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Trade: CHZ/USDT/720/ZLMA/PWMA/8950

Strategy
CHZ/USDT/720/ZLMA/PWMA/8950
Pair
CHZ_USDT
Interval
12h
Score
592860
Daily Profit
0.735885
Profit Factor
5.510790
Profitability
44.444444
Streak
98.054155
Best Strategy
Training Data Length
2211.000000
Evaluation Time
2025-09-26 16:17
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 1666644.7582 1627041.716 39603.0423 499197.2302 176098.0924 323099.1378
Total P&L (%) 1666.6448 1627.0417 39.603 499.1972 176.0981 323.0991
Avg Daily Profit (%) 0.7538 0.7359 0.0179 0.081 0.0459 0.0653
Buy And Hold Return (%) 472.4138 472.4138 472.4138 472.4138 472.4138 472.4138
Max Trade Drawdown -149070 -102188 -124314 -849335 -654510 -363861
Profit Factor 3.5894 5.5108 1.14 1.1936 1.1043 1.3633
Total Trades 72 36 36 72 36 36
Winning Trades 34 16 18 34 16 18
Losing Trades 38 20 18 38 20 18
Profitability (%) 47.2222 44.4444 50 47.2222 44.4444 50
Ratio Avg Win / Avg Loss 4.0117 6.8885 1.14 1.3341 1.3804 1.3633
Largest Winning Trade 1435666 1435666 50447 628874 628874 271220
Largest Losing Trade -78007 -44926 -78007 -204440 -203787 -204440
Avg Bars in Trades 56 63 49 56 63 49
Avg Bars in Winners 73 88 61 73 88 61
Avg Bars in Losers 41 44 38 41 44 38
Bars Traded 4083 2294 1789 4083 2294 1789
Profit Streak 0 98.0542 0 0 98.0542 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -67968 592860 -401260 -325304 -404736 -271102

Evaluation Data

{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4422,
    "evaluation_days": 2211,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1578484800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892678972,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 27,
            "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": [
        [
            1666644.7582448144,
            1627041.715986991,
            39603.0422578233,
            499197.2302196971,
            176098.0924269762,
            323099.1377927208
        ],
        [
            1666.644758,
            1627.041716,
            39.603042,
            499.19723,
            176.098092,
            323.099138
        ],
        [
            0.753797,
            0.735885,
            0.017912,
            0.081011,
            0.045944,
            0.06526
        ],
        [
            472.413793,
            472.413793,
            472.413793,
            472.413793,
            472.413793,
            472.413793
        ],
        [
            -149070,
            -102188,
            -124314,
            -849335,
            -654510,
            -363861
        ],
        [
            3.589432,
            5.51079,
            1.139973,
            1.193647,
            1.10429,
            1.363302
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            38,
            20,
            18,
            38,
            20,
            18
        ],
        [
            47.222222,
            44.444444,
            50,
            47.222222,
            44.444444,
            50
        ],
        [
            4.011718,
            6.888487,
            1.139973,
            1.334076,
            1.380363,
            1.363302
        ],
        [
            1435666,
            1435666,
            50447,
            628874,
            628874,
            271220
        ],
        [
            -78007,
            -44926,
            -78007,
            -204440,
            -203787,
            -204440
        ],
        [
            56,
            63,
            49,
            56,
            63,
            49
        ],
        [
            73,
            88,
            61,
            73,
            88,
            61
        ],
        [
            41,
            44,
            38,
            41,
            44,
            38
        ],
        [
            4083,
            2294,
            1789,
            4083,
            2294,
            1789
        ],
        [
            0,
            98.054155,
            0,
            0,
            98.054155,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -67968,
            592860,
            -401260,
            -325304,
            -404736,
            -271102
        ]
    ]
}
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": 1578484800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758892678972,
    "expiration_time": 1764446112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 27,
            "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)