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Trade: CHZ/USDT/360/WMA/DCM/1378

Strategy
CHZ/USDT/360/WMA/DCM/1378
Pair
CHZ_USDT
Interval
6h
Score
771038
Daily Profit
0.998373
Profit Factor
6.424903
Profitability
47.826087
Streak
139.780245
Best Strategy
Training Data Length
2218.000000
Evaluation Time
2025-10-02 03:43
Expiration Time
2025-12-07 08:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2131733.1998 2214390.4923 -82657.2925 -38882.0362 -49162.7215 10280.6854
Total P&L (%) 2131.7332 2214.3905 -82.6573 -38.882 -49.1627 10.2807
Avg Daily Profit (%) 0.9611 0.9984 -0.0373 -0.0222 -0.0305 0.0044
Buy And Hold Return (%) 366.4211 366.4211 366.4211 366.4211 366.4211 366.4211
Max Trade Drawdown -238752 -155671 -156618 -798629 -624917 -190416
Profit Factor 3.6775 6.4249 0.787 0.9719 0.9465 1.0221
Total Trades 93 46 47 93 46 47
Winning Trades 43 22 21 43 22 21
Losing Trades 50 24 26 50 24 26
Profitability (%) 46.2366 47.8261 44.6809 46.2366 47.8261 44.6809
Ratio Avg Win / Avg Loss 4.2761 7.009 0.9743 1.1301 1.0326 1.2655
Largest Winning Trade 2271086 2271086 33039 381794 381794 105744
Largest Losing Trade -49113 -48006 -49113 -245232 -245232 -90400
Avg Bars in Trades 92 133 52 92 133 52
Avg Bars in Winners 90 101 79 90 101 79
Avg Bars in Losers 94 163 30 94 163 30
Bars Traded 8623 6149 2474 8623 6149 2474
Profit Streak 139.7802 139.7802 303.2802 139.7802 139.7802 303.2802
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 703508 771038 -581397 -578912 -578922 -549513
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8872,
    "evaluation_days": 2218,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572285600000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759365813205,
    "expiration_time": 1765090656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 212,
            "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": [
        [
            2131733.1997806807,
            2214390.492257579,
            -82657.2924768992,
            -38882.0361596864,
            -49162.7215264454,
            10280.6853667588
        ],
        [
            2131.7332,
            2214.390492,
            -82.657292,
            -38.882036,
            -49.162722,
            10.280685
        ],
        [
            0.961106,
            0.998373,
            -0.037267,
            -0.022196,
            -0.030498,
            0.004412
        ],
        [
            366.421053,
            366.421053,
            366.421053,
            366.421053,
            366.421053,
            366.421053
        ],
        [
            -238752,
            -155671,
            -156618,
            -798629,
            -624917,
            -190416
        ],
        [
            3.677457,
            6.424903,
            0.786959,
            0.971907,
            0.946524,
            1.022122
        ],
        [
            93,
            46,
            47,
            93,
            46,
            47
        ],
        [
            43,
            22,
            21,
            43,
            22,
            21
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            46.236559,
            47.826087,
            44.680851,
            46.236559,
            47.826087,
            44.680851
        ],
        [
            4.276113,
            7.008986,
            0.974331,
            1.130125,
            1.032571,
            1.265485
        ],
        [
            2271086,
            2271086,
            33039,
            381794,
            381794,
            105744
        ],
        [
            -49113,
            -48006,
            -49113,
            -245232,
            -245232,
            -90400
        ],
        [
            92,
            133,
            52,
            92,
            133,
            52
        ],
        [
            90,
            101,
            79,
            90,
            101,
            79
        ],
        [
            94,
            163,
            30,
            94,
            163,
            30
        ],
        [
            8623,
            6149,
            2474,
            8623,
            6149,
            2474
        ],
        [
            139.780245,
            139.780245,
            303.280245,
            139.780245,
            139.780245,
            303.280245
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            703508,
            771038,
            -581397,
            -578912,
            -578922,
            -549513
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8872,
    "evaluation_days": 2218,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572285600000,
    "last_datapoint_time": 1759341600000,
    "evaluation_time": 1759365813205,
    "expiration_time": 1765090656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 212,
            "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)