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Trade: CHZ/USDT/480/ALMA/VWAP/8549

Strategy
CHZ/USDT/480/ALMA/VWAP/8549
Pair
CHZ_USDT
Interval
8h
Score
368154
Daily Profit
0.929176
Profit Factor
3.874265
Profitability
31.159420
Streak
0.000000
Best Strategy
Training Data Length
2214.000000
Evaluation Time
2025-09-28 02:15
Expiration Time
2025-12-03 04:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2057196.4049 2016650.6537 40545.7513 2571446.8777 5710261.2734 -3138814.3957
Total P&L (%) 2057.1964 2016.6507 40.5458 2571.4469 5710.2613 -3138.8144
Avg Daily Profit (%) 0.9292 0.9109 0.0183 0.1485 0.1836 0
Buy And Hold Return (%) 672.7273 672.7273 672.7273 672.7273 672.7273 672.7273
Max Trade Drawdown -103415 -74347 -82211 -5705197 -3088631 -4004663
Profit Factor 3.8743 7.5915 1.0989 1.1263 1.6424 0.7263
Total Trades 138 69 69 138 69 69
Winning Trades 43 23 20 43 23 20
Losing Trades 95 46 49 95 46 49
Profitability (%) 31.1594 33.3333 28.9855 31.1594 33.3333 28.9855
Ratio Avg Win / Avg Loss 8.5594 15.183 2.6924 2.4884 3.2848 1.7794
Largest Winning Trade 1793542 1793542 50827 6904590 6904590 1331337
Largest Losing Trade -34770 -31136 -34770 -2025319 -1174894 -2025319
Avg Bars in Trades 47 44 50 47 44 50
Avg Bars in Winners 123 109 139 123 109 139
Avg Bars in Losers 12 12 13 12 12 13
Bars Traded 6533 3071 3462 6533 3071 3462
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 368154 -89762 -558950 -84205 -97431 -692207
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6642,
    "evaluation_days": 2214,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570550400000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759014914802,
    "expiration_time": 1764727488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            2057196.4049177961,
            2016650.6536651659,
            40545.7512526303,
            2571446.8777182363,
            5710261.27337016,
            -3138814.395651922
        ],
        [
            2057.196405,
            2016.650654,
            40.545751,
            2571.446878,
            5710.261273,
            -3138.814396
        ],
        [
            0.929176,
            0.910863,
            0.018313,
            0.148493,
            0.183647,
            0
        ],
        [
            672.727273,
            672.727273,
            672.727273,
            672.727273,
            672.727273,
            672.727273
        ],
        [
            -103415,
            -74347,
            -82211,
            -5705197,
            -3088631,
            -4004663
        ],
        [
            3.874265,
            7.591502,
            1.098945,
            1.126319,
            1.64239,
            0.726289
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            95,
            46,
            49,
            95,
            46,
            49
        ],
        [
            31.15942,
            33.333333,
            28.985507,
            31.15942,
            33.333333,
            28.985507
        ],
        [
            8.559423,
            15.183004,
            2.692414,
            2.48838,
            3.284779,
            1.779408
        ],
        [
            1793542,
            1793542,
            50827,
            6904590,
            6904590,
            1331337
        ],
        [
            -34770,
            -31136,
            -34770,
            -2025319,
            -1174894,
            -2025319
        ],
        [
            47,
            44,
            50,
            47,
            44,
            50
        ],
        [
            123,
            109,
            139,
            123,
            109,
            139
        ],
        [
            12,
            12,
            13,
            12,
            12,
            13
        ],
        [
            6533,
            3071,
            3462,
            6533,
            3071,
            3462
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368154,
            -89762,
            -558950,
            -84205,
            -97431,
            -692207
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6642,
    "evaluation_days": 2214,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570550400000,
    "last_datapoint_time": 1758988800000,
    "evaluation_time": 1759014914802,
    "expiration_time": 1764727488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)