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Trade: CHZ/USDT/480/VWAP/HL2/9161

Strategy
CHZ/USDT/480/VWAP/HL2/9161
Pair
CHZ_USDT
Interval
8h
Score
368734
Daily Profit
1.546167
Profit Factor
5.474641
Profitability
29.032258
Streak
0.000000
Best Strategy
Training Data Length
2212.670000
Evaluation Time
2025-09-26 14:29
Expiration Time
2025-12-01 19:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 3421157.8975 3547059.4887 -125901.5912 -59484.0534 206965.0621 -266449.1154
Total P&L (%) 3421.1579 3547.0595 -125.9016 -59.4841 206.9651 -266.4491
Avg Daily Profit (%) 1.5462 1.6031 -0.0569 -0.0408 0.0507 0
Buy And Hold Return (%) 122.3325 122.3325 122.3325 122.3325 122.3325 122.3325
Max Trade Drawdown -213437 -148965 -136245 -666559 -337015 -437347
Profit Factor 5.4746 12.1119 0.7173 0.963 1.3044 0.7132
Total Trades 124 62 62 124 62 62
Winning Trades 36 17 19 36 17 19
Losing Trades 88 45 43 88 45 43
Profitability (%) 29.0323 27.4194 30.6452 29.0323 27.4194 30.6452
Ratio Avg Win / Avg Loss 13.3825 32.0609 1.6234 2.3541 3.4527 1.6141
Largest Winning Trade 3699170 3699170 46536 427016 427016 204088
Largest Losing Trade -52509 -47118 -52509 -143357 -101292 -143357
Avg Bars in Trades 50 47 54 50 47 54
Avg Bars in Winners 119 127 112 119 127 112
Avg Bars in Losers 22 16 29 22 16 29
Bars Traded 6317 2918 3399 6317 2918 3399
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 368734 -151218 -739985 -589714 -306536 -739985

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6638,
    "evaluation_days": 2212.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572883200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758886171635,
    "expiration_time": 1764608832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 179
        }
    },
    "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": [
        [
            3421157.897454791,
            3547059.488703793,
            -125901.5912489994,
            -59484.0533516593,
            206965.062061161,
            -266449.1154128207
        ],
        [
            3421.157897,
            3547.059489,
            -125.901591,
            -59.484053,
            206.965062,
            -266.449115
        ],
        [
            1.546167,
            1.603068,
            -0.0569,
            -0.040824,
            0.050701,
            0
        ],
        [
            122.332477,
            122.332477,
            122.332477,
            122.332477,
            122.332477,
            122.332477
        ],
        [
            -213437,
            -148965,
            -136245,
            -666559,
            -337015,
            -437347
        ],
        [
            5.474641,
            12.111892,
            0.717299,
            0.963031,
            1.304371,
            0.713209
        ],
        [
            124,
            62,
            62,
            124,
            62,
            62
        ],
        [
            36,
            17,
            19,
            36,
            17,
            19
        ],
        [
            88,
            45,
            43,
            88,
            45,
            43
        ],
        [
            29.032258,
            27.419355,
            30.645161,
            29.032258,
            27.419355,
            30.645161
        ],
        [
            13.382456,
            32.06089,
            1.623362,
            2.354077,
            3.452747,
            1.614104
        ],
        [
            3699170,
            3699170,
            46536,
            427016,
            427016,
            204088
        ],
        [
            -52509,
            -47118,
            -52509,
            -143357,
            -101292,
            -143357
        ],
        [
            50,
            47,
            54,
            50,
            47,
            54
        ],
        [
            119,
            127,
            112,
            119,
            127,
            112
        ],
        [
            22,
            16,
            29,
            22,
            16,
            29
        ],
        [
            6317,
            2918,
            3399,
            6317,
            2918,
            3399
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            368734,
            -151218,
            -739985,
            -589714,
            -306536,
            -739985
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6638,
    "evaluation_days": 2212.67,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572883200000,
    "last_datapoint_time": 1758873600000,
    "evaluation_time": 1758886171635,
    "expiration_time": 1764608832000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 179
        }
    },
    "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)