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Trade: CHZ/USDT/240/SWMA/VWMA/3331

Strategy
CHZ/USDT/240/SWMA/VWMA/3331
Pair
CHZ_USDT
Interval
4h
Score
306086
Daily Profit
0.663039
Profit Factor
1.884424
Profitability
30.474732
Streak
15.416333
Best Strategy
Training Data Length
2222.830000
Evaluation Time
2025-10-07 04:59
Expiration Time
2025-12-12 18:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1473823.6868 1358408.7773 115414.9095 9569431.9655 2036226.2638 7533205.7017
Total P&L (%) 1473.8237 1358.4088 115.4149 9569.432 2036.2263 7533.2057
Avg Daily Profit (%) 0.663 0.6111 0.0519 0.2059 0.1378 0.1952
Buy And Hold Return (%) 614.6774 614.6774 614.6774 614.6774 614.6774 614.6774
Max Trade Drawdown -101775 -90403 -151980 -16207039 -16399356 -6737786
Profit Factor 1.8844 2.6774 1.1347 1.0943 1.0391 1.1526
Total Trades 653 327 326 653 327 326
Winning Trades 199 91 108 199 91 108
Losing Trades 454 236 218 454 236 218
Profitability (%) 30.4747 27.8287 33.1288 30.4747 27.8287 33.1288
Ratio Avg Win / Avg Loss 4.2991 6.9435 2.2905 2.4965 2.6947 2.3266
Largest Winning Trade 953664 953664 49879 5214645 5214645 3296809
Largest Losing Trade -20542 -12017 -20542 -1963894 -1963894 -1579677
Avg Bars in Trades 20 19 20 20 19 20
Avg Bars in Winners 44 46 42 44 46 42
Avg Bars in Losers 9 9 10 9 9 10
Bars Traded 13273 6528 6745 13273 6528 6745
Profit Streak 15.4163 15.4163 19.2497 15.4163 15.4163 19.2497
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306086 -4162 -365129 -110441 -203228 -48124
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13337,
    "evaluation_days": 2222.83,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1568275200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759802371225,
    "expiration_time": 1765556784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 3,
            "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": [
        [
            1473823.6867508732,
            1358408.77725085,
            115414.9095000238,
            9569431.965534778,
            2036226.2637923378,
            7533205.701742459
        ],
        [
            1473.823687,
            1358.408777,
            115.41491,
            9569.431966,
            2036.226264,
            7533.205702
        ],
        [
            0.663039,
            0.611117,
            0.051923,
            0.205875,
            0.13783,
            0.195216
        ],
        [
            614.677419,
            614.677419,
            614.677419,
            614.677419,
            614.677419,
            614.677419
        ],
        [
            -101775,
            -90403,
            -151980,
            -16207039,
            -16399356,
            -6737786
        ],
        [
            1.884424,
            2.677351,
            1.134741,
            1.09429,
            1.039063,
            1.152609
        ],
        [
            653,
            327,
            326,
            653,
            327,
            326
        ],
        [
            199,
            91,
            108,
            199,
            91,
            108
        ],
        [
            454,
            236,
            218,
            454,
            236,
            218
        ],
        [
            30.474732,
            27.828746,
            33.128834,
            30.474732,
            27.828746,
            33.128834
        ],
        [
            4.299137,
            6.94346,
            2.290496,
            2.496521,
            2.694713,
            2.326563
        ],
        [
            953664,
            953664,
            49879,
            5214645,
            5214645,
            3296809
        ],
        [
            -20542,
            -12017,
            -20542,
            -1963894,
            -1963894,
            -1579677
        ],
        [
            20,
            19,
            20,
            20,
            19,
            20
        ],
        [
            44,
            46,
            42,
            44,
            46,
            42
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            13273,
            6528,
            6745,
            13273,
            6528,
            6745
        ],
        [
            15.416333,
            15.416333,
            19.249667,
            15.416334,
            15.416334,
            19.249667
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306086,
            -4162,
            -365129,
            -110441,
            -203228,
            -48124
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13337,
    "evaluation_days": 2222.83,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1568275200000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759802371225,
    "expiration_time": 1765556784000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 38,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 3,
            "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)