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Trade: CHZ/USDT/480/SINWMA/MIDPRICE/4231

Strategy
CHZ/USDT/480/SINWMA/MIDPRICE/4231
Pair
CHZ_USDT
Interval
8h
Score
500727
Daily Profit
0.628490
Profit Factor
5.081384
Profitability
39.393939
Streak
0.000000
Best Strategy
Training Data Length
2213.330000
Evaluation Time
2025-09-27 11:57
Expiration Time
2025-12-02 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1178983.6286 1391054.8246 -212071.1959 -93059.3811 615986.6644 -709046.0455
Total P&L (%) 1178.9836 1391.0548 -212.0712 -93.0594 615.9867 -709.046
Avg Daily Profit (%) 0.5327 0.6285 -0.0958 -0.1205 0.089 0
Buy And Hold Return (%) 288.7957 288.7957 288.7957 288.7957 288.7957 288.7957
Max Trade Drawdown -381185 -222943 -212285 -1297339 -712645 -709260
Profit Factor 2.7299 5.0814 0.3775 0.9471 1.7493 0.244
Total Trades 66 33 33 66 33 33
Winning Trades 25 13 12 25 13 12
Losing Trades 41 20 21 41 20 21
Profitability (%) 37.8788 39.3939 36.3636 37.8788 39.3939 36.3636
Ratio Avg Win / Avg Loss 4.4771 7.8175 0.6607 1.5533 2.6912 0.4271
Largest Winning Trade 1569598 1569598 27475 1226160 1226160 155094
Largest Losing Trade -55221 -55221 -47813 -319295 -319295 -307183
Avg Bars in Trades 95 130 59 95 130 59
Avg Bars in Winners 132 176 85 132 176 85
Avg Bars in Losers 71 101 44 71 101 44
Bars Traded 6271 4320 1951 6271 4320 1951
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 -119550 500727 -586105 -711491 -80587 -586105
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6640,
    "evaluation_days": 2213.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574467200000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758963426947,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 173,
            "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": [
        [
            1178983.6286347471,
            1391054.8245504177,
            -212071.1959156707,
            -93059.3811122776,
            615986.6644058768,
            -709046.045518154
        ],
        [
            1178.983629,
            1391.054825,
            -212.071196,
            -93.059381,
            615.986664,
            -709.046046
        ],
        [
            0.532674,
            0.62849,
            -0.095815,
            -0.12046,
            0.088978,
            0
        ],
        [
            288.795739,
            288.795739,
            288.795739,
            288.795739,
            288.795739,
            288.795739
        ],
        [
            -381185,
            -222943,
            -212285,
            -1297339,
            -712645,
            -709260
        ],
        [
            2.729925,
            5.081384,
            0.377532,
            0.947126,
            1.749295,
            0.244045
        ],
        [
            66,
            33,
            33,
            66,
            33,
            33
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            37.878788,
            39.393939,
            36.363636,
            37.878788,
            39.393939,
            36.363636
        ],
        [
            4.477077,
            7.817514,
            0.66068,
            1.553287,
            2.691224,
            0.427078
        ],
        [
            1569598,
            1569598,
            27475,
            1226160,
            1226160,
            155094
        ],
        [
            -55221,
            -55221,
            -47813,
            -319295,
            -319295,
            -307183
        ],
        [
            95,
            130,
            59,
            95,
            130,
            59
        ],
        [
            132,
            176,
            85,
            132,
            176,
            85
        ],
        [
            71,
            101,
            44,
            71,
            101,
            44
        ],
        [
            6271,
            4320,
            1951,
            6271,
            4320,
            1951
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -119550,
            500727,
            -586105,
            -711491,
            -80587,
            -586105
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6640,
    "evaluation_days": 2213.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574467200000,
    "last_datapoint_time": 1758931200000,
    "evaluation_time": 1758963426947,
    "expiration_time": 1764668160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 235,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 173,
            "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)