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Trade: CHZ/USDT/720/BBU/VWAP/1276

Strategy
CHZ/USDT/720/BBU/VWAP/1276
Pair
CHZ_USDT
Interval
12h
Score
336509
Daily Profit
0.285714
Profit Factor
6.129328
Profitability
35.000000
Streak
297.982023
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 397460.7778 631714.0676 -234253.2898 -83634.2154 202497.964 -286132.1794
Total P&L (%) 397.4608 631.7141 -234.2533 -83.6342 202.498 -286.1322
Avg Daily Profit (%) 0.1798 0.2857 -0.1059 -0.0818 0.0501 0
Buy And Hold Return (%) 203.01 203.01 203.01 203.01 203.01 203.01
Max Trade Drawdown -176268 -77105 -233055 -242672 -78986 -281461
Profit Factor 1.6224 6.1293 0.5455 0.8674 2.6923 0.4399
Total Trades 79 40 39 79 40 39
Winning Trades 20 14 6 20 14 6
Losing Trades 59 26 33 59 26 33
Profitability (%) 25.3165 35 15.3846 25.3165 35 15.3846
Ratio Avg Win / Avg Loss 4.7861 11.383 3.0003 2.5587 5 2.4197
Largest Winning Trade 622084 622084 71683 222141 222141 69771
Largest Losing Trade -47865 -15980 -47865 -106396 -18519 -106396
Avg Bars in Trades 44 4 85 44 4 85
Avg Bars in Winners 121 9 383 121 9 383
Avg Bars in Losers 18 2 31 18 2 31
Bars Traded 3526 195 3331 3526 195 3331
Profit Streak 296.982 297.982 0 296.982 297.982 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -55759 336509 -650173 -637109 -291619 -650173

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573171200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843246790,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 151,
            "offset": 5,
            "std": 2.73359
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            397460.7778411173,
            631714.0676092053,
            -234253.2897680881,
            -83634.2154156599,
            202497.9640128224,
            -286132.1794284822
        ],
        [
            397.460778,
            631.714068,
            -234.25329,
            -83.634215,
            202.497964,
            -286.132179
        ],
        [
            0.179765,
            0.285714,
            -0.105949,
            -0.081829,
            0.050076,
            0
        ],
        [
            203.009984,
            203.009984,
            203.009984,
            203.009984,
            203.009984,
            203.009984
        ],
        [
            -176268,
            -77105,
            -233055,
            -242672,
            -78986,
            -281461
        ],
        [
            1.622418,
            6.129328,
            0.545508,
            0.867365,
            2.692319,
            0.439945
        ],
        [
            79,
            40,
            39,
            79,
            40,
            39
        ],
        [
            20,
            14,
            6,
            20,
            14,
            6
        ],
        [
            59,
            26,
            33,
            59,
            26,
            33
        ],
        [
            25.316456,
            35,
            15.384615,
            25.316456,
            35,
            15.384615
        ],
        [
            4.786134,
            11.383037,
            3.000294,
            2.558726,
            5.000022,
            2.419698
        ],
        [
            622084,
            622084,
            71683,
            222141,
            222141,
            69771
        ],
        [
            -47865,
            -15980,
            -47865,
            -106396,
            -18519,
            -106396
        ],
        [
            44,
            4,
            85,
            44,
            4,
            85
        ],
        [
            121,
            9,
            383,
            121,
            9,
            383
        ],
        [
            18,
            2,
            31,
            18,
            2,
            31
        ],
        [
            3526,
            195,
            3331,
            3526,
            195,
            3331
        ],
        [
            296.982023,
            297.982023,
            0,
            296.982023,
            297.982023,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -55759,
            336509,
            -650173,
            -637109,
            -291619,
            -650173
        ]
    ]
}
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": 1573171200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843246790,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 151,
            "offset": 5,
            "std": 2.73359
        }
    },
    "second_band": {
        "type": "vwap",
        "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)