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Trade: CHZ/USDT/720/SINWMA/HMA/2523

Strategy
CHZ/USDT/720/SINWMA/HMA/2523
Pair
CHZ_USDT
Interval
12h
Score
531275
Daily Profit
1.823780
Profit Factor
21.324723
Profitability
30.000000
Streak
0.000000
Best Strategy
Training Data Length
2218.500000
Evaluation Time
2025-10-02 10:42
Expiration Time
2025-12-07 15:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 4075440.7654 4046055.7005 29385.0649 828608.5525 790040.3997 38568.1528
Total P&L (%) 4075.4408 4046.0557 29.3851 828.6086 790.0404 38.5682
Avg Daily Profit (%) 1.837 1.8238 0.0132 0.1005 0.0986 0.0147
Buy And Hold Return (%) 279.3898 279.3898 279.3898 279.3898 279.3898 279.3898
Max Trade Drawdown -103500 -64844 -80437 -1267875 -843021 -782968
Profit Factor 9.5031 21.3247 1.1049 1.1652 1.3778 1.0132
Total Trades 61 30 31 61 30 31
Winning Trades 19 9 10 19 9 10
Losing Trades 42 21 21 42 21 21
Profitability (%) 31.1475 30 32.2581 31.1475 30 32.2581
Ratio Avg Win / Avg Loss 21.007 49.7577 2.3202 2.5757 3.2149 2.1277
Largest Winning Trade 4067932 4067932 53323 1103719 1103719 603911
Largest Losing Trade -64851 -38648 -64851 -541343 -351128 -541343
Avg Bars in Trades 69 63 75 69 63 75
Avg Bars in Winners 161 145 175 161 145 175
Avg Bars in Losers 28 28 27 28 28 27
Bars Traded 4249 1919 2330 4249 1919 2330
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 -151014 531275 -451927 -272831 -70358 -550827
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4437,
    "evaluation_days": 2218.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574899200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759390933739,
    "expiration_time": 1765113552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "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": [
        [
            4075440.765424446,
            4046055.700508378,
            29385.0649160696,
            828608.5525231699,
            790040.3996757093,
            38568.1528474608
        ],
        [
            4075.440765,
            4046.055701,
            29.385065,
            828.608553,
            790.0404,
            38.568153
        ],
        [
            1.837025,
            1.82378,
            0.013245,
            0.100502,
            0.098588,
            0.014704
        ],
        [
            279.389752,
            279.389752,
            279.389752,
            279.389752,
            279.389752,
            279.389752
        ],
        [
            -103500,
            -64844,
            -80437,
            -1267875,
            -843021,
            -782968
        ],
        [
            9.503146,
            21.324723,
            1.104866,
            1.165202,
            1.377801,
            1.013188
        ],
        [
            61,
            30,
            31,
            61,
            30,
            31
        ],
        [
            19,
            9,
            10,
            19,
            9,
            10
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            31.147541,
            30,
            32.258065,
            31.147541,
            30,
            32.258065
        ],
        [
            21.006954,
            49.757687,
            2.320218,
            2.575709,
            3.21487,
            2.127694
        ],
        [
            4067932,
            4067932,
            53323,
            1103719,
            1103719,
            603911
        ],
        [
            -64851,
            -38648,
            -64851,
            -541343,
            -351128,
            -541343
        ],
        [
            69,
            63,
            75,
            69,
            63,
            75
        ],
        [
            161,
            145,
            175,
            161,
            145,
            175
        ],
        [
            28,
            28,
            27,
            28,
            28,
            27
        ],
        [
            4249,
            1919,
            2330,
            4249,
            1919,
            2330
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -151014,
            531275,
            -451927,
            -272831,
            -70358,
            -550827
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4437,
    "evaluation_days": 2218.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574899200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759390933739,
    "expiration_time": 1765113552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "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)