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Trade: CELR/USDT/360/VWAP/KCU/2873

Strategy
CELR/USDT/360/VWAP/KCU/2873
Pair
CELR_USDT
Interval
6h
Score
553726
Daily Profit
0.323168
Profit Factor
2.475672
Profitability
75.280899
Streak
81.553470
Best Strategy
Training Data Length
2381.500000
Evaluation Time
2025-09-30 16:17
Expiration Time
2025-12-11 00:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 769624.3381 615562.5275 154061.8106 802548.2016 -547246.5534 1349794.755
Total P&L (%) 769.6243 615.5625 154.0618 802.5482 -547.2466 1349.7948
Avg Daily Profit (%) 0.3232 0.2585 0.0647 0.0924 0 0.1123
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -129021 -125350 -8605 -7406511 -7539870 -503796
Profit Factor 2.4757 2.234 7.7852 1.0625 0.9552 3.1827
Total Trades 89 44 45 89 44 45
Winning Trades 67 34 33 67 34 33
Losing Trades 22 10 12 22 10 12
Profitability (%) 75.2809 77.2727 73.3333 75.2809 77.2727 73.3333
Ratio Avg Win / Avg Loss 0.8129 0.6571 2.831 0.3489 0.2809 1.1573
Largest Winning Trade 175071 175071 25990 2640909 2640909 450288
Largest Losing Trade -79995 -79995 -4934 -5319530 -5319530 -278650
Avg Bars in Trades 100 198 4 100 198 4
Avg Bars in Winners 28 52 4 28 52 4
Avg Bars in Losers 320 696 6 320 696 6
Bars Traded 8977 8755 222 8977 8755 222
Profit Streak 81.5535 0 299.5535 81.5535 0 299.5535
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 553726 489793 -93029 -218236 -577184 -32907
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9526,
    "evaluation_days": 2381.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1555135200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759238219782,
    "expiration_time": 1765406448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 78,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            769624.3380789319,
            615562.5274524532,
            154061.8106264786,
            802548.2015893506,
            -547246.5534000194,
            1349794.7549893716
        ],
        [
            769.624338,
            615.562527,
            154.061811,
            802.548202,
            -547.246553,
            1349.794755
        ],
        [
            0.323168,
            0.258477,
            0.064691,
            0.092424,
            0,
            0.112346
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -129021,
            -125350,
            -8605,
            -7406511,
            -7539870,
            -503796
        ],
        [
            2.475672,
            2.233998,
            7.785216,
            1.062513,
            0.955216,
            3.182658
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            22,
            10,
            12,
            22,
            10,
            12
        ],
        [
            75.280899,
            77.272727,
            73.333333,
            75.280899,
            77.272727,
            73.333333
        ],
        [
            0.812907,
            0.657058,
            2.830988,
            0.348885,
            0.280946,
            1.15733
        ],
        [
            175071,
            175071,
            25990,
            2640909,
            2640909,
            450288
        ],
        [
            -79995,
            -79995,
            -4934,
            -5319530,
            -5319530,
            -278650
        ],
        [
            100,
            198,
            4,
            100,
            198,
            4
        ],
        [
            28,
            52,
            4,
            28,
            52,
            4
        ],
        [
            320,
            696,
            6,
            320,
            696,
            6
        ],
        [
            8977,
            8755,
            222,
            8977,
            8755,
            222
        ],
        [
            81.55347,
            0,
            299.55347,
            81.55347,
            0,
            299.55347
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            553726,
            489793,
            -93029,
            -218236,
            -577184,
            -32907
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9526,
    "evaluation_days": 2381.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1555135200000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759238219782,
    "expiration_time": 1765406448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 78,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)