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Trade: CHZ/USDT/720/HWMA/FWMA/2060

Strategy
CHZ/USDT/720/HWMA/FWMA/2060
Pair
CHZ_USDT
Interval
12h
Score
517246
Daily Profit
1.398756
Profit Factor
4.050373
Profitability
36.601307
Streak
1.763666
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 3101042.5796 3343338.0309 -242295.4513 -97053.8828 204056.7125 -301110.5952
Total P&L (%) 3101.0426 3343.338 -242.2955 -97.0539 204.0567 -301.1106
Avg Daily Profit (%) 1.3988 1.508 -0.1093 -0.1589 0.0502 0
Buy And Hold Return (%) 145.8903 145.8903 145.8903 145.8903 145.8903 145.8903
Max Trade Drawdown -372816 -205053 -295542 -527978 -168021 -411233
Profit Factor 4.0504 8.6113 0.5803 0.8777 1.7855 0.4362
Total Trades 153 76 77 153 76 77
Winning Trades 56 29 27 56 29 27
Losing Trades 97 47 50 97 47 50
Profitability (%) 36.6013 38.1579 35.0649 36.6013 38.1579 35.0649
Ratio Avg Win / Avg Loss 7.0158 13.9563 1.0747 1.5204 2.8937 0.8077
Largest Winning Trade 3570242 3570242 49450 342034 342034 173876
Largest Losing Trade -65128 -37878 -65128 -160474 -103081 -160474
Avg Bars in Trades 27 25 29 27 25 29
Avg Bars in Winners 49 45 53 49 45 53
Avg Bars in Losers 14 13 16 14 13 16
Bars Traded 4227 1951 2276 4227 1951 2276
Profit Streak 1.7637 0 2.2637 1.7637 0 2.2637
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 517246 -31476 -628433 -584416 -218047 -630100
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4434,
    "evaluation_days": 2217,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572955200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759256380744,
    "expiration_time": 1764980064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 121,
            "na": 0.76314,
            "nb": 0.55069,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 47,
            "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": [
        [
            3101042.5795802153,
            3343338.030857651,
            -242295.4512774343,
            -97053.8827801927,
            204056.7124667072,
            -301110.5952468999
        ],
        [
            3101.04258,
            3343.338031,
            -242.295451,
            -97.053883,
            204.056712,
            -301.110595
        ],
        [
            1.398756,
            1.508046,
            -0.10929,
            -0.158858,
            0.050172,
            0
        ],
        [
            145.890282,
            145.890282,
            145.890282,
            145.890282,
            145.890282,
            145.890282
        ],
        [
            -372816,
            -205053,
            -295542,
            -527978,
            -168021,
            -411233
        ],
        [
            4.050373,
            8.611303,
            0.580333,
            0.877738,
            1.78549,
            0.436163
        ],
        [
            153,
            76,
            77,
            153,
            76,
            77
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            97,
            47,
            50,
            97,
            47,
            50
        ],
        [
            36.601307,
            38.157895,
            35.064935,
            36.601307,
            38.157895,
            35.064935
        ],
        [
            7.015824,
            13.95625,
            1.07469,
            1.520368,
            2.893726,
            0.807709
        ],
        [
            3570242,
            3570242,
            49450,
            342034,
            342034,
            173876
        ],
        [
            -65128,
            -37878,
            -65128,
            -160474,
            -103081,
            -160474
        ],
        [
            27,
            25,
            29,
            27,
            25,
            29
        ],
        [
            49,
            45,
            53,
            49,
            45,
            53
        ],
        [
            14,
            13,
            16,
            14,
            13,
            16
        ],
        [
            4227,
            1951,
            2276,
            4227,
            1951,
            2276
        ],
        [
            1.763666,
            0,
            2.263666,
            1.763666,
            0,
            2.263666
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            517246,
            -31476,
            -628433,
            -584416,
            -218047,
            -630100
        ]
    ]
}
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": 1572955200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759256380744,
    "expiration_time": 1764980064000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 121,
            "na": 0.76314,
            "nb": 0.55069,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 47,
            "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)