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Trade: CHZ/USDT/720/HMA/FWMA/4836

Strategy
CHZ/USDT/720/HMA/FWMA/4836
Pair
CHZ_USDT
Interval
12h
Score
397699
Daily Profit
0.909593
Profit Factor
3.517965
Profitability
31.683168
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-27 00:02
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 2011109.5165 2026101.1193 -14991.6028 271256.9827 4186652.4905 -3915395.5078
Total P&L (%) 2011.1095 2026.1011 -14.9916 271.257 4186.6525 -3915.3955
Avg Daily Profit (%) 0.9096 0.9164 -0.0068 0.0593 0.1701 0
Buy And Hold Return (%) 481.8312 481.8312 481.8312 481.8312 481.8312 481.8312
Max Trade Drawdown -118114 -72468 -108447 -5154994 -1345790 -4223652
Profit Factor 3.518 6.219 0.9635 1.0251 2.05 0.4265
Total Trades 101 51 50 101 51 50
Winning Trades 32 17 15 32 17 15
Losing Trades 69 34 35 69 34 35
Profitability (%) 31.6832 33.3333 30 31.6832 33.3333 30
Ratio Avg Win / Avg Loss 7.5856 12.438 2.2481 2.2103 4.0999 0.9953
Largest Winning Trade 1874274 1874274 47503 5246338 5246338 595973
Largest Losing Trade -69791 -37670 -69791 -3856832 -628875 -3856832
Avg Bars in Trades 41 45 36 41 45 36
Avg Bars in Winners 92 96 88 92 96 88
Avg Bars in Losers 17 20 14 17 20 14
Bars Traded 4152 2328 1823 4152 2328 1823
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 397699 -166781 -766111 -478138 -174857 -768888

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1578744000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920523529,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 53,
            "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": [
        [
            2011109.5164967156,
            2026101.1192912618,
            -14991.6027945464,
            271256.9827202944,
            4186652.4905351317,
            -3915395.50781484
        ],
        [
            2011.109516,
            2026.101119,
            -14.991603,
            271.256983,
            4186.652491,
            -3915.395508
        ],
        [
            0.909593,
            0.916373,
            -0.00678,
            0.059345,
            0.170117,
            0
        ],
        [
            481.831187,
            481.831187,
            481.831187,
            481.831187,
            481.831187,
            481.831187
        ],
        [
            -118114,
            -72468,
            -108447,
            -5154994,
            -1345790,
            -4223652
        ],
        [
            3.517965,
            6.219007,
            0.963479,
            1.025081,
            2.049967,
            0.426537
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            32,
            17,
            15,
            32,
            17,
            15
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            31.683168,
            33.333333,
            30,
            31.683168,
            33.333333,
            30
        ],
        [
            7.585611,
            12.438014,
            2.248117,
            2.210332,
            4.099934,
            0.995252
        ],
        [
            1874274,
            1874274,
            47503,
            5246338,
            5246338,
            595973
        ],
        [
            -69791,
            -37670,
            -69791,
            -3856832,
            -628875,
            -3856832
        ],
        [
            41,
            45,
            36,
            41,
            45,
            36
        ],
        [
            92,
            96,
            88,
            92,
            96,
            88
        ],
        [
            17,
            20,
            14,
            17,
            20,
            14
        ],
        [
            4152,
            2328,
            1823,
            4152,
            2328,
            1823
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397699,
            -166781,
            -766111,
            -478138,
            -174857,
            -768888
        ]
    ]
}
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": 1578744000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920523529,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 242,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 53,
            "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)