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Trade: CHZ/USDT/480/SWMA/MIDPOINT/5270

Strategy
CHZ/USDT/480/SWMA/MIDPOINT/5270
Pair
CHZ_USDT
Interval
8h
Score
820454
Daily Profit
0.838893
Profit Factor
10.239952
Profitability
58.620690
Streak
0.000000
Best Strategy
Training Data Length
2217.000000
Evaluation Time
2025-10-01 00:25
Expiration Time
2025-12-06 06:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2108814.3075 1859826.2619 248988.0456 46398177.6198 6862776.2344 39535401.3854
Total P&L (%) 2108.8143 1859.8263 248.988 46398.1776 6862.7762 39535.4014
Avg Daily Profit (%) 0.9512 0.8389 0.1123 0.2774 0.1916 0.2702
Buy And Hold Return (%) 199.0943 199.0943 199.0943 199.0943 199.0943 199.0943
Max Trade Drawdown -91569 -72068 -87009 -39120816 -21125296 -34803870
Profit Factor 6.4688 10.24 2.3508 1.4478 1.109 1.9726
Total Trades 58 29 29 58 29 29
Winning Trades 37 17 20 37 17 20
Losing Trades 21 12 9 21 12 9
Profitability (%) 63.7931 58.6207 68.9655 63.7931 58.6207 68.9655
Ratio Avg Win / Avg Loss 3.6715 7.2282 1.0579 0.8217 0.7828 0.8877
Largest Winning Trade 1518974 1518974 42655 16067392 16067392 11251807
Largest Losing Trade -50335 -50335 -45239 -23475739 -21125296 -23475739
Avg Bars in Trades 110 150 71 110 150 71
Avg Bars in Winners 105 138 77 105 138 77
Avg Bars in Losers 119 167 56 119 167 56
Bars Traded 6425 4364 2061 6425 4364 2061
Profit Streak 0 0 350.8925 0 0 350.8925
Trades During Streak 0 0 4 0 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -155886 820454 -123740 -169691 -93259 481456
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6651,
    "evaluation_days": 2217,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573257600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759267510231,
    "expiration_time": 1764994464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 193,
            "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": [
        [
            2108814.3074908713,
            1859826.2618774516,
            248988.0456134207,
            46398177.61981689,
            6862776.234379435,
            39535401.385437444
        ],
        [
            2108.814307,
            1859.826262,
            248.988046,
            46398.17762,
            6862.776234,
            39535.401385
        ],
        [
            0.951202,
            0.838893,
            0.112309,
            0.277425,
            0.191575,
            0.270202
        ],
        [
            199.09434,
            199.09434,
            199.09434,
            199.09434,
            199.09434,
            199.09434
        ],
        [
            -91569,
            -72068,
            -87009,
            -39120816,
            -21125296,
            -34803870
        ],
        [
            6.468787,
            10.239952,
            2.350787,
            1.447831,
            1.109006,
            1.972618
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            21,
            12,
            9,
            21,
            12,
            9
        ],
        [
            63.793103,
            58.62069,
            68.965517,
            63.793103,
            58.62069,
            68.965517
        ],
        [
            3.671474,
            7.228201,
            1.057854,
            0.821742,
            0.782828,
            0.887678
        ],
        [
            1518974,
            1518974,
            42655,
            16067392,
            16067392,
            11251807
        ],
        [
            -50335,
            -50335,
            -45239,
            -23475739,
            -21125296,
            -23475739
        ],
        [
            110,
            150,
            71,
            110,
            150,
            71
        ],
        [
            105,
            138,
            77,
            105,
            138,
            77
        ],
        [
            119,
            167,
            56,
            119,
            167,
            56
        ],
        [
            6425,
            4364,
            2061,
            6425,
            4364,
            2061
        ],
        [
            0,
            0,
            350.892479,
            0,
            0,
            350.89248
        ],
        [
            0,
            0,
            4,
            0,
            0,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -155886,
            820454,
            -123740,
            -169691,
            -93259,
            481456
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6651,
    "evaluation_days": 2217,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573257600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759267510231,
    "expiration_time": 1764994464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 101,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 193,
            "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)