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Trade: CHZ/USDT/360/WMA/RMA/8139

Strategy
CHZ/USDT/360/WMA/RMA/8139
Pair
CHZ_USDT
Interval
6h
Score
450499
Daily Profit
1.246826
Profit Factor
4.428499
Profitability
34.710744
Streak
0.000000
Best Strategy
Training Data Length
2210.750000
Evaluation Time
2025-09-27 12:01
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 2756421.0969 2677024.779 79396.3179 5354689.9531 7764316.3079 -2409626.3547
Total P&L (%) 2756.4211 2677.0248 79.3963 5354.69 7764.3163 -2409.6264
Avg Daily Profit (%) 1.2468 1.2109 0.0359 0.1811 0.1976 0
Buy And Hold Return (%) 820.344 820.344 820.344 820.344 820.344 820.344
Max Trade Drawdown -139707 -85857 -100970 -11367772 -7649533 -7256777
Profit Factor 4.4285 7.8697 1.1916 1.118 1.3566 0.8979
Total Trades 121 61 60 121 61 60
Winning Trades 42 21 21 42 21 21
Losing Trades 79 40 39 79 40 39
Profitability (%) 34.7107 34.4262 35 34.7107 34.4262 35
Ratio Avg Win / Avg Loss 8.3298 14.99 2.2131 2.1029 2.5841 1.6676
Largest Winning Trade 2389848 2389848 49723 13258698 13258698 3136904
Largest Losing Trade -41308 -25393 -41308 -4417039 -2478553 -4417039
Avg Bars in Trades 71 68 75 71 68 75
Avg Bars in Winners 150 143 157 150 143 157
Avg Bars in Losers 30 29 31 30 29 31
Bars Traded 8690 4178 4512 8690 4178 4512
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 450499 -148840 -494597 -87689 -158456 -753291
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 16190,
    "actual_packets": 8843,
    "evaluation_days": 2210.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570363200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758963674777,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "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": [
        [
            2756421.0969157764,
            2677024.77903384,
            79396.3178819366,
            5354689.9531212635,
            7764316.307863552,
            -2409626.3547422923
        ],
        [
            2756.421097,
            2677.024779,
            79.396318,
            5354.689953,
            7764.316308,
            -2409.626355
        ],
        [
            1.246826,
            1.210912,
            0.035914,
            0.181055,
            0.197636,
            0
        ],
        [
            820.343969,
            820.343969,
            820.343969,
            820.343969,
            820.343969,
            820.343969
        ],
        [
            -139707,
            -85857,
            -100970,
            -11367772,
            -7649533,
            -7256777
        ],
        [
            4.428499,
            7.869745,
            1.191644,
            1.117992,
            1.356638,
            0.897945
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            34.710744,
            34.42623,
            35,
            34.710744,
            34.42623,
            35
        ],
        [
            8.329796,
            14.989991,
            2.213054,
            2.10289,
            2.584073,
            1.667612
        ],
        [
            2389848,
            2389848,
            49723,
            13258698,
            13258698,
            3136904
        ],
        [
            -41308,
            -25393,
            -41308,
            -4417039,
            -2478553,
            -4417039
        ],
        [
            71,
            68,
            75,
            71,
            68,
            75
        ],
        [
            150,
            143,
            157,
            150,
            143,
            157
        ],
        [
            30,
            29,
            31,
            30,
            29,
            31
        ],
        [
            8690,
            4178,
            4512,
            8690,
            4178,
            4512
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450499,
            -148840,
            -494597,
            -87689,
            -158456,
            -753291
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "6h",
    "packets": 16190,
    "actual_packets": 8843,
    "evaluation_days": 2210.75,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570363200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758963674777,
    "expiration_time": 1764445464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "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)