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Trade: CHZ/USDT/720/DEMA/WMA/2698

Strategy
CHZ/USDT/720/DEMA/WMA/2698
Pair
CHZ_USDT
Interval
12h
Score
505713
Daily Profit
1.130894
Profit Factor
6.028816
Profitability
37.349398
Streak
0.000000
Best Strategy
Training Data Length
2217.000000
Evaluation Time
2025-09-30 21:19
Expiration Time
2025-12-06 02:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2607912.9206 2507191.2261 100721.6945 6951495.6958 14377239.1693 -7425743.4735
Total P&L (%) 2607.9129 2507.1912 100.7217 6951.4957 14377.2392 -7425.7435
Avg Daily Profit (%) 1.1763 1.1309 0.0454 0.1921 0.2247 0
Buy And Hold Return (%) 790.9174 790.9174 790.9174 790.9174 790.9174 790.9174
Max Trade Drawdown -174055 -104328 -139817 -20769560 -12283674 -14172874
Profit Factor 3.7521 6.0288 1.2243 1.0887 1.3442 0.7972
Total Trades 165 83 82 165 83 82
Winning Trades 59 31 28 59 31 28
Losing Trades 106 52 54 106 52 54
Profitability (%) 35.7576 37.3494 34.1463 35.7576 37.3494 34.1463
Ratio Avg Win / Avg Loss 6.741 10.1129 2.3611 1.9559 2.2548 1.5375
Largest Winning Trade 2149465 2149465 47756 22207523 22207523 3745171
Largest Losing Trade -51462 -30847 -51462 -11960165 -3574399 -11960165
Avg Bars in Trades 26 29 22 26 29 22
Avg Bars in Winners 47 55 40 47 55 40
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 4337 2459 1878 4337 2459 1878
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 472645 505713 -307621 -118301 170631 -588345
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4434,
    "evaluation_days": 2217,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570320000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759256380881,
    "expiration_time": 1764980064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 7,
            "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": [
        [
            2607912.920620292,
            2507191.226072109,
            100721.694548181,
            6951495.69576809,
            14377239.169281112,
            -7425743.473513014
        ],
        [
            2607.912921,
            2507.191226,
            100.721695,
            6951.495696,
            14377.239169,
            -7425.743474
        ],
        [
            1.176325,
            1.130894,
            0.045432,
            0.192148,
            0.224662,
            0
        ],
        [
            790.917389,
            790.917389,
            790.917389,
            790.917389,
            790.917389,
            790.917389
        ],
        [
            -174055,
            -104328,
            -139817,
            -20769560,
            -12283674,
            -14172874
        ],
        [
            3.752057,
            6.028816,
            1.224295,
            1.088673,
            1.344198,
            0.797247
        ],
        [
            165,
            83,
            82,
            165,
            83,
            82
        ],
        [
            59,
            31,
            28,
            59,
            31,
            28
        ],
        [
            106,
            52,
            54,
            106,
            52,
            54
        ],
        [
            35.757576,
            37.349398,
            34.146341,
            35.757576,
            37.349398,
            34.146341
        ],
        [
            6.740984,
            10.112853,
            2.361141,
            1.955921,
            2.254784,
            1.537549
        ],
        [
            2149465,
            2149465,
            47756,
            22207523,
            22207523,
            3745171
        ],
        [
            -51462,
            -30847,
            -51462,
            -11960165,
            -3574399,
            -11960165
        ],
        [
            26,
            29,
            22,
            26,
            29,
            22
        ],
        [
            47,
            55,
            40,
            47,
            55,
            40
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            4337,
            2459,
            1878,
            4337,
            2459,
            1878
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            472645,
            505713,
            -307621,
            -118301,
            170631,
            -588345
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4434,
    "evaluation_days": 2217,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1570320000000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759256380881,
    "expiration_time": 1764980064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 7,
            "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)