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Trade: CHZ/USDT/720/SINWMA/MIDPRICE/4620

Strategy
CHZ/USDT/720/SINWMA/MIDPRICE/4620
Pair
CHZ_USDT
Interval
12h
Score
643412
Daily Profit
0.793959
Profit Factor
3.546645
Profitability
44.660194
Streak
0.000000
Best Strategy
Training Data Length
2216.500000
Evaluation Time
2025-09-30 11:28
Expiration Time
2025-12-05 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1759809.642 1818534.0156 -58724.3736 26181.3892 1353959.846 -1327778.4569
Total P&L (%) 1759.8096 1818.534 -58.7244 26.1814 1353.9598 -1327.7785
Avg Daily Profit (%) 0.794 0.8205 -0.0265 0.0105 0.1208 0
Buy And Hold Return (%) 260.8144 260.8144 260.8144 260.8144 260.8144 260.8144
Max Trade Drawdown -179531 -99313 -129684 -2273679 -931351 -1411620
Profit Factor 3.5466 6.6656 0.8413 1.0071 1.9247 0.4068
Total Trades 103 51 52 103 51 52
Winning Trades 46 21 25 46 21 25
Losing Trades 57 30 27 57 30 27
Profitability (%) 44.6602 41.1765 48.0769 44.6602 41.1765 48.0769
Ratio Avg Win / Avg Loss 4.3948 9.5223 0.9086 1.2479 2.7496 0.4393
Largest Winning Trade 1829359 1829359 39350 2253568 2253568 285497
Largest Losing Trade -66462 -34340 -66462 -700734 -288756 -700734
Avg Bars in Trades 40 50 30 40 50 30
Avg Bars in Winners 54 69 41 54 69 41
Avg Bars in Losers 29 37 21 29 37 21
Bars Traded 4192 2581 1611 4192 2581 1611
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 643412 -161793 -761581 -559146 -212303 -761581
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4433,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572350400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759220928272,
    "expiration_time": 1764935568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 77,
            "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": [
        [
            1759809.6419933839,
            1818534.0155799333,
            -58724.3735865494,
            26181.3891715221,
            1353959.846028588,
            -1327778.456857066
        ],
        [
            1759.809642,
            1818.534016,
            -58.724374,
            26.181389,
            1353.959846,
            -1327.778457
        ],
        [
            0.793959,
            0.820453,
            -0.026494,
            0.010492,
            0.120843,
            0
        ],
        [
            260.814389,
            260.814389,
            260.814389,
            260.814389,
            260.814389,
            260.814389
        ],
        [
            -179531,
            -99313,
            -129684,
            -2273679,
            -931351,
            -1411620
        ],
        [
            3.546645,
            6.665641,
            0.841309,
            1.007071,
            1.924687,
            0.4068
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            44.660194,
            41.176471,
            48.076923,
            44.660194,
            41.176471,
            48.076923
        ],
        [
            4.394755,
            9.522344,
            0.908614,
            1.247893,
            2.749553,
            0.439344
        ],
        [
            1829359,
            1829359,
            39350,
            2253568,
            2253568,
            285497
        ],
        [
            -66462,
            -34340,
            -66462,
            -700734,
            -288756,
            -700734
        ],
        [
            40,
            50,
            30,
            40,
            50,
            30
        ],
        [
            54,
            69,
            41,
            54,
            69,
            41
        ],
        [
            29,
            37,
            21,
            29,
            37,
            21
        ],
        [
            4192,
            2581,
            1611,
            4192,
            2581,
            1611
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            643412,
            -161793,
            -761581,
            -559146,
            -212303,
            -761581
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4433,
    "evaluation_days": 2216.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572350400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759220928272,
    "expiration_time": 1764935568000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 77,
            "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)