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Trade: CHZ/USDT/240/SINWMA/SWMA/1002

Strategy
CHZ/USDT/240/SINWMA/SWMA/1002
Pair
CHZ_USDT
Interval
4h
Score
722463
Daily Profit
1.063099
Profit Factor
13.899754
Profitability
57.894737
Streak
0.000000
Best Strategy
Training Data Length
2210.330000
Evaluation Time
2025-09-27 05:05
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 2554877.4433 2349799.833 205077.6103 34504903.6793 51066893.2018 -16561989.5225
Total P&L (%) 2554.8774 2349.7998 205.0776 34504.9037 51066.8932 -16561.9895
Avg Daily Profit (%) 1.1559 1.0631 0.0928 0.2649 0.2826 0
Buy And Hold Return (%) 723.446 723.446 723.446 723.446 723.446 723.446
Max Trade Drawdown -131856 -79589 -81962 -184088789 -90426452 -119072822
Profit Factor 6.7304 13.8998 1.7777 1.0808 1.2979 0.9352
Total Trades 76 38 38 76 38 38
Winning Trades 41 22 19 41 22 19
Losing Trades 35 16 19 35 16 19
Profitability (%) 53.9474 57.8947 50 53.9474 57.8947 50
Ratio Avg Win / Avg Loss 5.7455 10.1089 1.7777 0.9226 0.9439 0.9352
Largest Winning Trade 2035744 2035744 55381 104887970 104887970 47632613
Largest Losing Trade -52720 -36900 -52720 -74439297 -51174610 -74439297
Avg Bars in Trades 170 169 171 170 169 171
Avg Bars in Winners 213 202 226 213 202 226
Avg Bars in Losers 119 123 116 119 123 116
Bars Traded 12947 6424 6523 12947 6424 6523
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 -33901 722463 -231491 -177977 294634 -580764
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": 1570723200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758938759472,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 172,
            "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": [
        [
            2554877.443312424,
            2349799.833006946,
            205077.6103054779,
            34504903.67930417,
            51066893.20183147,
            -16561989.522527339
        ],
        [
            2554.877443,
            2349.799833,
            205.07761,
            34504.903679,
            51066.893202,
            -16561.989523
        ],
        [
            1.155881,
            1.063099,
            0.092781,
            0.264862,
            0.282604,
            0
        ],
        [
            723.446042,
            723.446042,
            723.446042,
            723.446042,
            723.446042,
            723.446042
        ],
        [
            -131856,
            -79589,
            -81962,
            -184088789,
            -90426452,
            -119072822
        ],
        [
            6.730391,
            13.899754,
            1.777727,
            1.080809,
            1.297865,
            0.935191
        ],
        [
            76,
            38,
            38,
            76,
            38,
            38
        ],
        [
            41,
            22,
            19,
            41,
            22,
            19
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            53.947368,
            57.894737,
            50,
            53.947368,
            57.894737,
            50
        ],
        [
            5.745456,
            10.108912,
            1.777727,
            0.922642,
            0.943902,
            0.935191
        ],
        [
            2035744,
            2035744,
            55381,
            104887970,
            104887970,
            47632613
        ],
        [
            -52720,
            -36900,
            -52720,
            -74439297,
            -51174610,
            -74439297
        ],
        [
            170,
            169,
            171,
            170,
            169,
            171
        ],
        [
            213,
            202,
            226,
            213,
            202,
            226
        ],
        [
            119,
            123,
            116,
            119,
            123,
            116
        ],
        [
            12947,
            6424,
            6523,
            12947,
            6424,
            6523
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -33901,
            722463,
            -231491,
            -177977,
            294634,
            -580764
        ]
    ]
}
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": 1570723200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758938759472,
    "expiration_time": 1764444384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 208,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 172,
            "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)