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Trade: CHZ/USDT/360/LINREG/FWMA/5198

Strategy
CHZ/USDT/360/LINREG/FWMA/5198
Pair
CHZ_USDT
Interval
6h
Score
535961
Daily Profit
1.078396
Profit Factor
5.309565
Profitability
35.398230
Streak
0.000000
Best Strategy
Training Data Length
2224.000000
Evaluation Time
2025-10-08 00:08
Expiration Time
2025-12-13 13:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2405123.1441 2398351.7421 6771.402 515608.0401 2921773.516 -2406165.4759
Total P&L (%) 2405.1231 2398.3517 6.7714 515.608 2921.7735 -2406.1655
Avg Daily Profit (%) 1.0814 1.0784 0.003 0.0818 0.1534 0
Buy And Hold Return (%) 394.1094 394.1094 394.1094 394.1094 394.1094 394.1094
Max Trade Drawdown -157053 -98101 -147781 -5828592 -3471497 -3012250
Profit Factor 3.1257 5.3096 1.0118 1.025 1.2842 0.7667
Total Trades 227 113 114 227 113 114
Winning Trades 70 40 30 70 40 30
Losing Trades 157 73 84 157 73 84
Profitability (%) 30.837 35.3982 26.3158 30.837 35.3982 26.3158
Ratio Avg Win / Avg Loss 7.0105 9.69 2.833 2.299 2.3437 2.1468
Largest Winning Trade 2285620 2285620 53420 6174073 6174073 1281639
Largest Losing Trade -32496 -32496 -27108 -1722035 -1209534 -1722035
Avg Bars in Trades 37 41 34 37 41 34
Avg Bars in Winners 80 76 85 80 76 85
Avg Bars in Losers 19 22 16 19 22 16
Bars Traded 8616 4703 3913 8616 4703 3913
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 450734 535961 -585251 -351391 101008 -602266
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8896,
    "evaluation_days": 2224,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571529600000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759871309508,
    "expiration_time": 1765624608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 81,
            "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": [
        [
            2405123.144118257,
            2398351.742126089,
            6771.4019921697,
            515608.0400910763,
            2921773.515988093,
            -2406165.475897016
        ],
        [
            2405.123144,
            2398.351742,
            6.771402,
            515.60804,
            2921.773516,
            -2406.165476
        ],
        [
            1.08144,
            1.078396,
            0.003045,
            0.081753,
            0.153374,
            0
        ],
        [
            394.109413,
            394.109413,
            394.109413,
            394.109413,
            394.109413,
            394.109413
        ],
        [
            -157053,
            -98101,
            -147781,
            -5828592,
            -3471497,
            -3012250
        ],
        [
            3.125711,
            5.309565,
            1.011778,
            1.025037,
            1.284244,
            0.766728
        ],
        [
            227,
            113,
            114,
            227,
            113,
            114
        ],
        [
            70,
            40,
            30,
            70,
            40,
            30
        ],
        [
            157,
            73,
            84,
            157,
            73,
            84
        ],
        [
            30.837004,
            35.39823,
            26.315789,
            30.837004,
            35.39823,
            26.315789
        ],
        [
            7.010524,
            9.689956,
            2.832978,
            2.299011,
            2.343745,
            2.146839
        ],
        [
            2285620,
            2285620,
            53420,
            6174073,
            6174073,
            1281639
        ],
        [
            -32496,
            -32496,
            -27108,
            -1722035,
            -1209534,
            -1722035
        ],
        [
            37,
            41,
            34,
            37,
            41,
            34
        ],
        [
            80,
            76,
            85,
            80,
            76,
            85
        ],
        [
            19,
            22,
            16,
            19,
            22,
            16
        ],
        [
            8616,
            4703,
            3913,
            8616,
            4703,
            3913
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450734,
            535961,
            -585251,
            -351391,
            101008,
            -602266
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8896,
    "evaluation_days": 2224,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571529600000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759871309508,
    "expiration_time": 1765624608000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 81,
            "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)