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Trade: CHZ/USDT/480/HILO/HWMA/6906

Strategy
CHZ/USDT/480/HILO/HWMA/6906
Pair
CHZ_USDT
Interval
8h
Score
461690
Daily Profit
0.772891
Profit Factor
2.766859
Profitability
40.552995
Streak
0.000000
Best Strategy
Training Data Length
2211.330000
Evaluation Time
2025-09-25 10:58
Expiration Time
2025-11-30 10:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1709117.363 1586216.0162 122901.3468 12636492.4865 8092915.993 4543576.4934
Total P&L (%) 1709.1174 1586.216 122.9013 12636.4925 8092.916 4543.5765
Avg Daily Profit (%) 0.7729 0.7173 0.0556 0.2194 0.1994 0.1737
Buy And Hold Return (%) 519.1819 519.1819 519.1819 519.1819 519.1819 519.1819
Max Trade Drawdown -98730 -67418 -79569 -40139840 -21842221 -27713814
Profit Factor 2.7669 3.9958 1.2807 1.0806 1.1015 1.059
Total Trades 217 109 108 217 109 108
Winning Trades 88 40 48 88 40 48
Losing Trades 129 69 60 129 69 60
Profitability (%) 40.553 36.6972 44.4444 40.553 36.6972 44.4444
Ratio Avg Win / Avg Loss 4.056 6.8928 1.6009 1.5841 1.9001 1.3237
Largest Winning Trade 1074400 1074400 48150 10400078 10400078 8602398
Largest Losing Trade -45098 -35591 -45098 -8529628 -6783496 -8529628
Avg Bars in Trades 30 31 28 30 31 28
Avg Bars in Winners 46 54 40 46 54 40
Avg Bars in Losers 18 19 18 18 19 18
Bars Traded 6557 3477 3080 6557 3477 3080
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 461690 396661 -285552 -125085 -105193 -149975

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6634,
    "evaluation_days": 2211.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568332800000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758787104637,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.14153,
            "nb": 0.04791,
            "nc": 0.1
        }
    }
}
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": [
        [
            1709117.3630247558,
            1586216.0161993846,
            122901.3468253709,
            12636492.486453023,
            8092915.993008941,
            4543576.49344408
        ],
        [
            1709.117363,
            1586.216016,
            122.901347,
            12636.492486,
            8092.915993,
            4543.576493
        ],
        [
            0.772891,
            0.717313,
            0.055578,
            0.219432,
            0.199439,
            0.173715
        ],
        [
            519.181946,
            519.181946,
            519.181946,
            519.181946,
            519.181946,
            519.181946
        ],
        [
            -98730,
            -67418,
            -79569,
            -40139840,
            -21842221,
            -27713814
        ],
        [
            2.766859,
            3.995848,
            1.280694,
            1.080604,
            1.101479,
            1.058989
        ],
        [
            217,
            109,
            108,
            217,
            109,
            108
        ],
        [
            88,
            40,
            48,
            88,
            40,
            48
        ],
        [
            129,
            69,
            60,
            129,
            69,
            60
        ],
        [
            40.552995,
            36.697248,
            44.444444,
            40.552995,
            36.697248,
            44.444444
        ],
        [
            4.055964,
            6.892838,
            1.600867,
            1.584067,
            1.900052,
            1.323737
        ],
        [
            1074400,
            1074400,
            48150,
            10400078,
            10400078,
            8602398
        ],
        [
            -45098,
            -35591,
            -45098,
            -8529628,
            -6783496,
            -8529628
        ],
        [
            30,
            31,
            28,
            30,
            31,
            28
        ],
        [
            46,
            54,
            40,
            46,
            54,
            40
        ],
        [
            18,
            19,
            18,
            18,
            19,
            18
        ],
        [
            6557,
            3477,
            3080,
            6557,
            3477,
            3080
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            461690,
            396661,
            -285552,
            -125085,
            -105193,
            -149975
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6634,
    "evaluation_days": 2211.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568332800000,
    "last_datapoint_time": 1758758400000,
    "evaluation_time": 1758787104637,
    "expiration_time": 1764490176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.14153,
            "nb": 0.04791,
            "nc": 0.1
        }
    }
}

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)