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Trade: CHZ/USDT/360/T3/VWMA/5661

Strategy
CHZ/USDT/360/T3/VWMA/5661
Pair
CHZ_USDT
Interval
6h
Score
528837
Daily Profit
1.658588
Profit Factor
17.860725
Profitability
30.000000
Streak
0.000000
Best Strategy
Training Data Length
2227.000000
Evaluation Time
2025-10-11 01:31
Expiration Time
2025-12-16 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3808081.2687 3693675.8398 114405.429 10084970.3046 14671112.8777 -4586142.5731
Total P&L (%) 3808.0813 3693.6758 114.4054 10084.9703 14671.1129 -4586.1426
Avg Daily Profit (%) 1.71 1.6586 0.0514 0.2078 0.2246 0
Buy And Hold Return (%) 278.2006 278.2006 278.2006 278.2006 278.2006 278.2006
Max Trade Drawdown -120747 -78797 -66167 -30045885 -19993936 -15697537
Profit Factor 8.732 17.8607 1.4184 1.0888 1.2828 0.9257
Total Trades 80 40 40 80 40 40
Winning Trades 25 12 13 25 12 13
Losing Trades 55 28 27 55 28 27
Profitability (%) 31.25 30 32.5 31.25 30 32.5
Ratio Avg Win / Avg Loss 19.2104 41.675 2.9459 2.3953 2.9932 1.9227
Largest Winning Trade 3540405 3540405 55020 19497209 19497209 11085672
Largest Losing Trade -33765 -22760 -33765 -6769341 -5738676 -6769341
Avg Bars in Trades 108 101 116 108 101 116
Avg Bars in Winners 262 240 282 262 240 282
Avg Bars in Losers 39 41 36 39 41 36
Bars Traded 8706 4052 4654 8706 4052 4654
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 -8585 528837 -294947 -144749 57161 -584777
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8908,
    "evaluation_days": 2227,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1569412800000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760135515022,
    "expiration_time": 1765891584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 79,
            "offset": 0,
            "a": 0.06125
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 12,
            "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": [
        [
            3808081.268748454,
            3693675.839776367,
            114405.4289720858,
            10084970.30460072,
            14671112.877741557,
            -4586142.573140853
        ],
        [
            3808.081269,
            3693.67584,
            114.405429,
            10084.970305,
            14671.112878,
            -4586.142573
        ],
        [
            1.70996,
            1.658588,
            0.051372,
            0.207827,
            0.224556,
            0
        ],
        [
            278.200611,
            278.200611,
            278.200611,
            278.200611,
            278.200611,
            278.200611
        ],
        [
            -120747,
            -78797,
            -66167,
            -30045885,
            -19993936,
            -15697537
        ],
        [
            8.73198,
            17.860725,
            1.418392,
            1.088756,
            1.282797,
            0.925726
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            25,
            12,
            13,
            25,
            12,
            13
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            31.25,
            30,
            32.5,
            31.25,
            30,
            32.5
        ],
        [
            19.210355,
            41.675025,
            2.945891,
            2.395264,
            2.993193,
            1.922663
        ],
        [
            3540405,
            3540405,
            55020,
            19497209,
            19497209,
            11085672
        ],
        [
            -33765,
            -22760,
            -33765,
            -6769341,
            -5738676,
            -6769341
        ],
        [
            108,
            101,
            116,
            108,
            101,
            116
        ],
        [
            262,
            240,
            282,
            262,
            240,
            282
        ],
        [
            39,
            41,
            36,
            39,
            41,
            36
        ],
        [
            8706,
            4052,
            4654,
            8706,
            4052,
            4654
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -8585,
            528837,
            -294947,
            -144749,
            57161,
            -584777
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8908,
    "evaluation_days": 2227,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1569412800000,
    "last_datapoint_time": 1760119200000,
    "evaluation_time": 1760135515022,
    "expiration_time": 1765891584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 79,
            "offset": 0,
            "a": 0.06125
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 12,
            "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)