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Trade: CHZ/USDT/480/LINREG/VWMA/7804

Strategy
CHZ/USDT/480/LINREG/VWMA/7804
Pair
CHZ_USDT
Interval
8h
Score
791018
Daily Profit
0.768716
Profit Factor
7.259293
Profitability
54.285714
Streak
0.000000
Best Strategy
Training Data Length
2217.670000
Evaluation Time
2025-10-01 18:53
Expiration Time
2025-12-06 22:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1814176.2948 1704758.6795 109417.6153 3109787.6398 1037629.565 2072158.0747
Total P&L (%) 1814.1763 1704.7587 109.4176 3109.7876 1037.6296 2072.1581
Avg Daily Profit (%) 0.8181 0.7687 0.0493 0.1565 0.1097 0.1389
Buy And Hold Return (%) 243.2462 243.2462 243.2462 243.2462 243.2462 243.2462
Max Trade Drawdown -164411 -110115 -68333 -18950269 -10872304 -11380829
Profit Factor 4.6115 7.2593 1.4758 1.0586 1.0335 1.0935
Total Trades 70 35 35 70 35 35
Winning Trades 41 19 22 41 19 22
Losing Trades 29 16 13 29 16 13
Profitability (%) 58.5714 54.2857 62.8571 58.5714 54.2857 62.8571
Ratio Avg Win / Avg Loss 3.2618 6.1131 0.872 0.7487 0.8703 0.6462
Largest Winning Trade 1516001 1516001 49016 7592875 7592875 3651132
Largest Losing Trade -54658 -48323 -54658 -7196267 -7196267 -6949837
Avg Bars in Trades 91 116 67 91 116 67
Avg Bars in Winners 109 148 76 109 148 76
Avg Bars in Losers 66 77 51 66 77 51
Bars Traded 6416 4067 2349 6416 4067 2349
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 -76697 791018 -291650 -247506 -232878 -124835
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6653,
    "evaluation_days": 2217.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573200000000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759334021858,
    "expiration_time": 1765053792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 141,
            "offset": 50
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 132,
            "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": [
        [
            1814176.2948099042,
            1704758.679484326,
            109417.615325578,
            3109787.6397529487,
            1037629.5650440978,
            2072158.0747088473
        ],
        [
            1814.176295,
            1704.758679,
            109.417615,
            3109.78764,
            1037.629565,
            2072.158075
        ],
        [
            0.818055,
            0.768716,
            0.049339,
            0.156538,
            0.109704,
            0.138905
        ],
        [
            243.246204,
            243.246204,
            243.246204,
            243.246204,
            243.246204,
            243.246204
        ],
        [
            -164411,
            -110115,
            -68333,
            -18950269,
            -10872304,
            -11380829
        ],
        [
            4.611472,
            7.259293,
            1.475769,
            1.058554,
            1.033521,
            1.093531
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            29,
            16,
            13,
            29,
            16,
            13
        ],
        [
            58.571429,
            54.285714,
            62.857143,
            58.571429,
            54.285714,
            62.857143
        ],
        [
            3.261773,
            6.113089,
            0.872045,
            0.748733,
            0.870333,
            0.646178
        ],
        [
            1516001,
            1516001,
            49016,
            7592875,
            7592875,
            3651132
        ],
        [
            -54658,
            -48323,
            -54658,
            -7196267,
            -7196267,
            -6949837
        ],
        [
            91,
            116,
            67,
            91,
            116,
            67
        ],
        [
            109,
            148,
            76,
            109,
            148,
            76
        ],
        [
            66,
            77,
            51,
            66,
            77,
            51
        ],
        [
            6416,
            4067,
            2349,
            6416,
            4067,
            2349
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -76697,
            791018,
            -291650,
            -247506,
            -232878,
            -124835
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6653,
    "evaluation_days": 2217.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573200000000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759334021858,
    "expiration_time": 1765053792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 141,
            "offset": 50
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 132,
            "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)