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Trade: CHZ/USDT/720/RMA/HWMA/1952

Strategy
CHZ/USDT/720/RMA/HWMA/1952
Pair
CHZ_USDT
Interval
12h
Score
536062
Daily Profit
0.887969
Profit Factor
8.169043
Profitability
32.352941
Streak
0.000000
Best Strategy
Training Data Length
2225.000000
Evaluation Time
2025-10-08 21:07
Expiration Time
2025-12-14 08:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1846597.0027 1975731.5328 -129134.5301 -68730.5646 85372.1186 -154102.6832
Total P&L (%) 1846.597 1975.7315 -129.1345 -68.7306 85.3721 -154.1027
Avg Daily Profit (%) 0.8299 0.888 -0.058 -0.0522 0.0277 0
Buy And Hold Return (%) 282.1656 282.1656 282.1656 282.1656 282.1656 282.1656
Max Trade Drawdown -157383 -118610 -196227 -245778 -133987 -180477
Profit Factor 4.0899 8.169 0.599 0.8715 1.3226 0.4299
Total Trades 69 34 35 69 34 35
Winning Trades 23 11 12 23 11 12
Losing Trades 46 23 23 46 23 23
Profitability (%) 33.3333 32.3529 34.2857 33.3333 32.3529 34.2857
Ratio Avg Win / Avg Loss 8.1797 17.0807 1.1481 1.743 2.7654 0.824
Largest Winning Trade 2120233 2120233 40810 260919 260919 24878
Largest Losing Trade -64851 -57381 -64851 -76166 -68870 -76166
Avg Bars in Trades 61 48 74 61 48 74
Avg Bars in Winners 145 113 174 145 113 174
Avg Bars in Losers 19 17 22 19 17 22
Bars Traded 4251 1636 2615 4251 1636 2615
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 -92743 536062 -585232 -690759 -327140 -586898
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4450,
    "evaluation_days": 2225,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574337600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759946828078,
    "expiration_time": 1765692000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.19694,
            "nb": 0.15504,
            "nc": 0.1
        }
    }
}
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": [
        [
            1846597.0027231313,
            1975731.532848702,
            -129134.5301255709,
            -68730.5646182221,
            85372.1186150404,
            -154102.6832332625
        ],
        [
            1846.597003,
            1975.731533,
            -129.13453,
            -68.730565,
            85.372119,
            -154.102683
        ],
        [
            0.829931,
            0.887969,
            -0.058038,
            -0.052235,
            0.027743,
            0
        ],
        [
            282.165605,
            282.165605,
            282.165605,
            282.165605,
            282.165605,
            282.165605
        ],
        [
            -157383,
            -118610,
            -196227,
            -245778,
            -133987,
            -180477
        ],
        [
            4.089866,
            8.169043,
            0.599008,
            0.87152,
            1.322588,
            0.429891
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            23,
            11,
            12,
            23,
            11,
            12
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            33.333333,
            32.352941,
            34.285714,
            33.333333,
            32.352941,
            34.285714
        ],
        [
            8.179732,
            17.080726,
            1.148099,
            1.74304,
            2.765411,
            0.823958
        ],
        [
            2120233,
            2120233,
            40810,
            260919,
            260919,
            24878
        ],
        [
            -64851,
            -57381,
            -64851,
            -76166,
            -68870,
            -76166
        ],
        [
            61,
            48,
            74,
            61,
            48,
            74
        ],
        [
            145,
            113,
            174,
            145,
            113,
            174
        ],
        [
            19,
            17,
            22,
            19,
            17,
            22
        ],
        [
            4251,
            1636,
            2615,
            4251,
            1636,
            2615
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -92743,
            536062,
            -585232,
            -690759,
            -327140,
            -586898
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4450,
    "evaluation_days": 2225,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574337600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759946828078,
    "expiration_time": 1765692000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.19694,
            "nb": 0.15504,
            "nc": 0.1
        }
    }
}

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)