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Trade: CHZ/USDT/480/LINREG/VWAP/7923

Strategy
CHZ/USDT/480/LINREG/VWAP/7923
Pair
CHZ_USDT
Interval
8h
Score
545781
Daily Profit
0.950478
Profit Factor
5.780370
Profitability
34.117647
Streak
0.000000
Best Strategy
Training Data Length
2218.000000
Evaluation Time
2025-10-01 20:37
Expiration Time
2025-12-07 06:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2206556.531 2108160.2362 98396.2947 3497712.9833 3855562.5317 -357849.5483
Total P&L (%) 2206.5565 2108.1602 98.3963 3497.713 3855.5625 -357.8495
Avg Daily Profit (%) 0.9948 0.9505 0.0444 0.1617 0.1659 0
Buy And Hold Return (%) 234.1837 234.1837 234.1837 234.1837 234.1837 234.1837
Max Trade Drawdown -142782 -83180 -112426 -8010724 -7109518 -3611924
Profit Factor 3.5117 5.7804 1.2249 1.0923 1.1865 0.9792
Total Trades 171 85 86 171 85 86
Winning Trades 52 29 23 52 29 23
Losing Trades 119 56 63 119 56 63
Profitability (%) 30.4094 34.1176 26.7442 30.4094 34.1176 26.7442
Ratio Avg Win / Avg Loss 8.0363 11.1621 3.3551 2.4997 2.2912 2.6822
Largest Winning Trade 1892844 1892844 54427 6332647 6332647 2994645
Largest Losing Trade -47033 -31302 -47033 -3135812 -2212047 -3135812
Avg Bars in Trades 37 41 33 37 41 33
Avg Bars in Winners 89 89 88 89 89 88
Avg Bars in Losers 15 17 13 15 17 13
Bars Traded 6433 3558 2875 6433 3558 2875
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 479366 545781 -321149 -116880 -13002 -600451
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6654,
    "evaluation_days": 2218,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573459200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759340261576,
    "expiration_time": 1765083456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 200,
            "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": [
        [
            2206556.5309654307,
            2108160.2362245815,
            98396.2947408475,
            3497712.9833491854,
            3855562.531675651,
            -357849.5483264615
        ],
        [
            2206.556531,
            2108.160236,
            98.396295,
            3497.712983,
            3855.562532,
            -357.849548
        ],
        [
            0.994841,
            0.950478,
            0.044363,
            0.161667,
            0.165949,
            0
        ],
        [
            234.183673,
            234.183673,
            234.183673,
            234.183673,
            234.183673,
            234.183673
        ],
        [
            -142782,
            -83180,
            -112426,
            -8010724,
            -7109518,
            -3611924
        ],
        [
            3.511655,
            5.78037,
            1.224894,
            1.092317,
            1.186518,
            0.979215
        ],
        [
            171,
            85,
            86,
            171,
            85,
            86
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            119,
            56,
            63,
            119,
            56,
            63
        ],
        [
            30.409357,
            34.117647,
            26.744186,
            30.409357,
            34.117647,
            26.744186
        ],
        [
            8.036287,
            11.162094,
            3.355144,
            2.499725,
            2.291207,
            2.682198
        ],
        [
            1892844,
            1892844,
            54427,
            6332647,
            6332647,
            2994645
        ],
        [
            -47033,
            -31302,
            -47033,
            -3135812,
            -2212047,
            -3135812
        ],
        [
            37,
            41,
            33,
            37,
            41,
            33
        ],
        [
            89,
            89,
            88,
            89,
            89,
            88
        ],
        [
            15,
            17,
            13,
            15,
            17,
            13
        ],
        [
            6433,
            3558,
            2875,
            6433,
            3558,
            2875
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479366,
            545781,
            -321149,
            -116880,
            -13002,
            -600451
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6654,
    "evaluation_days": 2218,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573459200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759340261576,
    "expiration_time": 1765083456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 200,
            "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)