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Trade: CHZ/USDT/480/VWAP/HL2/5303

Strategy
CHZ/USDT/480/VWAP/HL2/5303
Pair
CHZ_USDT
Interval
8h
Score
383792
Daily Profit
0.287233
Profit Factor
1.269867
Profitability
48.529412
Streak
3.413480
Best Strategy
Training Data Length
2211.670000
Evaluation Time
2025-09-25 20:55
Expiration Time
2025-11-30 18:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 689394.1006 635264.0277 54130.0728 962603.685 -130138.4869 1092742.1718
Total P&L (%) 689.3941 635.264 54.1301 962.6037 -130.1385 1092.7422
Avg Daily Profit (%) 0.3117 0.2872 0.0245 0.1069 0 0.1121
Buy And Hold Return (%) 253.6166 253.6166 253.6166 253.6166 253.6166 253.6166
Max Trade Drawdown -185414 -95451 -179601 -6292918 -4580390 -2720890
Profit Factor 1.1367 1.2699 1.0201 1.0154 0.9957 1.0335
Total Trades 3400 1700 1700 3400 1700 1700
Winning Trades 1640 825 815 1640 825 815
Losing Trades 1760 875 885 1760 875 885
Profitability (%) 48.2353 48.5294 47.9412 48.2353 48.5294 47.9412
Ratio Avg Win / Avg Loss 1.2198 1.3468 1.1077 1.0897 1.056 1.1223
Largest Winning Trade 110231 110231 32076 961478 674859 961478
Largest Losing Trade -38692 -24443 -38692 -1144645 -1138308 -1144645
Avg Bars in Trades 1 1 2 1 1 2
Avg Bars in Winners 2 2 2 2 2 2
Avg Bars in Losers 1 1 1 1 1 1
Bars Traded 6627 3180 3447 6627 3180 3447
Profit Streak 0 3.4135 0 0 3.4135 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 -57847 383792 -518289 -249146 -573582 -222426

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6635,
    "evaluation_days": 2211.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1567728000000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758822924717,
    "expiration_time": 1764519840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            689394.1005589425,
            635264.0277389106,
            54130.0728200329,
            962603.6849500057,
            -130138.4868948449,
            1092742.1718448466
        ],
        [
            689.394101,
            635.264028,
            54.130073,
            962.603685,
            -130.138487,
            1092.742172
        ],
        [
            0.311707,
            0.287233,
            0.024475,
            0.106913,
            0,
            0.112143
        ],
        [
            253.616637,
            253.616637,
            253.616637,
            253.616637,
            253.616637,
            253.616637
        ],
        [
            -185414,
            -95451,
            -179601,
            -6292918,
            -4580390,
            -2720890
        ],
        [
            1.136653,
            1.269867,
            1.020116,
            1.015357,
            0.995672,
            1.033503
        ],
        [
            3400,
            1700,
            1700,
            3400,
            1700,
            1700
        ],
        [
            1640,
            825,
            815,
            1640,
            825,
            815
        ],
        [
            1760,
            875,
            885,
            1760,
            875,
            885
        ],
        [
            48.235294,
            48.529412,
            47.941176,
            48.235294,
            48.529412,
            47.941176
        ],
        [
            1.219823,
            1.346829,
            1.107734,
            1.089651,
            1.056015,
            1.12227
        ],
        [
            110231,
            110231,
            32076,
            961478,
            674859,
            961478
        ],
        [
            -38692,
            -24443,
            -38692,
            -1144645,
            -1138308,
            -1144645
        ],
        [
            1,
            1,
            2,
            1,
            1,
            2
        ],
        [
            2,
            2,
            2,
            2,
            2,
            2
        ],
        [
            1,
            1,
            1,
            1,
            1,
            1
        ],
        [
            6627,
            3180,
            3447,
            6627,
            3180,
            3447
        ],
        [
            0,
            3.41348,
            0,
            0,
            3.41348,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -57847,
            383792,
            -518289,
            -249146,
            -573582,
            -222426
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6635,
    "evaluation_days": 2211.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1567728000000,
    "last_datapoint_time": 1758787200000,
    "evaluation_time": 1758822924717,
    "expiration_time": 1764519840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)