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Trade: CHZ/USDT/720/PWMA/HMA/6499

Strategy
CHZ/USDT/720/PWMA/HMA/6499
Pair
CHZ_USDT
Interval
12h
Score
813956
Daily Profit
1.242871
Profit Factor
7.037051
Profitability
52.325581
Streak
0.000000
Best Strategy
Training Data Length
2222.000000
Evaluation Time
2025-10-06 03:24
Expiration Time
2025-12-11 05:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2761659.4353 2521418.7868 240240.6485 73505848.4379 29939565.6253 43566282.8126
Total P&L (%) 2761.6594 2521.4188 240.2406 73505.8484 29939.5656 43566.2828
Avg Daily Profit (%) 1.2429 1.1348 0.1081 0.2975 0.2571 0.274
Buy And Hold Return (%) 306.8998 306.8998 306.8998 306.8998 306.8998 306.8998
Max Trade Drawdown -70476 -49675 -72775 -43531310 -27058583 -31128339
Profit Factor 7.0371 13.779 1.9235 1.4803 1.4104 1.544
Total Trades 86 43 43 86 43 43
Winning Trades 45 23 22 45 23 22
Losing Trades 41 20 21 41 20 21
Profitability (%) 52.3256 53.4884 51.1628 52.3256 53.4884 51.1628
Ratio Avg Win / Avg Loss 6.4115 11.9817 1.8361 1.3487 1.2264 1.4738
Largest Winning Trade 2208363 2208363 54357 25376028 25376028 25052434
Largest Losing Trade -25160 -25160 -24316 -10180586 -8731903 -10180586
Avg Bars in Trades 49 44 55 49 44 55
Avg Bars in Winners 74 65 84 74 65 84
Avg Bars in Losers 22 20 23 22 20 23
Bars Traded 4272 1901 2370 4272 1901 2370
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 813956 809564 -210571 381183 352342 376079
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 2222,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572523200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759710283399,
    "expiration_time": 1765425024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 103,
            "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": [
        [
            2761659.435326301,
            2521418.7868434913,
            240240.6484828105,
            73505848.43786596,
            29939565.625298306,
            43566282.81256765
        ],
        [
            2761.659435,
            2521.418787,
            240.240648,
            73505.848438,
            29939.565625,
            43566.282813
        ],
        [
            1.242871,
            1.134752,
            0.108119,
            0.29753,
            0.257085,
            0.273964
        ],
        [
            306.899767,
            306.899767,
            306.899767,
            306.899767,
            306.899767,
            306.899767
        ],
        [
            -70476,
            -49675,
            -72775,
            -43531310,
            -27058583,
            -31128339
        ],
        [
            7.037051,
            13.778983,
            1.923499,
            1.480332,
            1.410409,
            1.544029
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            41,
            20,
            21,
            41,
            20,
            21
        ],
        [
            52.325581,
            53.488372,
            51.162791,
            52.325581,
            53.488372,
            51.162791
        ],
        [
            6.411536,
            11.981724,
            1.836067,
            1.348747,
            1.226443,
            1.473845
        ],
        [
            2208363,
            2208363,
            54357,
            25376028,
            25376028,
            25052434
        ],
        [
            -25160,
            -25160,
            -24316,
            -10180586,
            -8731903,
            -10180586
        ],
        [
            49,
            44,
            55,
            49,
            44,
            55
        ],
        [
            74,
            65,
            84,
            74,
            65,
            84
        ],
        [
            22,
            20,
            23,
            22,
            20,
            23
        ],
        [
            4272,
            1901,
            2370,
            4272,
            1901,
            2370
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            813956,
            809564,
            -210571,
            381183,
            352342,
            376079
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 2222,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572523200000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759710283399,
    "expiration_time": 1765425024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 103,
            "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)