.955144549,
            20461201.63944839,
            -17595538.684303835
        ],
        [
            2693.048962,
            2644.981649,
            48.067313,
            2865.662955,
            20461.201639,
            -17595.538684
        ],
        [
            1.211355,
            1.189734,
            0.021621,
            0.152587,
            0.239855,
            0
        ],
        [
            903.862758,
            903.862758,
            903.862758,
            903.862758,
            903.862758,
            903.862758
        ],
        [
            -183928,
            -102138,
            -131506,
            -27642391,
            -11372354,
            -19073359
        ],
        [
            4.713882,
            9.04196,
            1.121311,
            1.050265,
            1.965578,
            0.508783
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            50,
            23,
            27,
            50,
            23,
            27
        ],
        [
            41.860465,
            46.511628,
            37.209302,
            41.860465,
            46.511628,
            37.209302
        ],
        [
            6.547059,
            10.398254,
            1.892212,
            1.458702,
            2.260414,
            0.858571
        ],
        [
            2359753,
            2359753,
            49164,
            28499526,
            28499526,
            3711014
        ],
        [
            -48784,
            -47035,
            -48784,
            -14492635,
            -7156271,
            -14492635
        ],
        [
            152,
            148,
            156,
            152,
            148,
            156
        ],
        [
            260,
            235,
            291,
            260,
            235,
            291
        ],
        [
            74,
            71,
            76,
            74,
            71,
            76
        ],
        [
            13091,
            6369,
            6722,
            13091,
            6369,
            6722
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            541555,
            631808,
            -420653,
            -163498,
            389033,
            -585701
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13339,
    "evaluation_days": 2223.17,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1570305600000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759840565300,
    "expiration_time": 1765586448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 172,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 168,
            "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)