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Trade: CHZ/USDT/720/SINWMA/ALMA/4325

Strategy
CHZ/USDT/720/SINWMA/ALMA/4325
Pair
CHZ_USDT
Interval
12h
Score
802581
Daily Profit
1.069501
Profit Factor
10.948417
Profitability
53.333333
Streak
0.000000
Best Strategy
Training Data Length
2222.000000
Evaluation Time
2025-10-05 22:52
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 2536941.0558 2376431.6651 160509.3907 14560049.2188 10453304.0952 4106745.1236
Total P&L (%) 2536.9411 2376.4317 160.5094 14560.0492 10453.3041 4106.7451
Avg Daily Profit (%) 1.1417 1.0695 0.0722 0.2247 0.2099 0.1684
Buy And Hold Return (%) 349.4005 349.4005 349.4005 349.4005 349.4005 349.4005
Max Trade Drawdown -128102 -66214 -75859 -21435765 -8619679 -14380796
Profit Factor 5.5583 10.9484 1.5053 1.242 1.4573 1.1101
Total Trades 89 45 44 89 45 44
Winning Trades 47 24 23 47 24 23
Losing Trades 42 21 21 42 21 21
Profitability (%) 52.809 53.3333 52.2727 52.809 53.3333 52.2727
Ratio Avg Win / Avg Loss 4.967 9.5799 1.3744 1.1099 1.2752 1.0136
Largest Winning Trade 2091419 2091419 53410 11431900 11431900 5567692
Largest Losing Trade -46075 -46075 -43401 -8973639 -4938234 -8973639
Avg Bars in Trades 48 44 53 48 44 53
Avg Bars in Winners 64 60 68 64 60 68
Avg Bars in Losers 31 26 36 31 26 36
Bars Traded 4340 2005 2335 4340 2005 2335
Profit Streak 0 0 81.8285 0 0 81.8285
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 801672 802581 -259615 308888 347968 -90351
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 2222,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571702400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759693979131,
    "expiration_time": 1765425024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 85,
            "offset": 8
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 21,
            "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": [
        [
            2536941.0558004794,
            2376431.6651079436,
            160509.3906925358,
            14560049.218768097,
            10453304.095165838,
            4106745.12360226
        ],
        [
            2536.941056,
            2376.431665,
            160.509391,
            14560.049219,
            10453.304095,
            4106.745124
        ],
        [
            1.141738,
            1.069501,
            0.072236,
            0.224722,
            0.209897,
            0.168426
        ],
        [
            349.400528,
            349.400528,
            349.400528,
            349.400528,
            349.400528,
            349.400528
        ],
        [
            -128102,
            -66214,
            -75859,
            -21435765,
            -8619679,
            -14380796
        ],
        [
            5.558308,
            10.948417,
            1.505258,
            1.242012,
            1.457336,
            1.110084
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            52.808989,
            53.333333,
            52.272727,
            52.808989,
            53.333333,
            52.272727
        ],
        [
            4.966998,
            9.579865,
            1.374366,
            1.109883,
            1.275169,
            1.013555
        ],
        [
            2091419,
            2091419,
            53410,
            11431900,
            11431900,
            5567692
        ],
        [
            -46075,
            -46075,
            -43401,
            -8973639,
            -4938234,
            -8973639
        ],
        [
            48,
            44,
            53,
            48,
            44,
            53
        ],
        [
            64,
            60,
            68,
            64,
            60,
            68
        ],
        [
            31,
            26,
            36,
            31,
            26,
            36
        ],
        [
            4340,
            2005,
            2335,
            4340,
            2005,
            2335
        ],
        [
            0,
            0,
            81.828462,
            0,
            0,
            81.828462
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            801672,
            802581,
            -259615,
            308888,
            347968,
            -90351
        ]
    ]
}
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": 1571702400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759693979131,
    "expiration_time": 1765425024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 85,
            "offset": 8
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 21,
            "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)