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Trade: CHZ/USDT/240/VWMA/VWMA/8852

Strategy
CHZ/USDT/240/VWMA/VWMA/8852
Pair
CHZ_USDT
Interval
4h
Score
825062
Daily Profit
1.188281
Profit Factor
16.967365
Profitability
61.290323
Streak
341.580887
Best Strategy
Training Data Length
2226.500000
Evaluation Time
2025-10-10 20:56
Expiration Time
2025-12-16 13:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2847969.6902 2645708.1661 202261.5241 45241062.7842 54796991.7785 -9555928.9943
Total P&L (%) 2847.9697 2645.7082 202.2615 45241.0628 54796.9918 -9555.929
Avg Daily Profit (%) 1.2791 1.1883 0.0908 0.2751 0.2837 0
Buy And Hold Return (%) 603.4047 603.4047 603.4047 603.4047 603.4047 603.4047
Max Trade Drawdown -126577 -69068 -67645 -131918274 -62992130 -73611995
Profit Factor 8.0616 16.9674 1.8512 1.1813 1.5271 0.9344
Total Trades 62 31 31 62 31 31
Winning Trades 35 19 16 35 19 16
Losing Trades 27 12 15 27 12 15
Profitability (%) 56.4516 61.2903 51.6129 56.4516 61.2903 51.6129
Ratio Avg Win / Avg Loss 6.219 10.7162 1.7355 0.9113 0.9645 0.876
Largest Winning Trade 2287288 2287288 55062 81845780 81845780 26217683
Largest Losing Trade -54453 -36220 -54453 -57420486 -31270095 -57420486
Avg Bars in Trades 209 199 218 209 199 218
Avg Bars in Winners 270 234 314 270 234 314
Avg Bars in Losers 129 144 116 129 144 116
Bars Traded 12964 6187 6777 12964 6187 6777
Profit Streak 88.5809 341.5809 88.5809 88.5809 341.5809 88.5809
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -136175 825062 -233219 -170821 407726 -580050
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13359,
    "evaluation_days": 2226.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571184000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760118988668,
    "expiration_time": 1765883088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 121,
            "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": [
        [
            2847969.690191215,
            2645708.166140868,
            202261.5240503463,
            45241062.78419008,
            54796991.77847043,
            -9555928.994280323
        ],
        [
            2847.96969,
            2645.708166,
            202.261524,
            45241.062784,
            54796.991778,
            -9555.928994
        ],
        [
            1.279124,
            1.188281,
            0.090843,
            0.275105,
            0.283718,
            0
        ],
        [
            603.404703,
            603.404703,
            603.404703,
            603.404703,
            603.404703,
            603.404703
        ],
        [
            -126577,
            -69068,
            -67645,
            -131918274,
            -62992130,
            -73611995
        ],
        [
            8.061637,
            16.967365,
            1.851244,
            1.181269,
            1.527099,
            0.934378
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            27,
            12,
            15,
            27,
            12,
            15
        ],
        [
            56.451613,
            61.290323,
            51.612903,
            56.451613,
            61.290323,
            51.612903
        ],
        [
            6.218977,
            10.716231,
            1.735542,
            0.911264,
            0.964484,
            0.875979
        ],
        [
            2287288,
            2287288,
            55062,
            81845780,
            81845780,
            26217683
        ],
        [
            -54453,
            -36220,
            -54453,
            -57420486,
            -31270095,
            -57420486
        ],
        [
            209,
            199,
            218,
            209,
            199,
            218
        ],
        [
            270,
            234,
            314,
            270,
            234,
            314
        ],
        [
            129,
            144,
            116,
            129,
            144,
            116
        ],
        [
            12964,
            6187,
            6777,
            12964,
            6187,
            6777
        ],
        [
            88.580887,
            341.580887,
            88.580887,
            88.580887,
            341.580887,
            88.580887
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -136175,
            825062,
            -233219,
            -170821,
            407726,
            -580050
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13359,
    "evaluation_days": 2226.5,
    "actual_first_datapoint_time": 1567742400000,
    "first_datapoint_time": 1571184000000,
    "last_datapoint_time": 1760112000000,
    "evaluation_time": 1760118988668,
    "expiration_time": 1765883088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 240,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 121,
            "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)