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Trade: CELR/USDT/360/HILO/VWAP/4389

Strategy
CELR/USDT/360/HILO/VWAP/4389
Pair
CELR_USDT
Interval
6h
Score
480123
Daily Profit
0.666852
Profit Factor
3.412527
Profitability
35.570470
Streak
0.000000
Best Strategy
Training Data Length
2392.250000
Evaluation Time
2025-10-11 16:17
Expiration Time
2025-12-22 02:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1595277.7311 1308431.6939 286846.0372 20438765.0368 -2863824.1202 23302589.157
Total P&L (%) 1595.2777 1308.4317 286.846 20438.765 -2863.8241 23302.5892
Avg Daily Profit (%) 0.6669 0.5469 0.1199 0.2228 0 0.2283
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117983 -85698 -65077 -53951297 -39387806 -14563491
Profit Factor 3.4125 4.3865 2.0435 1.2019 0.9549 1.6176
Total Trades 149 75 74 149 75 74
Winning Trades 53 21 32 53 21 32
Losing Trades 96 54 42 96 54 42
Profitability (%) 35.5705 28 43.2432 35.5705 28 43.2432
Ratio Avg Win / Avg Loss 6.1812 11.2797 2.6821 2.1771 2.4554 2.123
Largest Winning Trade 770318 770318 72437 23092669 19168881 23092669
Largest Losing Trade -30194 -28677 -30194 -9159541 -9159541 -4866623
Avg Bars in Trades 62 55 69 62 55 69
Avg Bars in Winners 143 148 139 143 148 139
Avg Bars in Losers 18 19 16 18 19 16
Bars Traded 9341 4189 5152 9341 4189 5152
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 480123 -55202 -96133 130008 -651550 -55743
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9569,
    "evaluation_days": 2392.25,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1556582400000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760188671352,
    "expiration_time": 1766363112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 123
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1595277.731138723,
            1308431.6938926578,
            286846.0372460654,
            20438765.03680797,
            -2863824.120163141,
            23302589.156971127
        ],
        [
            1595.277731,
            1308.431694,
            286.846037,
            20438.765037,
            -2863.82412,
            23302.589157
        ],
        [
            0.666852,
            0.546946,
            0.119906,
            0.222837,
            0,
            0.228306
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117983,
            -85698,
            -65077,
            -53951297,
            -39387806,
            -14563491
        ],
        [
            3.412527,
            4.386543,
            2.043511,
            1.201946,
            0.954883,
            1.61756
        ],
        [
            149,
            75,
            74,
            149,
            75,
            74
        ],
        [
            53,
            21,
            32,
            53,
            21,
            32
        ],
        [
            96,
            54,
            42,
            96,
            54,
            42
        ],
        [
            35.57047,
            28,
            43.243243,
            35.57047,
            28,
            43.243243
        ],
        [
            6.18118,
            11.279682,
            2.682108,
            2.17711,
            2.455414,
            2.123047
        ],
        [
            770318,
            770318,
            72437,
            23092669,
            19168881,
            23092669
        ],
        [
            -30194,
            -28677,
            -30194,
            -9159541,
            -9159541,
            -4866623
        ],
        [
            62,
            55,
            69,
            62,
            55,
            69
        ],
        [
            143,
            148,
            139,
            143,
            148,
            139
        ],
        [
            18,
            19,
            16,
            18,
            19,
            16
        ],
        [
            9341,
            4189,
            5152,
            9341,
            4189,
            5152
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480123,
            -55202,
            -96133,
            130008,
            -651550,
            -55743
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9569,
    "evaluation_days": 2392.25,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1556582400000,
    "last_datapoint_time": 1760162400000,
    "evaluation_time": 1760188671352,
    "expiration_time": 1766363112000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 123
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)