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Trade: CHZ/USDT/240/SWMA/HMA/5639

Strategy
CHZ/USDT/240/SWMA/HMA/5639
Pair
CHZ_USDT
Interval
4h
Score
425640
Daily Profit
1.075849
Profit Factor
4.025292
Profitability
35.000000
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 2391795.4682 2383929.9346 7865.5336 1263784.557 11781731.9686 -10517947.4115
Total P&L (%) 2391.7955 2383.9299 7.8655 1263.7846 11781.732 -10517.9474
Avg Daily Profit (%) 1.0758 1.0723 0.0035 0.1176 0.2151 0
Buy And Hold Return (%) 792.5253 792.5253 792.5253 792.5253 792.5253 792.5253
Max Trade Drawdown -206853 -116523 -139602 -20242022 -10051566 -11291219
Profit Factor 4.0253 7.7238 1.018 1.0327 1.6838 0.51
Total Trades 100 50 50 100 50 50
Winning Trades 35 19 16 35 19 16
Losing Trades 65 31 34 65 31 34
Profitability (%) 35 38 32 35 38 32
Ratio Avg Win / Avg Loss 7.4755 12.602 2.1633 1.9178 2.7472 1.0838
Largest Winning Trade 2145388 2145388 50939 19930052 19930052 2126496
Largest Losing Trade -37218 -35429 -37218 -6174947 -5202504 -6174947
Avg Bars in Trades 130 125 136 130 125 136
Avg Bars in Winners 256 233 283 256 233 283
Avg Bars in Losers 63 59 67 63 59 67
Bars Traded 13091 6274 6817 13091 6274 6817
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 425640 -165895 -740496 -234242 -173364 -766166
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": 1570636800000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759840571288,
    "expiration_time": 1765586448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 190,
            "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": [
        [
            2391795.468204806,
            2383929.934607324,
            7865.5335974817,
            1263784.5570451259,
            11781731.968591146,
            -10517947.411546027
        ],
        [
            2391.795468,
            2383.929935,
            7.865534,
            1263.784557,
            11781.731969,
            -10517.947412
        ],
        [
            1.075849,
            1.072311,
            0.003538,
            0.117597,
            0.215131,
            0
        ],
        [
            792.525253,
            792.525253,
            792.525253,
            792.525253,
            792.525253,
            792.525253
        ],
        [
            -206853,
            -116523,
            -139602,
            -20242022,
            -10051566,
            -11291219
        ],
        [
            4.025292,
            7.723796,
            1.018038,
            1.03266,
            1.683793,
            0.510009
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            65,
            31,
            34,
            65,
            31,
            34
        ],
        [
            35,
            38,
            32,
            35,
            38,
            32
        ],
        [
            7.475542,
            12.601983,
            2.163331,
            1.917797,
            2.747242,
            1.083768
        ],
        [
            2145388,
            2145388,
            50939,
            19930052,
            19930052,
            2126496
        ],
        [
            -37218,
            -35429,
            -37218,
            -6174947,
            -5202504,
            -6174947
        ],
        [
            130,
            125,
            136,
            130,
            125,
            136
        ],
        [
            256,
            233,
            283,
            256,
            233,
            283
        ],
        [
            63,
            59,
            67,
            63,
            59,
            67
        ],
        [
            13091,
            6274,
            6817,
            13091,
            6274,
            6817
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            425640,
            -165895,
            -740496,
            -234242,
            -173364,
            -766166
        ]
    ]
}
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": 1570636800000,
    "last_datapoint_time": 1759824000000,
    "evaluation_time": 1759840571288,
    "expiration_time": 1765586448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 190,
            "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)