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Trade: CHZ/USDT/720/ALMA/PWMA/8636

Strategy
CHZ/USDT/720/ALMA/PWMA/8636
Pair
CHZ_USDT
Interval
12h
Score
487587
Daily Profit
0.742202
Profit Factor
2.910994
Profitability
51.515152
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-26 02:34
Expiration Time
2025-11-29 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1641008.4746 1570967.6864 70040.7882 1649368.2126 1465748.3559 183619.8567
Total P&L (%) 1641.0085 1570.9677 70.0408 1649.3682 1465.7484 183.6199
Avg Daily Profit (%) 0.7422 0.7105 0.0317 0.1295 0.1245 0.0472
Buy And Hold Return (%) 729.8306 729.8306 729.8306 729.8306 729.8306 729.8306
Max Trade Drawdown -129973 -84240 -153959 -6529488 -4515949 -4193724
Profit Factor 2.911 4.6281 1.1645 1.0856 1.1508 1.0192
Total Trades 132 66 66 132 66 66
Winning Trades 68 34 34 68 34 34
Losing Trades 64 32 32 64 32 32
Profitability (%) 51.5152 51.5152 51.5152 51.5152 51.5152 51.5152
Ratio Avg Win / Avg Loss 2.7398 4.3558 1.096 1.0217 1.0831 0.9593
Largest Winning Trade 1335854 1335854 45485 1247211 1247211 1009724
Largest Losing Trade -56806 -42140 -56806 -2301539 -2301539 -2244599
Avg Bars in Trades 32 31 33 32 31 33
Avg Bars in Winners 38 37 38 38 37 38
Avg Bars in Losers 26 25 27 26 25 27
Bars Traded 4323 2106 2217 4323 2106 2217
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 487587 -109932 -479880 -150692 -211824 -620741

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570708800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843254544,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "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": [
        [
            1641008.4746037975,
            1570967.686362079,
            70040.7882417186,
            1649368.212633187,
            1465748.3558858824,
            183619.8567473051
        ],
        [
            1641.008475,
            1570.967686,
            70.040788,
            1649.368213,
            1465.748356,
            183.619857
        ],
        [
            0.742202,
            0.710524,
            0.031678,
            0.12952,
            0.124498,
            0.04716
        ],
        [
            729.830647,
            729.830647,
            729.830647,
            729.830647,
            729.830647,
            729.830647
        ],
        [
            -129973,
            -84240,
            -153959,
            -6529488,
            -4515949,
            -4193724
        ],
        [
            2.910994,
            4.628066,
            1.164525,
            1.085583,
            1.150829,
            1.019219
        ],
        [
            132,
            66,
            66,
            132,
            66,
            66
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            64,
            32,
            32,
            64,
            32,
            32
        ],
        [
            51.515152,
            51.515152,
            51.515152,
            51.515152,
            51.515152,
            51.515152
        ],
        [
            2.739759,
            4.355827,
            1.096023,
            1.021726,
            1.083133,
            0.959265
        ],
        [
            1335854,
            1335854,
            45485,
            1247211,
            1247211,
            1009724
        ],
        [
            -56806,
            -42140,
            -56806,
            -2301539,
            -2301539,
            -2244599
        ],
        [
            32,
            31,
            33,
            32,
            31,
            33
        ],
        [
            38,
            37,
            38,
            38,
            37,
            38
        ],
        [
            26,
            25,
            27,
            26,
            25,
            27
        ],
        [
            4323,
            2106,
            2217,
            4323,
            2106,
            2217
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            487587,
            -109932,
            -479880,
            -150692,
            -211824,
            -620741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570708800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843254544,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 70,
            "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)