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Trade: CHZ/USDT/360/VWAP/WMA/7910

Strategy
CHZ/USDT/360/VWAP/WMA/7910
Pair
CHZ_USDT
Interval
6h
Score
384611
Daily Profit
0.476107
Profit Factor
2.194674
Profitability
45.390071
Streak
0.000000
Best Strategy
Training Data Length
2210.750000
Evaluation Time
2025-09-26 23:56
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 1052552.7633 1176712.7094 -124159.946 -83676.7327 384002.8306 -467679.5633
Total P&L (%) 1052.5528 1176.7127 -124.1599 -83.6767 384.0028 -467.6796
Avg Daily Profit (%) 0.4761 0.5323 -0.0562 -0.082 0.0714 0
Buy And Hold Return (%) 282.8846 282.8846 282.8846 282.8846 282.8846 282.8846
Max Trade Drawdown -175822 -108865 -141196 -636744 -170059 -552709
Profit Factor 2.1947 3.7362 0.7247 0.9405 1.7915 0.4928
Total Trades 141 71 70 141 71 70
Winning Trades 64 30 34 64 30 34
Losing Trades 77 41 36 77 41 36
Profitability (%) 45.3901 42.2535 48.5714 45.3901 42.2535 48.5714
Ratio Avg Win / Avg Loss 2.6405 5.1061 0.7673 1.1316 2.4484 0.5218
Largest Winning Trade 1149629 1149629 47319 547535 547535 85298
Largest Losing Trade -81971 -47223 -81971 -488646 -136026 -488646
Avg Bars in Trades 61 61 61 61 61 61
Avg Bars in Winners 74 74 73 74 74 73
Avg Bars in Losers 50 51 48 50 51 48
Bars Traded 8630 4356 4274 8630 4356 4274
Profit Streak 0 0 13.8723 0 0 13.8723
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 384611 -74305 -675193 -580530 -238808 -675193

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": 1572091200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920164207,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 179
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 203,
            "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": [
        [
            1052552.7633464548,
            1176712.7093560318,
            -124159.946009577,
            -83676.7326528651,
            384002.8306425504,
            -467679.5632954151
        ],
        [
            1052.552763,
            1176.712709,
            -124.159946,
            -83.676733,
            384.002831,
            -467.679563
        ],
        [
            0.476107,
            0.532269,
            -0.056162,
            -0.081956,
            0.071355,
            0
        ],
        [
            282.884579,
            282.884579,
            282.884579,
            282.884579,
            282.884579,
            282.884579
        ],
        [
            -175822,
            -108865,
            -141196,
            -636744,
            -170059,
            -552709
        ],
        [
            2.194674,
            3.736169,
            0.724688,
            0.940541,
            1.791485,
            0.492834
        ],
        [
            141,
            71,
            70,
            141,
            71,
            70
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            77,
            41,
            36,
            77,
            41,
            36
        ],
        [
            45.390071,
            42.253521,
            48.571429,
            45.390071,
            42.253521,
            48.571429
        ],
        [
            2.640467,
            5.106097,
            0.767317,
            1.131589,
            2.448363,
            0.521825
        ],
        [
            1149629,
            1149629,
            47319,
            547535,
            547535,
            85298
        ],
        [
            -81971,
            -47223,
            -81971,
            -488646,
            -136026,
            -488646
        ],
        [
            61,
            61,
            61,
            61,
            61,
            61
        ],
        [
            74,
            74,
            73,
            74,
            74,
            73
        ],
        [
            50,
            51,
            48,
            50,
            51,
            48
        ],
        [
            8630,
            4356,
            4274,
            8630,
            4356,
            4274
        ],
        [
            0,
            0,
            13.872271,
            0,
            0,
            13.872271
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            384611,
            -74305,
            -675193,
            -580530,
            -238808,
            -675193
        ]
    ]
}
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": 1572091200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920164207,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 179
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 203,
            "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)