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Trade: CHZ/USDT/720/PWMA/ALMA/7850

Strategy
CHZ/USDT/720/PWMA/ALMA/7850
Pair
CHZ_USDT
Interval
12h
Score
834899
Daily Profit
1.062235
Profit Factor
9.592482
Profitability
55.555556
Streak
42.676020
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-27 19:13
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 2379326.8651 2348601.6149 30725.2502 322305.6019 196272.4578 126033.1441
Total P&L (%) 2379.3269 2348.6016 30.7253 322.3056 196.2725 126.0331
Avg Daily Profit (%) 1.0761 1.0622 0.0139 0.0652 0.0491 0.0369
Buy And Hold Return (%) 199.2421 199.2421 199.2421 199.2421 199.2421 199.2421
Max Trade Drawdown -170734 -68170 -157653 -487495 -357228 -426298
Profit Factor 4.7834 9.5925 1.0864 1.1632 1.215 1.1186
Total Trades 73 36 37 73 36 37
Winning Trades 39 20 19 39 20 19
Losing Trades 34 16 18 34 16 18
Profitability (%) 53.4247 55.5556 51.3514 53.4247 55.5556 51.3514
Ratio Avg Win / Avg Loss 4.1702 7.674 1.0292 1.014 0.972 1.0597
Largest Winning Trade 2203840 2203840 51487 223803 223803 205073
Largest Losing Trade -83318 -68170 -83318 -314233 -274328 -314233
Avg Bars in Trades 58 55 60 58 55 60
Avg Bars in Winners 67 62 71 67 62 71
Avg Bars in Losers 47 47 48 47 47 48
Bars Traded 4236 2004 2232 4236 2004 2232
Profit Streak 42.676 42.676 68.176 42.676 42.676 68.176
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -53091 834899 -464373 -230538 -293903 -398314
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1573819200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758989608175,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 37,
            "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": [
        [
            2379326.865056848,
            2348601.614905779,
            30725.2501510707,
            322305.6018807009,
            196272.4578280901,
            126033.1440526105
        ],
        [
            2379.326865,
            2348.601615,
            30.72525,
            322.305602,
            196.272458,
            126.033144
        ],
        [
            1.076132,
            1.062235,
            0.013897,
            0.065175,
            0.049135,
            0.036891
        ],
        [
            199.242146,
            199.242146,
            199.242146,
            199.242146,
            199.242146,
            199.242146
        ],
        [
            -170734,
            -68170,
            -157653,
            -487495,
            -357228,
            -426298
        ],
        [
            4.783448,
            9.592482,
            1.086417,
            1.163151,
            1.215017,
            1.118599
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            53.424658,
            55.555556,
            51.351351,
            53.424658,
            55.555556,
            51.351351
        ],
        [
            4.170185,
            7.673986,
            1.029237,
            1.014029,
            0.972014,
            1.059725
        ],
        [
            2203840,
            2203840,
            51487,
            223803,
            223803,
            205073
        ],
        [
            -83318,
            -68170,
            -83318,
            -314233,
            -274328,
            -314233
        ],
        [
            58,
            55,
            60,
            58,
            55,
            60
        ],
        [
            67,
            62,
            71,
            67,
            62,
            71
        ],
        [
            47,
            47,
            48,
            47,
            47,
            48
        ],
        [
            4236,
            2004,
            2232,
            4236,
            2004,
            2232
        ],
        [
            42.67602,
            42.67602,
            68.17602,
            42.67602,
            42.676021,
            68.176021
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -53091,
            834899,
            -464373,
            -230538,
            -293903,
            -398314
        ]
    ]
}
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": 1573819200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758989608175,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 37,
            "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)