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Trade: CHZ/USDT/720/MIDPRICE/WMA/5202

Strategy
CHZ/USDT/720/MIDPRICE/WMA/5202
Pair
CHZ_USDT
Interval
12h
Score
305494
Daily Profit
0.150672
Profit Factor
1.577157
Profitability
53.103448
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-28 09:08
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 -462660.9781 333670.9863 -796331.9644 -367110.9195 2690618.9732 -3057729.8927
Total P&L (%) -462.661 333.671 -796.332 -367.1109 2690.619 -3057.7299
Avg Daily Profit (%) -0.2093 0.1509 -0.3602 0 0.1507 0
Buy And Hold Return (%) 548.5409 548.5409 548.5409 548.5409 548.5409 548.5409
Max Trade Drawdown -908494 -111558 -923484 -4356531 -1374230 -4541863
Profit Factor 0.7943 1.4832 0.4891 0.9707 1.5772 0.6118
Total Trades 290 145 145 290 145 145
Winning Trades 147 81 66 151 77 74
Losing Trades 143 64 79 139 68 71
Profitability (%) 50.6897 55.8621 45.5172 52.069 53.1034 51.0345
Ratio Avg Win / Avg Loss 0.7727 1.1719 0.5855 0.8936 1.3928 0.587
Largest Winning Trade 69202 69202 55552 1270684 1270684 665688
Largest Losing Trade -743854 -38558 -743854 -2696393 -831038 -2696393
Avg Bars in Trades 14 11 18 14 11 18
Avg Bars in Winners 15 10 22 14 12 16
Avg Bars in Losers 14 12 15 15 9 20
Bars Traded 4330 1614 2716 4330 1614 2716
Profit Streak 19.7558 40.2558 19.7558 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -577829 -155957 -581857 -578715 305494 -580536
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1568937600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039703816,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 26,
            "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": [
        [
            -462660.9780926525,
            333670.9862664479,
            -796331.9643590995,
            -367110.9194944713,
            2690618.9732345734,
            -3057729.8927290477
        ],
        [
            -462.660978,
            333.670986,
            -796.331964,
            -367.110919,
            2690.618973,
            -3057.729893
        ],
        [
            -0.209254,
            0.150914,
            -0.360168,
            0,
            0.150672,
            0
        ],
        [
            548.540903,
            548.540903,
            548.540903,
            548.540903,
            548.540903,
            548.540903
        ],
        [
            -908494,
            -111558,
            -923484,
            -4356531,
            -1374230,
            -4541863
        ],
        [
            0.794302,
            1.483228,
            0.489113,
            0.970722,
            1.577157,
            0.611803
        ],
        [
            290,
            145,
            145,
            290,
            145,
            145
        ],
        [
            147,
            81,
            66,
            151,
            77,
            74
        ],
        [
            143,
            64,
            79,
            139,
            68,
            71
        ],
        [
            50.689655,
            55.862069,
            45.517241,
            52.068966,
            53.103448,
            51.034483
        ],
        [
            0.772689,
            1.171933,
            0.585453,
            0.893578,
            1.392814,
            0.587
        ],
        [
            69202,
            69202,
            55552,
            1270684,
            1270684,
            665688
        ],
        [
            -743854,
            -38558,
            -743854,
            -2696393,
            -831038,
            -2696393
        ],
        [
            14,
            11,
            18,
            14,
            11,
            18
        ],
        [
            15,
            10,
            22,
            14,
            12,
            16
        ],
        [
            14,
            12,
            15,
            15,
            9,
            20
        ],
        [
            4330,
            1614,
            2716,
            4330,
            1614,
            2716
        ],
        [
            19.755831,
            40.255831,
            19.755831,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -577829,
            -155957,
            -581857,
            -578715,
            305494,
            -580536
        ]
    ]
}
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": 1568937600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759039703816,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 29,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 26,
            "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)