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Trade: CHZ/USDT/720/MIDPRICE/HWMA/2322

Strategy
CHZ/USDT/720/MIDPRICE/HWMA/2322
Pair
CHZ_USDT
Interval
12h
Score
539162
Daily Profit
1.044104
Profit Factor
4.240341
Profitability
35.294118
Streak
0.000000
Best Strategy
Training Data Length
2221.500000
Evaluation Time
2025-10-05 07:23
Expiration Time
2025-12-10 17:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2319476.415 2216593.0314 102883.3837 5734672.817 8243313.8713 -2508641.0543
Total P&L (%) 2319.4764 2216.593 102.8834 5734.6728 8243.3139 -2508.6411
Avg Daily Profit (%) 1.0441 0.9978 0.0463 0.1832 0.1993 0
Buy And Hold Return (%) 348.9941 348.9941 348.9941 348.9941 348.9941 348.9941
Max Trade Drawdown -170367 -100854 -110413 -37521316 -23868564 -21698941
Profit Factor 4.2403 8.0349 1.2567 1.0561 1.1791 0.9554
Total Trades 119 59 60 119 59 60
Winning Trades 42 22 20 42 22 20
Losing Trades 77 37 40 77 37 40
Profitability (%) 35.2941 37.2881 33.3333 35.2941 37.2881 33.3333
Ratio Avg Win / Avg Loss 7.774 13.5132 2.5135 1.9362 1.983 1.9107
Largest Winning Trade 1965722 1965722 61641 17883759 17883759 11791118
Largest Losing Trade -30755 -30755 -25452 -9110695 -9110695 -7360067
Avg Bars in Trades 36 28 43 36 28 43
Avg Bars in Winners 70 49 93 70 49 93
Avg Bars in Losers 17 15 18 17 15 18
Bars Traded 4295 1681 2614 4295 1681 2614
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 539162 -160190 -471842 -155213 -195993 -753939
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4443,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571702400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759638189782,
    "expiration_time": 1765380528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.16114,
            "nb": 0.18117,
            "nc": 0.1
        }
    }
}
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": [
        [
            2319476.415019487,
            2216593.0313666766,
            102883.3836528096,
            5734672.81696399,
            8243313.871252167,
            -2508641.0542881866
        ],
        [
            2319.476415,
            2216.593031,
            102.883384,
            5734.672817,
            8243.313871,
            -2508.641054
        ],
        [
            1.044104,
            0.997791,
            0.046313,
            0.183215,
            0.199345,
            0
        ],
        [
            348.994107,
            348.994107,
            348.994107,
            348.994107,
            348.994107,
            348.994107
        ],
        [
            -170367,
            -100854,
            -110413,
            -37521316,
            -23868564,
            -21698941
        ],
        [
            4.240341,
            8.034857,
            1.256743,
            1.056101,
            1.179104,
            0.955359
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            42,
            22,
            20,
            42,
            22,
            20
        ],
        [
            77,
            37,
            40,
            77,
            37,
            40
        ],
        [
            35.294118,
            37.288136,
            33.333333,
            35.294118,
            37.288136,
            33.333333
        ],
        [
            7.773959,
            13.513168,
            2.513486,
            1.936184,
            1.983038,
            1.910718
        ],
        [
            1965722,
            1965722,
            61641,
            17883759,
            17883759,
            11791118
        ],
        [
            -30755,
            -30755,
            -25452,
            -9110695,
            -9110695,
            -7360067
        ],
        [
            36,
            28,
            43,
            36,
            28,
            43
        ],
        [
            70,
            49,
            93,
            70,
            49,
            93
        ],
        [
            17,
            15,
            18,
            17,
            15,
            18
        ],
        [
            4295,
            1681,
            2614,
            4295,
            1681,
            2614
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            539162,
            -160190,
            -471842,
            -155213,
            -195993,
            -753939
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4443,
    "evaluation_days": 2221.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571702400000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759638189782,
    "expiration_time": 1765380528000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 93,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.16114,
            "nb": 0.18117,
            "nc": 0.1
        }
    }
}

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)