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Trade: CHZ/USDT/720/VWMA/DEMA/4805

Strategy
CHZ/USDT/720/VWMA/DEMA/4805
Pair
CHZ_USDT
Interval
12h
Score
325129
Daily Profit
0.955766
Profit Factor
4.452149
Profitability
29.292929
Streak
0.000000
Best Strategy
Training Data Length
2225.500000
Evaluation Time
2025-10-09 11:14
Expiration Time
2025-12-14 20:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2127058.2038 2035383.0773 91675.1265 4054228.8136 9556297.5766 -5502068.7629
Total P&L (%) 2127.0582 2035.3831 91.6751 4054.2288 9556.2976 -5502.0688
Avg Daily Profit (%) 0.9558 0.9146 0.0412 0.1676 0.2056 0
Buy And Hold Return (%) 390.1984 390.1984 390.1984 390.1984 390.1984 390.1984
Max Trade Drawdown -140572 -93735 -71983 -19091088 -9753788 -11282920
Profit Factor 4.4521 9.1348 1.2505 1.086 1.4794 0.7979
Total Trades 99 49 50 99 49 50
Winning Trades 29 14 15 29 14 15
Losing Trades 70 35 35 70 35 35
Profitability (%) 29.2929 28.5714 30 29.2929 28.5714 30
Ratio Avg Win / Avg Loss 10.7466 22.837 2.9179 2.6213 3.6985 1.8618
Largest Winning Trade 1834235 1834235 54648 9584683 9584683 4857849
Largest Losing Trade -48923 -32284 -48923 -5842795 -5693937 -5842795
Avg Bars in Trades 43 36 50 43 36 50
Avg Bars in Winners 110 87 131 110 87 131
Avg Bars in Losers 15 15 15 15 15 15
Bars Traded 4282 1778 2504 4282 1778 2504
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 325129 228562 -490878 -127719 -3879 -766111
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4451,
    "evaluation_days": 2225.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571832000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759997696694,
    "expiration_time": 1765736496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 9,
            "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": [
        [
            2127058.2037851703,
            2035383.0773120886,
            91675.1264730813,
            4054228.813649621,
            9556297.576559134,
            -5502068.762909519
        ],
        [
            2127.058204,
            2035.383077,
            91.675126,
            4054.228814,
            9556.297577,
            -5502.068763
        ],
        [
            0.955766,
            0.914573,
            0.041193,
            0.167595,
            0.205567,
            0
        ],
        [
            390.198394,
            390.198394,
            390.198394,
            390.198394,
            390.198394,
            390.198394
        ],
        [
            -140572,
            -93735,
            -71983,
            -19091088,
            -9753788,
            -11282920
        ],
        [
            4.452149,
            9.134796,
            1.250514,
            1.085969,
            1.479391,
            0.797903
        ],
        [
            99,
            49,
            50,
            99,
            49,
            50
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            70,
            35,
            35,
            70,
            35,
            35
        ],
        [
            29.292929,
            28.571429,
            30,
            29.292929,
            28.571429,
            30
        ],
        [
            10.746567,
            22.836989,
            2.917867,
            2.621305,
            3.698478,
            1.861773
        ],
        [
            1834235,
            1834235,
            54648,
            9584683,
            9584683,
            4857849
        ],
        [
            -48923,
            -32284,
            -48923,
            -5842795,
            -5693937,
            -5842795
        ],
        [
            43,
            36,
            50,
            43,
            36,
            50
        ],
        [
            110,
            87,
            131,
            110,
            87,
            131
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            4282,
            1778,
            2504,
            4282,
            1778,
            2504
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325129,
            228562,
            -490878,
            -127719,
            -3879,
            -766111
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4451,
    "evaluation_days": 2225.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1571832000000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759997696694,
    "expiration_time": 1765736496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 9,
            "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)