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Trade: CHZ/USDT/360/SINWMA/JMA/9684

Strategy
CHZ/USDT/360/SINWMA/JMA/9684
Pair
CHZ_USDT
Interval
6h
Score
668758
Daily Profit
1.036708
Profit Factor
8.711967
Profitability
51.020408
Streak
0.000000
Best Strategy
Training Data Length
2219.750000
Evaluation Time
2025-10-03 18:35
Expiration Time
2025-12-09 04:13

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2469420.1814 2301232.5764 168187.6049 36564600.3784 33957315.5245 2607284.8539
Total P&L (%) 2469.4202 2301.2326 168.1876 36564.6004 33957.3155 2607.2849
Avg Daily Profit (%) 1.1125 1.0367 0.0758 0.2663 0.263 0.1487
Buy And Hold Return (%) 918.8679 918.8679 918.8679 918.8679 918.8679 918.8679
Max Trade Drawdown -125223 -86466 -98418 -67535091 -43081718 -58130719
Profit Factor 5.0328 8.712 1.5357 1.1438 1.2547 1.0216
Total Trades 98 49 49 98 49 49
Winning Trades 48 25 23 48 25 23
Losing Trades 50 24 26 50 24 26
Profitability (%) 48.9796 51.0204 46.9388 48.9796 51.0204 46.9388
Ratio Avg Win / Avg Loss 5.2425 8.3635 1.736 1.1915 1.2045 1.1548
Largest Winning Trade 1893842 1893842 65549 39161435 39161435 20163885
Largest Losing Trade -32257 -32257 -30287 -18477269 -18477269 -15104633
Avg Bars in Trades 88 75 102 88 75 102
Avg Bars in Winners 135 115 155 135 115 155
Avg Bars in Losers 44 33 54 44 33 54
Bars Traded 8709 3711 4998 8709 3711 4998
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 638333 668758 -256017 -53861 310034 -195271
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8879,
    "evaluation_days": 2219.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1569369600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759505754627,
    "expiration_time": 1765246392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 77,
            "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": [
        [
            2469420.181351169,
            2301232.576407454,
            168187.6049437166,
            36564600.37841444,
            33957315.52454512,
            2607284.853869306
        ],
        [
            2469.420181,
            2301.232576,
            168.187605,
            36564.600378,
            33957.315525,
            2607.284854
        ],
        [
            1.112477,
            1.036708,
            0.075769,
            0.266348,
            0.263016,
            0.14871
        ],
        [
            918.867925,
            918.867925,
            918.867925,
            918.867925,
            918.867925,
            918.867925
        ],
        [
            -125223,
            -86466,
            -98418,
            -67535091,
            -43081718,
            -58130719
        ],
        [
            5.032774,
            8.711967,
            1.535731,
            1.143815,
            1.254727,
            1.021559
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            48,
            25,
            23,
            48,
            25,
            23
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            48.979592,
            51.020408,
            46.938776,
            48.979592,
            51.020408,
            46.938776
        ],
        [
            5.242473,
            8.363489,
            1.736044,
            1.191474,
            1.204538,
            1.154806
        ],
        [
            1893842,
            1893842,
            65549,
            39161435,
            39161435,
            20163885
        ],
        [
            -32257,
            -32257,
            -30287,
            -18477269,
            -18477269,
            -15104633
        ],
        [
            88,
            75,
            102,
            88,
            75,
            102
        ],
        [
            135,
            115,
            155,
            135,
            115,
            155
        ],
        [
            44,
            33,
            54,
            44,
            33,
            54
        ],
        [
            8709,
            3711,
            4998,
            8709,
            3711,
            4998
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            638333,
            668758,
            -256017,
            -53861,
            310034,
            -195271
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8879,
    "evaluation_days": 2219.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1569369600000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759505754627,
    "expiration_time": 1765246392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 77,
            "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)