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Trade: CHZ/USDT/480/FWMA/ZLMA/3168

Strategy
CHZ/USDT/480/FWMA/ZLMA/3168
Pair
CHZ_USDT
Interval
8h
Score
523028
Daily Profit
0.397177
Profit Factor
1.401950
Profitability
47.836538
Streak
0.000000
Best Strategy
Training Data Length
2213.000000
Evaluation Time
2025-09-27 01:22
Expiration Time
2025-12-02 03:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 878951.6367 932190.7397 -53239.1029 -15001.708 289302.5597 -304304.2677
Total P&L (%) 878.9516 932.1907 -53.2391 -15.0017 289.3026 -304.3043
Avg Daily Profit (%) 0.3972 0.4212 -0.0241 -0.0073 0.0614 0
Buy And Hold Return (%) 151.3266 151.3266 151.3266 151.3266 151.3266 151.3266
Max Trade Drawdown -184709 -144733 -229705 -570260 -493182 -407204
Profit Factor 1.402 1.8877 0.9532 0.9961 1.154 0.8456
Total Trades 832 416 416 832 416 416
Winning Trades 398 191 207 398 191 207
Losing Trades 434 225 209 434 225 209
Profitability (%) 47.8365 45.9135 49.7596 47.8365 45.9135 49.7596
Ratio Avg Win / Avg Loss 1.5288 2.2237 0.9624 1.0862 1.3594 0.8538
Largest Winning Trade 791535 791535 34443 446685 446685 64779
Largest Losing Trade -42132 -41788 -42132 -133792 -133792 -114612
Avg Bars in Trades 7 7 8 7 7 8
Avg Bars in Winners 9 9 9 9 9 9
Avg Bars in Losers 5 5 6 5 5 6
Bars Traded 6450 3095 3355 6450 3095 3355
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 523028 477347 -578974 -575329 -169166 -578974

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6639,
    "evaluation_days": 2213,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573027200000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758925359256,
    "expiration_time": 1764638496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 11,
            "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": [
        [
            878951.6367380508,
            932190.7396717435,
            -53239.1029336921,
            -15001.7080298781,
            289302.5596555661,
            -304304.2676854447
        ],
        [
            878.951637,
            932.19074,
            -53.239103,
            -15.001708,
            289.30256,
            -304.304268
        ],
        [
            0.397177,
            0.421234,
            -0.024057,
            -0.007344,
            0.061437,
            0
        ],
        [
            151.326642,
            151.326642,
            151.326642,
            151.326642,
            151.326642,
            151.326642
        ],
        [
            -184709,
            -144733,
            -229705,
            -570260,
            -493182,
            -407204
        ],
        [
            1.40195,
            1.887707,
            0.95316,
            0.996103,
            1.154019,
            0.845648
        ],
        [
            832,
            416,
            416,
            832,
            416,
            416
        ],
        [
            398,
            191,
            207,
            398,
            191,
            207
        ],
        [
            434,
            225,
            209,
            434,
            225,
            209
        ],
        [
            47.836538,
            45.913462,
            49.759615,
            47.836538,
            45.913462,
            49.759615
        ],
        [
            1.52876,
            2.223739,
            0.962369,
            1.086203,
            1.359447,
            0.853818
        ],
        [
            791535,
            791535,
            34443,
            446685,
            446685,
            64779
        ],
        [
            -42132,
            -41788,
            -42132,
            -133792,
            -133792,
            -114612
        ],
        [
            7,
            7,
            8,
            7,
            7,
            8
        ],
        [
            9,
            9,
            9,
            9,
            9,
            9
        ],
        [
            5,
            5,
            6,
            5,
            5,
            6
        ],
        [
            6450,
            3095,
            3355,
            6450,
            3095,
            3355
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            523028,
            477347,
            -578974,
            -575329,
            -169166,
            -578974
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6639,
    "evaluation_days": 2213,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573027200000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758925359256,
    "expiration_time": 1764638496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 185,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 11,
            "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)