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Trade: CHZ/USDT/720/FWMA/HL2/5976

Strategy
CHZ/USDT/720/FWMA/HL2/5976
Pair
CHZ_USDT
Interval
12h
Score
319734
Daily Profit
0.960844
Profit Factor
3.566225
Profitability
29.411765
Streak
0.000000
Best Strategy
Training Data Length
2222.000000
Evaluation Time
2025-10-06 03:07
Expiration Time
2025-12-11 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2134994.4121 2177585.9646 -42591.5525 85599.5495 4647112.7557 -4561513.2062
Total P&L (%) 2134.9944 2177.586 -42.5916 85.5995 4647.1128 -4561.5132
Avg Daily Profit (%) 0.9608 0.98 -0.0192 0.0278 0.1739 0
Buy And Hold Return (%) 486.4803 486.4803 486.4803 486.4803 486.4803 486.4803
Max Trade Drawdown -213997 -124243 -141129 -6399805 -1901982 -4647179
Profit Factor 3.5662 6.7973 0.9067 1.0091 2.5109 0.2778
Total Trades 153 76 77 153 76 77
Winning Trades 45 21 24 45 21 24
Losing Trades 108 55 53 108 55 53
Profitability (%) 29.4118 27.6316 31.1688 29.4118 27.6316 31.1688
Ratio Avg Win / Avg Loss 8.5589 17.8025 2.0022 2.4219 6.5761 0.6135
Largest Winning Trade 2135988 2135988 53368 6290885 6290885 281927
Largest Losing Trade -61591 -37670 -61591 -4056038 -952820 -4056038
Avg Bars in Trades 26 25 27 26 25 27
Avg Bars in Winners 61 66 57 61 66 57
Avg Bars in Losers 11 9 13 11 9 13
Bars Traded 4058 1932 2126 4058 1932 2126
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 319734 -47345 -627003 -540150 -54796 -629781
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 2222,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1580558400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759709228416,
    "expiration_time": 1765425024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 241,
            "offset": 57
        }
    },
    "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": [
        [
            2134994.4120688154,
            2177585.9645913043,
            -42591.5525224884,
            85599.5494506885,
            4647112.755678823,
            -4561513.206228136
        ],
        [
            2134.994412,
            2177.585965,
            -42.591553,
            85.599549,
            4647.112756,
            -4561.513206
        ],
        [
            0.960844,
            0.980012,
            -0.019168,
            0.027836,
            0.173874,
            0
        ],
        [
            486.480312,
            486.480312,
            486.480312,
            486.480312,
            486.480312,
            486.480312
        ],
        [
            -213997,
            -124243,
            -141129,
            -6399805,
            -1901982,
            -4647179
        ],
        [
            3.566225,
            6.797307,
            0.906667,
            1.009114,
            2.510855,
            0.277829
        ],
        [
            153,
            76,
            77,
            153,
            76,
            77
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            108,
            55,
            53,
            108,
            55,
            53
        ],
        [
            29.411765,
            27.631579,
            31.168831,
            29.411765,
            27.631579,
            31.168831
        ],
        [
            8.558939,
            17.80247,
            2.002223,
            2.421873,
            6.57605,
            0.61354
        ],
        [
            2135988,
            2135988,
            53368,
            6290885,
            6290885,
            281927
        ],
        [
            -61591,
            -37670,
            -61591,
            -4056038,
            -952820,
            -4056038
        ],
        [
            26,
            25,
            27,
            26,
            25,
            27
        ],
        [
            61,
            66,
            57,
            61,
            66,
            57
        ],
        [
            11,
            9,
            13,
            11,
            9,
            13
        ],
        [
            4058,
            1932,
            2126,
            4058,
            1932,
            2126
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319734,
            -47345,
            -627003,
            -540150,
            -54796,
            -629781
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 2222,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1580558400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759709228416,
    "expiration_time": 1765425024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 241,
            "offset": 57
        }
    },
    "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)