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Trade: CHZ/USDT/720/HWMA/SWMA/9567

Strategy
CHZ/USDT/720/HWMA/SWMA/9567
Pair
CHZ_USDT
Interval
12h
Score
323734
Daily Profit
0.149646
Profit Factor
1.435899
Profitability
57.446809
Streak
0.000000
Best Strategy
Training Data Length
2216.000000
Evaluation Time
2025-09-30 01:55
Expiration Time
2025-12-05 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1915126.5251 68227.4767 -1983354.0018 -725370.9567 2648596.6613 -3373967.618
Total P&L (%) -1915.1265 68.2275 -1983.354 -725.371 2648.5967 -3373.9676
Avg Daily Profit (%) -0.8642 0.0308 -0.895 0 0.1496 0
Buy And Hold Return (%) 373.7901 373.7901 373.7901 373.7901 373.7901 373.7901
Max Trade Drawdown -2037706 -97814 -2058246 -4662078 -1290463 -4409231
Profit Factor 0.3236 1.1605 0.1758 0.9518 1.4359 0.6236
Total Trades 188 94 94 188 94 94
Winning Trades 105 51 54 94 54 40
Losing Trades 83 43 40 94 40 54
Profitability (%) 55.8511 54.2553 57.4468 50 57.4468 42.5532
Ratio Avg Win / Avg Loss 0.2558 0.9785 0.1303 0.9518 1.0636 0.8419
Largest Winning Trade 48483 48483 43776 1722576 1722576 890452
Largest Losing Trade -2007903 -52534 -2007903 -1960202 -926749 -1960202
Avg Bars in Trades 21 23 20 21 23 20
Avg Bars in Winners 11 9 13 27 30 23
Avg Bars in Losers 35 39 30 16 14 18
Bars Traded 4126 2203 1923 4126 2203 1923
Profit Streak 15.4551 33.4551 15.4551 0 0 0
Trades During Streak 3 3 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577270 -361156 -579255 -579515 323734 -583699
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4432,
    "evaluation_days": 2216,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1576800000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759186522298,
    "expiration_time": 1764891072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.49501,
            "nb": 0.1,
            "nc": 0.97216
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 211,
            "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": [
        [
            -1915126.525072201,
            68227.4767077125,
            -1983354.001779913,
            -725370.9566869348,
            2648596.6612697463,
            -3373967.617956683
        ],
        [
            -1915.126525,
            68.227477,
            -1983.354002,
            -725.370957,
            2648.596661,
            -3373.967618
        ],
        [
            -0.864227,
            0.030789,
            -0.895015,
            0,
            0.149646,
            0
        ],
        [
            373.790084,
            373.790084,
            373.790084,
            373.790084,
            373.790084,
            373.790084
        ],
        [
            -2037706,
            -97814,
            -2058246,
            -4662078,
            -1290463,
            -4409231
        ],
        [
            0.323638,
            1.160541,
            0.175843,
            0.951771,
            1.435899,
            0.623601
        ],
        [
            188,
            94,
            94,
            188,
            94,
            94
        ],
        [
            105,
            51,
            54,
            94,
            54,
            40
        ],
        [
            83,
            43,
            40,
            94,
            40,
            54
        ],
        [
            55.851064,
            54.255319,
            57.446809,
            50,
            57.446809,
            42.553191
        ],
        [
            0.255828,
            0.978495,
            0.130254,
            0.951771,
            1.063629,
            0.841862
        ],
        [
            48483,
            48483,
            43776,
            1722576,
            1722576,
            890452
        ],
        [
            -2007903,
            -52534,
            -2007903,
            -1960202,
            -926749,
            -1960202
        ],
        [
            21,
            23,
            20,
            21,
            23,
            20
        ],
        [
            11,
            9,
            13,
            27,
            30,
            23
        ],
        [
            35,
            39,
            30,
            16,
            14,
            18
        ],
        [
            4126,
            2203,
            1923,
            4126,
            2203,
            1923
        ],
        [
            15.455119,
            33.455119,
            15.455119,
            0,
            0,
            0
        ],
        [
            3,
            3,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577270,
            -361156,
            -579255,
            -579515,
            323734,
            -583699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4432,
    "evaluation_days": 2216,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1576800000000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759186522298,
    "expiration_time": 1764891072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.49501,
            "nb": 0.1,
            "nc": 0.97216
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 211,
            "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)