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Trade: CHZ/USDT/720/LINREG/VWAP/8027

Strategy
CHZ/USDT/720/LINREG/VWAP/8027
Pair
CHZ_USDT
Interval
12h
Score
527709
Daily Profit
1.090702
Profit Factor
3.888737
Profitability
32.317073
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-26 16:17
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 2411542.1178 2282135.4207 129406.6971 5720208.8451 4463485.6746 1256723.1705
Total P&L (%) 2411.5421 2282.1354 129.4067 5720.2088 4463.4857 1256.7232
Avg Daily Profit (%) 1.0907 1.0322 0.0585 0.184 0.173 0.118
Buy And Hold Return (%) 203.9384 203.9384 203.9384 203.9384 203.9384 203.9384
Max Trade Drawdown -129224 -78618 -97553 -9815950 -9466435 -4282446
Profit Factor 3.8887 6.3928 1.3144 1.1076 1.1511 1.0532
Total Trades 164 82 82 164 82 82
Winning Trades 53 28 25 53 28 25
Losing Trades 111 54 57 111 54 57
Profitability (%) 32.3171 34.1463 30.4878 32.3171 34.1463 30.4878
Ratio Avg Win / Avg Loss 8.1443 12.3289 2.9968 2.3197 2.2201 2.4012
Largest Winning Trade 2067791 2067791 47820 8469333 8469333 3973984
Largest Losing Trade -45256 -38260 -45256 -4018272 -3411693 -4018272
Avg Bars in Trades 26 28 23 26 28 23
Avg Bars in Winners 57 60 53 57 60 53
Avg Bars in Losers 11 12 10 11 12 10
Bars Traded 4274 2364 1910 4274 2364 1910
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 527709 415804 -291030 -98909 -55703 -208299

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573300800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892673909,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            2411542.1178037166,
            2282135.4207336344,
            129406.6970700834,
            5720208.845121432,
            4463485.674583739,
            1256723.1705376953
        ],
        [
            2411.542118,
            2282.135421,
            129.406697,
            5720.208845,
            4463.485675,
            1256.723171
        ],
        [
            1.090702,
            1.032173,
            0.058529,
            0.183974,
            0.172952,
            0.11801
        ],
        [
            203.93842,
            203.93842,
            203.93842,
            203.93842,
            203.93842,
            203.93842
        ],
        [
            -129224,
            -78618,
            -97553,
            -9815950,
            -9466435,
            -4282446
        ],
        [
            3.888737,
            6.392768,
            1.314381,
            1.107587,
            1.151138,
            1.05317
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            53,
            28,
            25,
            53,
            28,
            25
        ],
        [
            111,
            54,
            57,
            111,
            54,
            57
        ],
        [
            32.317073,
            34.146341,
            30.487805,
            32.317073,
            34.146341,
            30.487805
        ],
        [
            8.144337,
            12.328909,
            2.996789,
            2.319663,
            2.220052,
            2.401228
        ],
        [
            2067791,
            2067791,
            47820,
            8469333,
            8469333,
            3973984
        ],
        [
            -45256,
            -38260,
            -45256,
            -4018272,
            -3411693,
            -4018272
        ],
        [
            26,
            28,
            23,
            26,
            28,
            23
        ],
        [
            57,
            60,
            53,
            57,
            60,
            53
        ],
        [
            11,
            12,
            10,
            11,
            12,
            10
        ],
        [
            4274,
            2364,
            1910,
            4274,
            2364,
            1910
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            527709,
            415804,
            -291030,
            -98909,
            -55703,
            -208299
        ]
    ]
}
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": 1573300800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892673909,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)