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Trade: CHZ/USDT/720/PWMA/MIDPRICE/1271

Strategy
CHZ/USDT/720/PWMA/MIDPRICE/1271
Pair
CHZ_USDT
Interval
12h
Score
545611
Daily Profit
0.750233
Profit Factor
8.613762
Profitability
34.482759
Streak
0.000000
Best Strategy
Training Data Length
2224.500000
Evaluation Time
2025-10-08 15:52
Expiration Time
2025-12-13 19:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1691346.3279 1668893.7513 22452.5765 653906.8623 3517739.4822 -2863832.6199
Total P&L (%) 1691.3463 1668.8938 22.4526 653.9069 3517.7395 -2863.8326
Avg Daily Profit (%) 0.7603 0.7502 0.0101 0.0909 0.1614 0
Buy And Hold Return (%) 239.6165 239.6165 239.6165 239.6165 239.6165 239.6165
Max Trade Drawdown -208262 -111071 -111611 -8173883 -2654932 -5661955
Profit Factor 4.2589 8.6138 1.0749 1.0571 1.9271 0.6263
Total Trades 59 29 30 59 29 30
Winning Trades 22 10 12 22 10 12
Losing Trades 37 19 18 37 19 18
Profitability (%) 37.2881 34.4828 40 37.2881 34.4828 40
Ratio Avg Win / Avg Loss 7.1626 16.3661 1.6123 1.7778 3.6616 0.9395
Largest Winning Trade 1559831 1559831 49236 3371114 3371114 1656150
Largest Losing Trade -48529 -44939 -48529 -4257281 -2029115 -4257281
Avg Bars in Trades 72 69 74 72 69 74
Avg Bars in Winners 128 117 137 128 117 137
Avg Bars in Losers 38 44 33 38 44 33
Bars Traded 4254 2008 2246 4254 2008 2246
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 -164642 545611 -486100 -415964 190017 -584714
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4449,
    "evaluation_days": 2224.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574121600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759927957175,
    "expiration_time": 1765647504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 13,
            "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": [
        [
            1691346.327873936,
            1668893.7513361855,
            22452.5765377511,
            653906.8622646645,
            3517739.482206273,
            -2863832.619941607
        ],
        [
            1691.346328,
            1668.893751,
            22.452577,
            653.906862,
            3517.739482,
            -2863.83262
        ],
        [
            0.760327,
            0.750233,
            0.010093,
            0.090853,
            0.161444,
            0
        ],
        [
            239.616483,
            239.616483,
            239.616483,
            239.616483,
            239.616483,
            239.616483
        ],
        [
            -208262,
            -111071,
            -111611,
            -8173883,
            -2654932,
            -5661955
        ],
        [
            4.258857,
            8.613762,
            1.07489,
            1.05707,
            1.927147,
            0.626315
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            22,
            10,
            12,
            22,
            10,
            12
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            37.288136,
            34.482759,
            40,
            37.288136,
            34.482759,
            40
        ],
        [
            7.162623,
            16.366148,
            1.612336,
            1.7778,
            3.661579,
            0.939473
        ],
        [
            1559831,
            1559831,
            49236,
            3371114,
            3371114,
            1656150
        ],
        [
            -48529,
            -44939,
            -48529,
            -4257281,
            -2029115,
            -4257281
        ],
        [
            72,
            69,
            74,
            72,
            69,
            74
        ],
        [
            128,
            117,
            137,
            128,
            117,
            137
        ],
        [
            38,
            44,
            33,
            38,
            44,
            33
        ],
        [
            4254,
            2008,
            2246,
            4254,
            2008,
            2246
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -164642,
            545611,
            -486100,
            -415964,
            190017,
            -584714
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4449,
    "evaluation_days": 2224.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574121600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759927957175,
    "expiration_time": 1765647504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 149,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 13,
            "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)