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Trade: CHZ/USDT/360/LINREG/HWMA/5165

Strategy
CHZ/USDT/360/LINREG/HWMA/5165
Pair
CHZ_USDT
Interval
6h
Score
630707
Daily Profit
0.841176
Profit Factor
3.459308
Profitability
42.148760
Streak
40.326068
Best Strategy
Training Data Length
2210.750000
Evaluation Time
2025-09-26 16:49
Expiration Time
2025-11-29 21:44

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1655649.7644 1859629.6799 -203979.9155 -94249.4273 328282.0633 -422531.4905
Total P&L (%) 1655.6498 1859.6297 -203.9799 -94.2494 328.2821 -422.5315
Avg Daily Profit (%) 0.7489 0.8412 -0.0923 -0.1291 0.0658 0
Buy And Hold Return (%) 118.0113 118.0113 118.0113 118.0113 118.0113 118.0113
Max Trade Drawdown -361432 -197791 -256142 -1315293 -909445 -448543
Profit Factor 2.084 3.4593 0.7355 0.9654 1.2095 0.6355
Total Trades 242 121 121 242 121 121
Winning Trades 106 51 55 106 51 55
Losing Trades 136 70 66 136 70 66
Profitability (%) 43.8017 42.1488 45.4545 43.8017 42.1488 45.4545
Ratio Avg Win / Avg Loss 2.6738 4.7481 0.8826 1.2387 1.6601 0.7626
Largest Winning Trade 1964255 1964255 46379 1175222 1175222 141149
Largest Losing Trade -42272 -42272 -35853 -445441 -445441 -213147
Avg Bars in Trades 35 36 34 35 36 34
Avg Bars in Winners 43 45 42 43 45 42
Avg Bars in Losers 28 29 27 28 29 27
Bars Traded 8552 4380 4172 8552 4380 4172
Profit Streak 16.8261 40.3261 0 16.8261 40.3261 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 580297 630707 -582778 -579683 -110009 -582778

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8843,
    "evaluation_days": 2210.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572847200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894572289,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.09536,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            1655649.764398263,
            1859629.6799089862,
            -203979.9155107249,
            -94249.4272746144,
            328282.0632682444,
            -422531.4905428586
        ],
        [
            1655.649764,
            1859.62968,
            -203.979916,
            -94.249427,
            328.282063,
            -422.531491
        ],
        [
            0.748909,
            0.841176,
            -0.092267,
            -0.129098,
            0.065819,
            0
        ],
        [
            118.011257,
            118.011257,
            118.011257,
            118.011257,
            118.011257,
            118.011257
        ],
        [
            -361432,
            -197791,
            -256142,
            -1315293,
            -909445,
            -448543
        ],
        [
            2.084008,
            3.459308,
            0.735497,
            0.96543,
            1.209489,
            0.635514
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            106,
            51,
            55,
            106,
            51,
            55
        ],
        [
            136,
            70,
            66,
            136,
            70,
            66
        ],
        [
            43.801653,
            42.14876,
            45.454545,
            43.801653,
            42.14876,
            45.454545
        ],
        [
            2.673822,
            4.74807,
            0.882596,
            1.238665,
            1.660082,
            0.762616
        ],
        [
            1964255,
            1964255,
            46379,
            1175222,
            1175222,
            141149
        ],
        [
            -42272,
            -42272,
            -35853,
            -445441,
            -445441,
            -213147
        ],
        [
            35,
            36,
            34,
            35,
            36,
            34
        ],
        [
            43,
            45,
            42,
            43,
            45,
            42
        ],
        [
            28,
            29,
            27,
            28,
            29,
            27
        ],
        [
            8552,
            4380,
            4172,
            8552,
            4380,
            4172
        ],
        [
            16.826068,
            40.326068,
            0,
            16.826068,
            40.326068,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            580297,
            630707,
            -582778,
            -579683,
            -110009,
            -582778
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8843,
    "evaluation_days": 2210.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572847200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758894572289,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 238,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.09536,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)