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Trade: CHZ/USDT/480/SWMA/SUPERTREND/5888

Strategy
CHZ/USDT/480/SWMA/SUPERTREND/5888
Pair
CHZ_USDT
Interval
8h
Score
651912
Daily Profit
0.909877
Profit Factor
3.666169
Profitability
43.925234
Streak
10.053949
Best Strategy
Training Data Length
2221.670000
Evaluation Time
2025-10-05 20:17
Expiration Time
2025-12-11 01:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1858608.6911 2021446.2327 -162837.5416 -85900.1897 1306123.4574 -1392023.6471
Total P&L (%) 1858.6087 2021.4462 -162.8375 -85.9002 1306.1235 -1392.0236
Avg Daily Profit (%) 0.8366 0.9099 -0.0733 -0.0881 0.1191 0
Buy And Hold Return (%) 280.3253 280.3253 280.3253 280.3253 280.3253 280.3253
Max Trade Drawdown -384441 -200399 -254531 -2895354 -1219069 -1697806
Profit Factor 2.2979 3.6662 0.7584 0.9806 1.6348 0.4131
Total Trades 215 107 108 215 107 108
Winning Trades 97 47 50 97 47 50
Losing Trades 118 60 58 118 60 58
Profitability (%) 45.1163 43.9252 46.2963 45.1163 43.9252 46.2963
Ratio Avg Win / Avg Loss 2.7953 4.6802 0.8797 1.1929 2.087 0.4792
Largest Winning Trade 2087533 2087533 38515 2449404 2449404 341409
Largest Losing Trade -42507 -42507 -41007 -1164656 -712209 -1164656
Avg Bars in Trades 29 32 26 29 32 26
Avg Bars in Winners 37 41 32 37 41 32
Avg Bars in Losers 23 26 21 23 26 21
Bars Traded 6426 3516 2909 6426 3516 2909
Profit Streak 0 10.0539 0 0 10.0539 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 605883 651912 -582207 -579607 -34161 -582207
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6665,
    "evaluation_days": 2221.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572048000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759684661232,
    "expiration_time": 1765409760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 241,
            "offset": 0,
            "multiplier": 2.68983
        }
    }
}
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": [
        [
            1858608.691085494,
            2021446.23273185,
            -162837.5416463567,
            -85900.1897111734,
            1306123.4573588422,
            -1392023.6470700132
        ],
        [
            1858.608691,
            2021.446233,
            -162.837542,
            -85.90019,
            1306.123457,
            -1392.023647
        ],
        [
            0.836582,
            0.909877,
            -0.073295,
            -0.088138,
            0.119054,
            0
        ],
        [
            280.325329,
            280.325329,
            280.325329,
            280.325329,
            280.325329,
            280.325329
        ],
        [
            -384441,
            -200399,
            -254531,
            -2895354,
            -1219069,
            -1697806
        ],
        [
            2.297862,
            3.666169,
            0.758355,
            0.980606,
            1.634801,
            0.413063
        ],
        [
            215,
            107,
            108,
            215,
            107,
            108
        ],
        [
            97,
            47,
            50,
            97,
            47,
            50
        ],
        [
            118,
            60,
            58,
            118,
            60,
            58
        ],
        [
            45.116279,
            43.925234,
            46.296296,
            45.116279,
            43.925234,
            46.296296
        ],
        [
            2.795337,
            4.680215,
            0.879691,
            1.192902,
            2.08698,
            0.479153
        ],
        [
            2087533,
            2087533,
            38515,
            2449404,
            2449404,
            341409
        ],
        [
            -42507,
            -42507,
            -41007,
            -1164656,
            -712209,
            -1164656
        ],
        [
            29,
            32,
            26,
            29,
            32,
            26
        ],
        [
            37,
            41,
            32,
            37,
            41,
            32
        ],
        [
            23,
            26,
            21,
            23,
            26,
            21
        ],
        [
            6426,
            3516,
            2909,
            6426,
            3516,
            2909
        ],
        [
            0,
            10.053949,
            0,
            0,
            10.053949,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            605883,
            651912,
            -582207,
            -579607,
            -34161,
            -582207
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6665,
    "evaluation_days": 2221.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572048000000,
    "last_datapoint_time": 1759651200000,
    "evaluation_time": 1759684661232,
    "expiration_time": 1765409760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 241,
            "offset": 0,
            "multiplier": 2.68983
        }
    }
}

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)