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Trade: CHZ/USDT/720/VWMA/EMA/6531

Strategy
CHZ/USDT/720/VWMA/EMA/6531
Pair
CHZ_USDT
Interval
12h
Score
732977
Daily Profit
0.680576
Profit Factor
8.991437
Profitability
55.172414
Streak
0.000000
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-26 02:34
Expiration Time
2025-11-29 21:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1631459.8087 1504753.0474 126706.7613 5617331.4689 10033154.7699 -4415823.301
Total P&L (%) 1631.4598 1504.753 126.7068 5617.3315 10033.1548 -4415.8233
Avg Daily Profit (%) 0.7379 0.6806 0.0573 0.1832 0.2091 0
Buy And Hold Return (%) 268.3543 268.3543 268.3543 268.3543 268.3543 268.3543
Max Trade Drawdown -98163 -58445 -93842 -12427161 -6097764 -9896134
Profit Factor 4.2569 8.9914 1.4053 1.1252 1.6021 0.8435
Total Trades 59 29 30 59 29 30
Winning Trades 33 16 17 33 16 17
Losing Trades 26 13 13 26 13 13
Profitability (%) 55.9322 55.1724 56.6667 55.9322 55.1724 56.6667
Ratio Avg Win / Avg Loss 3.3539 7.3055 1.0746 0.8865 1.3017 0.645
Largest Winning Trade 1162225 1162225 71239 7652131 7652131 3857358
Largest Losing Trade -64626 -33537 -64626 -6982713 -3217121 -6982713
Avg Bars in Trades 71 54 88 71 54 88
Avg Bars in Winners 83 50 114 83 50 114
Avg Bars in Losers 56 60 53 56 60 53
Bars Traded 4231 1590 2641 4231 1590 2641
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 -159459 732977 -280630 -255346 383480 -579961

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572480000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843250303,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 48,
            "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": [
        [
            1631459.8087216287,
            1504753.0473770723,
            126706.7613445563,
            5617331.468937479,
            10033154.769890102,
            -4415823.300952629
        ],
        [
            1631.459809,
            1504.753047,
            126.706761,
            5617.331469,
            10033.15477,
            -4415.823301
        ],
        [
            0.737883,
            0.680576,
            0.057307,
            0.183166,
            0.209101,
            0
        ],
        [
            268.354316,
            268.354316,
            268.354316,
            268.354316,
            268.354316,
            268.354316
        ],
        [
            -98163,
            -58445,
            -93842,
            -12427161,
            -6097764,
            -9896134
        ],
        [
            4.25687,
            8.991437,
            1.405289,
            1.125168,
            1.602129,
            0.843496
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            33,
            16,
            17,
            33,
            16,
            17
        ],
        [
            26,
            13,
            13,
            26,
            13,
            13
        ],
        [
            55.932203,
            55.172414,
            56.666667,
            55.932203,
            55.172414,
            56.666667
        ],
        [
            3.353898,
            7.305543,
            1.074633,
            0.886496,
            1.301729,
            0.645026
        ],
        [
            1162225,
            1162225,
            71239,
            7652131,
            7652131,
            3857358
        ],
        [
            -64626,
            -33537,
            -64626,
            -6982713,
            -3217121,
            -6982713
        ],
        [
            71,
            54,
            88,
            71,
            54,
            88
        ],
        [
            83,
            50,
            114,
            83,
            50,
            114
        ],
        [
            56,
            60,
            53,
            56,
            60,
            53
        ],
        [
            4231,
            1590,
            2641,
            4231,
            1590,
            2641
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -159459,
            732977,
            -280630,
            -255346,
            383480,
            -579961
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572480000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758843250303,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 111,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 48,
            "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)