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Trade: CHZ/USDT/240/SWMA/VWMA/3056

Strategy
CHZ/USDT/240/SWMA/VWMA/3056
Pair
CHZ_USDT
Interval
4h
Score
487827
Daily Profit
1.230551
Profit Factor
4.180702
Profitability
36.184211
Streak
0.000000
Best Strategy
Training Data Length
2217.500000
Evaluation Time
2025-10-01 19:39
Expiration Time
2025-12-07 06:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2728747.0538 2632343.9295 96403.1243 7836329.2948 7697646.3376 138682.9572
Total P&L (%) 2728.7471 2632.3439 96.4031 7836.3293 7697.6463 138.683
Avg Daily Profit (%) 1.2306 1.1871 0.0435 0.1974 0.1966 0.0392
Buy And Hold Return (%) 764.934 764.934 764.934 764.934 764.934 764.934
Max Trade Drawdown -143597 -88876 -96096 -9932362 -5885132 -8845299
Profit Factor 4.1807 7.0611 1.2276 1.1301 1.2576 1.0046
Total Trades 152 76 76 152 76 76
Winning Trades 55 25 30 55 25 30
Losing Trades 97 51 46 97 51 46
Profitability (%) 36.1842 32.8947 39.4737 36.1842 32.8947 39.4737
Ratio Avg Win / Avg Loss 7.3732 14.4047 1.8823 1.9931 2.5655 1.5403
Largest Winning Trade 2284587 2284587 50449 11309060 11309060 3701083
Largest Losing Trade -42007 -32288 -42007 -3654666 -3654666 -3648655
Avg Bars in Trades 86 89 83 86 89 83
Avg Bars in Winners 153 166 142 153 166 142
Avg Bars in Losers 48 51 45 48 51 45
Bars Traded 13110 6770 6340 13110 6770 6340
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 487827 -36798 -353418 -72829 -47165 -574202
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13305,
    "evaluation_days": 2217.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1569326400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759336796186,
    "expiration_time": 1765082160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 49,
            "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": [
        [
            2728747.0538115413,
            2632343.929513129,
            96403.1242984126,
            7836329.294781493,
            7697646.337617142,
            138682.9571643551
        ],
        [
            2728.747054,
            2632.34393,
            96.403124,
            7836.329295,
            7697.646338,
            138.682957
        ],
        [
            1.230551,
            1.187077,
            0.043474,
            0.197445,
            0.196649,
            0.03924
        ],
        [
            764.934042,
            764.934042,
            764.934042,
            764.934042,
            764.934042,
            764.934042
        ],
        [
            -143597,
            -88876,
            -96096,
            -9932362,
            -5885132,
            -8845299
        ],
        [
            4.180702,
            7.061128,
            1.227576,
            1.130134,
            1.257591,
            1.004572
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            55,
            25,
            30,
            55,
            25,
            30
        ],
        [
            97,
            51,
            46,
            97,
            51,
            46
        ],
        [
            36.184211,
            32.894737,
            39.473684,
            36.184211,
            32.894737,
            39.473684
        ],
        [
            7.373237,
            14.404701,
            1.882284,
            1.993145,
            2.565485,
            1.540343
        ],
        [
            2284587,
            2284587,
            50449,
            11309060,
            11309060,
            3701083
        ],
        [
            -42007,
            -32288,
            -42007,
            -3654666,
            -3654666,
            -3648655
        ],
        [
            86,
            89,
            83,
            86,
            89,
            83
        ],
        [
            153,
            166,
            142,
            153,
            166,
            142
        ],
        [
            48,
            51,
            45,
            48,
            51,
            45
        ],
        [
            13110,
            6770,
            6340,
            13110,
            6770,
            6340
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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            1.45
        ],
        [
            487827,
            -36798,
            -353418,
            -72829,
            -47165,
            -574202
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13305,
    "evaluation_days": 2217.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1569326400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759336796186,
    "expiration_time": 1765082160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 49,
            "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)