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Trade: CHZ/USDT/720/PWMA/SUPERTREND/6553

Strategy
CHZ/USDT/720/PWMA/SUPERTREND/6553
Pair
CHZ_USDT
Interval
12h
Score
615995
Daily Profit
1.366182
Profit Factor
10.516220
Profitability
35.483871
Streak
12.876431
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-27 00:02
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 2821126.9039 3020627.9263 -199501.0224 -97513.9594 261123.5678 -358637.5272
Total P&L (%) 2821.1269 3020.6279 -199.501 -97.514 261.1236 -358.6375
Avg Daily Profit (%) 1.276 1.3662 -0.0902 -0.167 0.0581 0
Buy And Hold Return (%) 421.4771 421.4771 421.4771 421.4771 421.4771 421.4771
Max Trade Drawdown -374958 -184935 -212116 -563087 -134508 -428963
Profit Factor 4.7624 10.5162 0.5386 0.8652 2.369 0.327
Total Trades 61 31 30 61 31 30
Winning Trades 25 11 14 25 11 14
Losing Trades 36 20 16 36 20 16
Profitability (%) 40.9836 35.4839 46.6667 40.9836 35.4839 46.6667
Ratio Avg Win / Avg Loss 6.8579 19.1204 0.6156 1.246 4.3073 0.3737
Largest Winning Trade 3251614 3251614 38655 433205 433205 118011
Largest Losing Trade -78330 -49367 -78330 -342580 -46785 -342580
Avg Bars in Trades 67 63 70 67 63 70
Avg Bars in Winners 109 127 95 109 127 95
Avg Bars in Losers 37 28 49 37 28 49
Bars Traded 4096 1969 2127 4096 1969 2127
Profit Streak 12.8764 12.8764 13.8764 12.8764 12.8764 13.8764
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -147707 615995 -581523 -747814 -281690 -581523

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1578096000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920523653,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 103,
            "offset": 0,
            "multiplier": 1.41355
        }
    }
}
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": [
        [
            2821126.9038595515,
            3020627.926266929,
            -199501.0224073773,
            -97513.9593862061,
            261123.567796923,
            -358637.5271831291
        ],
        [
            2821.126904,
            3020.627926,
            -199.501022,
            -97.513959,
            261.123568,
            -358.637527
        ],
        [
            1.275951,
            1.366182,
            -0.090231,
            -0.166956,
            0.058092,
            0
        ],
        [
            421.477112,
            421.477112,
            421.477112,
            421.477112,
            421.477112,
            421.477112
        ],
        [
            -374958,
            -184935,
            -212116,
            -563087,
            -134508,
            -428963
        ],
        [
            4.762406,
            10.51622,
            0.53862,
            0.865248,
            2.369012,
            0.327027
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            25,
            11,
            14,
            25,
            11,
            14
        ],
        [
            36,
            20,
            16,
            36,
            20,
            16
        ],
        [
            40.983607,
            35.483871,
            46.666667,
            40.983607,
            35.483871,
            46.666667
        ],
        [
            6.857865,
            19.120399,
            0.615566,
            1.245957,
            4.307295,
            0.373745
        ],
        [
            3251614,
            3251614,
            38655,
            433205,
            433205,
            118011
        ],
        [
            -78330,
            -49367,
            -78330,
            -342580,
            -46785,
            -342580
        ],
        [
            67,
            63,
            70,
            67,
            63,
            70
        ],
        [
            109,
            127,
            95,
            109,
            127,
            95
        ],
        [
            37,
            28,
            49,
            37,
            28,
            49
        ],
        [
            4096,
            1969,
            2127,
            4096,
            1969,
            2127
        ],
        [
            12.876431,
            12.876431,
            13.876431,
            12.876431,
            12.876431,
            13.876431
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -147707,
            615995,
            -581523,
            -747814,
            -281690,
            -581523
        ]
    ]
}
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": 1578096000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758920523653,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 103,
            "offset": 0,
            "multiplier": 1.41355
        }
    }
}

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)