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Trade: CHZ/USDT/360/DEMA/VWMA/6703

Strategy
CHZ/USDT/360/DEMA/VWMA/6703
Pair
CHZ_USDT
Interval
6h
Score
520307
Daily Profit
1.041526
Profit Factor
4.785000
Profitability
37.068966
Streak
0.000000
Best Strategy
Training Data Length
2225.750000
Evaluation Time
2025-10-09 17:07
Expiration Time
2025-12-15 08:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2318177.1138 2279022.1327 39154.9812 1350864.4062 4069288.7731 -2718424.3669
Total P&L (%) 2318.1771 2279.0221 39.155 1350.8644 4069.2888 -2718.4244
Avg Daily Profit (%) 1.0415 1.0239 0.0176 0.1202 0.1677 0
Buy And Hold Return (%) 523.1862 523.1862 523.1862 523.1862 523.1862 523.1862
Max Trade Drawdown -197216 -115920 -104582 -11011830 -4772260 -6826867
Profit Factor 4.785 8.6184 1.125 1.0585 1.4122 0.7943
Total Trades 116 58 58 116 58 58
Winning Trades 43 18 25 43 18 25
Losing Trades 73 40 33 73 40 33
Profitability (%) 37.069 31.0345 43.1034 37.069 31.0345 43.1034
Ratio Avg Win / Avg Loss 8.1234 19.152 1.485 1.797 3.1382 1.0485
Largest Winning Trade 2122690 2122690 49597 6059542 6059542 1778314
Largest Losing Trade -49347 -36511 -49347 -5035480 -1841213 -5035480
Avg Bars in Trades 74 73 76 74 73 76
Avg Bars in Winners 139 136 142 139 136 142
Avg Bars in Losers 36 45 26 36 45 26
Bars Traded 8696 4262 4434 8696 4262 4434
Profit Streak 0 12.0883 0 0 12.0883 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 520307 -167103 -600926 -195319 -177444 -761848
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8903,
    "evaluation_days": 2225.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571292000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760018829946,
    "expiration_time": 1765780344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 9,
            "offset": 157
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 33,
            "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": [
        [
            2318177.113840133,
            2279022.1326592565,
            39154.9811808778,
            1350864.4061802109,
            4069288.773058483,
            -2718424.3668782734
        ],
        [
            2318.177114,
            2279.022133,
            39.154981,
            1350.864406,
            4069.288773,
            -2718.424367
        ],
        [
            1.041526,
            1.023934,
            0.017592,
            0.120245,
            0.167739,
            0
        ],
        [
            523.186215,
            523.186215,
            523.186215,
            523.186215,
            523.186215,
            523.186215
        ],
        [
            -197216,
            -115920,
            -104582,
            -11011830,
            -4772260,
            -6826867
        ],
        [
            4.785,
            8.618409,
            1.124969,
            1.058512,
            1.412192,
            0.794287
        ],
        [
            116,
            58,
            58,
            116,
            58,
            58
        ],
        [
            43,
            18,
            25,
            43,
            18,
            25
        ],
        [
            73,
            40,
            33,
            73,
            40,
            33
        ],
        [
            37.068966,
            31.034483,
            43.103448,
            37.068966,
            31.034483,
            43.103448
        ],
        [
            8.123372,
            19.152019,
            1.484959,
            1.797009,
            3.138206,
            1.048459
        ],
        [
            2122690,
            2122690,
            49597,
            6059542,
            6059542,
            1778314
        ],
        [
            -49347,
            -36511,
            -49347,
            -5035480,
            -1841213,
            -5035480
        ],
        [
            74,
            73,
            76,
            74,
            73,
            76
        ],
        [
            139,
            136,
            142,
            139,
            136,
            142
        ],
        [
            36,
            45,
            26,
            36,
            45,
            26
        ],
        [
            8696,
            4262,
            4434,
            8696,
            4262,
            4434
        ],
        [
            0,
            12.088309,
            0,
            0,
            12.08831,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520307,
            -167103,
            -600926,
            -195319,
            -177444,
            -761848
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8903,
    "evaluation_days": 2225.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571292000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760018829946,
    "expiration_time": 1765780344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 9,
            "offset": 157
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 33,
            "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)