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Trade: CELR/USDT/120/VWAP/LINREG/9331

Strategy
CELR/USDT/120/VWAP/LINREG/9331
Pair
CELR_USDT
Interval
2h
Score
395673
Daily Profit
0.302567
Profit Factor
1.511472
Profitability
43.727599
Streak
17.263093
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-08 07:18
Expiration Time
2025-12-22 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 630347.6604 624969.8416 5377.8188 192937.7471 958000.6934 -765062.9463
Total P&L (%) 630.3477 624.9698 5.3778 192.9377 958.0007 -765.0629
Avg Daily Profit (%) 0.3026 0.3 0.0026 0.0516 0.1133 0
Buy And Hold Return (%) 79.8544 79.8544 79.8544 79.8544 79.8544 79.8544
Max Trade Drawdown -191894 -177069 -157848 -1749159 -1266464 -1012661
Profit Factor 1.5115 2.0109 1.0088 1.034 1.3374 0.7307
Total Trades 279 139 140 279 139 140
Winning Trades 122 55 67 122 55 67
Losing Trades 157 84 73 157 84 73
Profitability (%) 43.7276 39.5683 47.8571 43.7276 39.5683 47.8571
Ratio Avg Win / Avg Loss 1.9451 3.0712 1.0991 1.3306 2.0425 0.7961
Largest Winning Trade 205415 205415 60322 1275490 1275490 200250
Largest Losing Trade -42084 -42084 -33873 -320139 -297414 -320139
Avg Bars in Trades 88 86 89 88 86 89
Avg Bars in Winners 135 153 120 135 153 120
Avg Bars in Losers 51 43 60 51 43 60
Bars Traded 24603 12088 12515 24603 12088 12515
Profit Streak 17.2631 0 26.0964 17.2631 0 26.0964
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 395673 304958 -566513 -311690 -44148 -581252
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579824000000,
    "first_datapoint_time": 1581148800000,
    "last_datapoint_time": 1759888800000,
    "evaluation_time": 1759897131268,
    "expiration_time": 1766368800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 140
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 185,
            "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": [
        [
            630347.6604262925,
            624969.8416125671,
            5377.8188137255,
            192937.7471176637,
            958000.6934324258,
            -765062.9463147634
        ],
        [
            630.34766,
            624.969842,
            5.377819,
            192.937747,
            958.000693,
            -765.062946
        ],
        [
            0.302567,
            0.299986,
            0.002581,
            0.051603,
            0.113295,
            0
        ],
        [
            79.854369,
            79.854369,
            79.854369,
            79.854369,
            79.854369,
            79.854369
        ],
        [
            -191894,
            -177069,
            -157848,
            -1749159,
            -1266464,
            -1012661
        ],
        [
            1.511472,
            2.010914,
            1.008756,
            1.033968,
            1.337382,
            0.730661
        ],
        [
            279,
            139,
            140,
            279,
            139,
            140
        ],
        [
            122,
            55,
            67,
            122,
            55,
            67
        ],
        [
            157,
            84,
            73,
            157,
            84,
            73
        ],
        [
            43.727599,
            39.568345,
            47.857143,
            43.727599,
            39.568345,
            47.857143
        ],
        [
            1.945091,
            3.071214,
            1.099092,
            1.330598,
            2.042546,
            0.796094
        ],
        [
            205415,
            205415,
            60322,
            1275490,
            1275490,
            200250
        ],
        [
            -42084,
            -42084,
            -33873,
            -320139,
            -297414,
            -320139
        ],
        [
            88,
            86,
            89,
            88,
            86,
            89
        ],
        [
            135,
            153,
            120,
            135,
            153,
            120
        ],
        [
            51,
            43,
            60,
            51,
            43,
            60
        ],
        [
            24603,
            12088,
            12515,
            24603,
            12088,
            12515
        ],
        [
            17.263093,
            0,
            26.096427,
            17.263093,
            0,
            26.096427
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            395673,
            304958,
            -566513,
            -311690,
            -44148,
            -581252
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579824000000,
    "first_datapoint_time": 1581148800000,
    "last_datapoint_time": 1759888800000,
    "evaluation_time": 1759897131268,
    "expiration_time": 1766368800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 140
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 185,
            "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)