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Trade: CELR/USDT/720/SSF/VWMA/2241

Strategy
CELR/USDT/720/SSF/VWMA/2241
Pair
CELR_USDT
Interval
12h
Score
598231
Daily Profit
0.465776
Profit Factor
3.095646
Profitability
48.571429
Streak
96.080315
Best Strategy
Training Data Length
2383.500000
Evaluation Time
2025-10-02 04:55
Expiration Time
2025-12-12 14:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 997279.1234 1110177.3171 -112898.1937 -94373.4887 111752.3108 -206125.7995
Total P&L (%) 997.2791 1110.1773 -112.8982 -94.3735 111.7523 -206.1258
Avg Daily Profit (%) 0.4184 0.4658 -0.0474 -0.1207 0.0315 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -233607 -180457 -149569 -487558 -331262 -197215
Profit Factor 2.0694 3.0956 0.7197 0.8972 1.1923 0.3888
Total Trades 71 35 36 71 35 36
Winning Trades 34 17 17 34 17 17
Losing Trades 37 18 19 37 18 19
Profitability (%) 47.8873 48.5714 47.2222 47.8873 48.5714 47.2222
Ratio Avg Win / Avg Loss 2.252 3.2777 0.8044 0.9764 1.2625 0.4345
Largest Winning Trade 939066 939066 64115 441533 441533 61079
Largest Losing Trade -77493 -77493 -63661 -176303 -176303 -141427
Avg Bars in Trades 64 99 29 64 99 29
Avg Bars in Winners 64 92 36 64 92 36
Avg Bars in Losers 63 106 23 63 106 23
Bars Traded 4563 3492 1071 4563 3492 1071
Profit Streak 0 96.0803 0 0 96.0803 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -78260 598231 -581582 -672877 -159402 -581582
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4767,
    "evaluation_days": 2383.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1557489600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759370139258,
    "expiration_time": 1765541232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 137,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "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": [
        [
            997279.123388984,
            1110177.3170532433,
            -112898.1936642582,
            -94373.4886623043,
            111752.3108167187,
            -206125.799479023
        ],
        [
            997.279123,
            1110.177317,
            -112.898194,
            -94.373489,
            111.752311,
            -206.125799
        ],
        [
            0.41841,
            0.465776,
            -0.047367,
            -0.120661,
            0.031482,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -233607,
            -180457,
            -149569,
            -487558,
            -331262,
            -197215
        ],
        [
            2.069389,
            3.095646,
            0.719727,
            0.89723,
            1.192329,
            0.388803
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            34,
            17,
            17,
            34,
            17,
            17
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            47.887324,
            48.571429,
            47.222222,
            47.887324,
            48.571429,
            47.222222
        ],
        [
            2.251982,
            3.277743,
            0.8044,
            0.976397,
            1.262466,
            0.434545
        ],
        [
            939066,
            939066,
            64115,
            441533,
            441533,
            61079
        ],
        [
            -77493,
            -77493,
            -63661,
            -176303,
            -176303,
            -141427
        ],
        [
            64,
            99,
            29,
            64,
            99,
            29
        ],
        [
            64,
            92,
            36,
            64,
            92,
            36
        ],
        [
            63,
            106,
            23,
            63,
            106,
            23
        ],
        [
            4563,
            3492,
            1071,
            4563,
            3492,
            1071
        ],
        [
            0,
            96.080315,
            0,
            0,
            96.080315,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -78260,
            598231,
            -581582,
            -672877,
            -159402,
            -581582
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4767,
    "evaluation_days": 2383.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1557489600000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759370139258,
    "expiration_time": 1765541232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 137,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 94,
            "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)