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Trade: CHZ/USDT/480/ZLMA/VWMA/8541

Strategy
CHZ/USDT/480/ZLMA/VWMA/8541
Pair
CHZ_USDT
Interval
8h
Score
365756
Daily Profit
0.431393
Profit Factor
2.177711
Profitability
47.692308
Streak
0.000000
Best Strategy
Training Data Length
2222.330000
Evaluation Time
2025-10-06 10:10
Expiration Time
2025-12-11 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 958697.8801 917994.0813 40703.7988 526200.6519 -1169845.2739 1696045.9257
Total P&L (%) 958.6979 917.9941 40.7038 526.2007 -1169.8453 1696.0459
Avg Daily Profit (%) 0.4314 0.4131 0.0183 0.0826 0 0.13
Buy And Hold Return (%) 365.4388 365.4388 365.4388 365.4388 365.4388 365.4388
Max Trade Drawdown -153758 -108320 -168258 -5687617 -4184484 -2365703
Profit Factor 2.1777 3.4984 1.0911 1.0385 0.8583 1.3129
Total Trades 130 65 65 130 65 65
Winning Trades 62 32 30 62 32 30
Losing Trades 68 33 35 68 33 35
Profitability (%) 47.6923 49.2308 46.1538 47.6923 49.2308 46.1538
Ratio Avg Win / Avg Loss 2.3885 3.6077 1.273 1.139 0.8852 1.5317
Largest Winning Trade 673391 673391 52022 2138676 2138676 761321
Largest Losing Trade -71614 -39861 -71614 -1408078 -1408078 -765832
Avg Bars in Trades 49 64 34 49 64 34
Avg Bars in Winners 57 75 37 57 75 37
Avg Bars in Losers 42 54 31 42 54 31
Bars Traded 6445 4218 2227 6445 4218 2227
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 365756 -118973 -587887 -289959 -712757 -152827
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6667,
    "evaluation_days": 2222.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571673600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759734651038,
    "expiration_time": 1765469088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 42,
            "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": [
        [
            958697.8801096885,
            917994.0813114746,
            40703.7987982137,
            526200.651864123,
            -1169845.2738836152,
            1696045.9257477373
        ],
        [
            958.69788,
            917.994081,
            40.703799,
            526.200652,
            -1169.845274,
            1696.045926
        ],
        [
            0.431393,
            0.413077,
            0.018316,
            0.082583,
            0,
            0.130046
        ],
        [
            365.438764,
            365.438764,
            365.438764,
            365.438764,
            365.438764,
            365.438764
        ],
        [
            -153758,
            -108320,
            -168258,
            -5687617,
            -4184484,
            -2365703
        ],
        [
            2.177711,
            3.498376,
            1.091142,
            1.038468,
            0.85834,
            1.312881
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            62,
            32,
            30,
            62,
            32,
            30
        ],
        [
            68,
            33,
            35,
            68,
            33,
            35
        ],
        [
            47.692308,
            49.230769,
            46.153846,
            47.692308,
            49.230769,
            46.153846
        ],
        [
            2.388457,
            3.6077,
            1.272999,
            1.138965,
            0.885163,
            1.531694
        ],
        [
            673391,
            673391,
            52022,
            2138676,
            2138676,
            761321
        ],
        [
            -71614,
            -39861,
            -71614,
            -1408078,
            -1408078,
            -765832
        ],
        [
            49,
            64,
            34,
            49,
            64,
            34
        ],
        [
            57,
            75,
            37,
            57,
            75,
            37
        ],
        [
            42,
            54,
            31,
            42,
            54,
            31
        ],
        [
            6445,
            4218,
            2227,
            6445,
            4218,
            2227
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            365756,
            -118973,
            -587887,
            -289959,
            -712757,
            -152827
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6667,
    "evaluation_days": 2222.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571673600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759734651038,
    "expiration_time": 1765469088000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 42,
            "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)