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Trade: CHZ/USDT/480/SINWMA/DCL/9042

Strategy
CHZ/USDT/480/SINWMA/DCL/9042
Pair
CHZ_USDT
Interval
8h
Score
342508
Daily Profit
0.169863
Profit Factor
1.904499
Profitability
46.938776
Streak
0.000000
Best Strategy
Training Data Length
2225.670000
Evaluation Time
2025-10-09 14:21
Expiration Time
2025-12-15 04:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 877573.294 849234.1474 28339.1465 979885.5057 4270153.1623 -3290267.6566
Total P&L (%) 877.5733 849.2341 28.3391 979.8855 4270.1532 -3290.2677
Avg Daily Profit (%) 0.3943 0.3816 0.0127 0.107 0.1699 0
Buy And Hold Return (%) 733.9114 733.9114 733.9114 733.9114 733.9114 733.9114
Max Trade Drawdown -183644 -98000 -122711 -6759864 -2071730 -5718868
Profit Factor 2.3129 4.6665 1.0649 1.0591 1.9045 0.7228
Total Trades 97 49 48 97 49 48
Winning Trades 45 23 22 45 23 22
Losing Trades 52 26 26 52 26 26
Profitability (%) 46.3918 46.9388 45.8333 46.3918 46.9388 45.8333
Ratio Avg Win / Avg Loss 2.6727 5.2752 1.2585 1.2238 2.1529 0.8543
Largest Winning Trade 603840 603840 64127 2878335 2878335 1979659
Largest Losing Trade -55052 -24815 -55052 -3939622 -683351 -3939622
Avg Bars in Trades 66 30 103 66 30 103
Avg Bars in Winners 109 43 178 109 43 178
Avg Bars in Losers 29 18 40 29 18 40
Bars Traded 6468 1491 4978 6468 1491 4978
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 -91920 -100845 -492302 -267986 342508 -582309
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6677,
    "evaluation_days": 2225.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570809600000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760008899300,
    "expiration_time": 1765765728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 21,
            "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": [
        [
            877573.2939807788,
            849234.147444316,
            28339.146536463,
            979885.5056743256,
            4270153.162280258,
            -3290267.656605934
        ],
        [
            877.573294,
            849.234147,
            28.339147,
            979.885506,
            4270.153162,
            -3290.267657
        ],
        [
            0.394296,
            0.381563,
            0.012733,
            0.106966,
            0.169863,
            0
        ],
        [
            733.911447,
            733.911447,
            733.911447,
            733.911447,
            733.911447,
            733.911447
        ],
        [
            -183644,
            -98000,
            -122711,
            -6759864,
            -2071730,
            -5718868
        ],
        [
            2.312875,
            4.666526,
            1.064876,
            1.059056,
            1.904499,
            0.722845
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            52,
            26,
            26,
            52,
            26,
            26
        ],
        [
            46.391753,
            46.938776,
            45.833333,
            46.391753,
            46.938776,
            45.833333
        ],
        [
            2.672655,
            5.275203,
            1.25849,
            1.223797,
            2.152912,
            0.854272
        ],
        [
            603840,
            603840,
            64127,
            2878335,
            2878335,
            1979659
        ],
        [
            -55052,
            -24815,
            -55052,
            -3939622,
            -683351,
            -3939622
        ],
        [
            66,
            30,
            103,
            66,
            30,
            103
        ],
        [
            109,
            43,
            178,
            109,
            43,
            178
        ],
        [
            29,
            18,
            40,
            29,
            18,
            40
        ],
        [
            6468,
            1491,
            4978,
            6468,
            1491,
            4978
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -91920,
            -100845,
            -492302,
            -267986,
            342508,
            -582309
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6677,
    "evaluation_days": 2225.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570809600000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760008899300,
    "expiration_time": 1765765728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 21,
            "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)