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Trade: CELR/USDT/720/VWMA/BBL/4250

Strategy
CELR/USDT/720/VWMA/BBL/4250
Pair
CELR_USDT
Interval
12h
Score
560446
Daily Profit
0.285456
Profit Factor
4.101515
Profitability
48.484848
Streak
0.000000
Best Strategy
Training Data Length
2386.000000
Evaluation Time
2025-10-04 17:47
Expiration Time
2025-12-15 03:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 777869.1277 681097.0707 96772.0571 276709.5239 3010866.464 -2734156.9401
Total P&L (%) 777.8691 681.0971 96.7721 276.7095 3010.8665 -2734.1569
Avg Daily Profit (%) 0.326 0.2855 0.0406 0.0556 0.1442 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144637 -65355 -113031 -9995861 -2907169 -7448593
Profit Factor 2.4613 4.1015 1.3095 1.0141 1.4133 0.7778
Total Trades 65 33 32 65 33 32
Winning Trades 32 16 16 32 16 16
Losing Trades 33 17 16 33 17 16
Profitability (%) 49.2308 48.4848 50 49.2308 48.4848 50
Ratio Avg Win / Avg Loss 2.5383 4.3579 1.3095 1.0458 1.5016 0.7778
Largest Winning Trade 350338 350338 84509 3429294 1697371 3429294
Largest Losing Trade -93590 -30517 -93590 -4189815 -1682057 -4189815
Avg Bars in Trades 66 28 106 66 28 106
Avg Bars in Winners 108 31 184 108 31 184
Avg Bars in Losers 26 24 28 26 24 28
Bars Traded 4336 931 3405 4336 931 3405
Profit Streak 0 0 308.6162 0 0 308.6162
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -122493 560446 -138031 -459960 50108 -580222
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4772,
    "evaluation_days": 2386,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1560081600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759589242176,
    "expiration_time": 1765763712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 153,
            "offset": 0,
            "std": 1.67756
        }
    }
}
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": [
        [
            777869.1277458683,
            681097.0706583566,
            96772.0570875116,
            276709.523936422,
            3010866.4639937994,
            -2734156.9400573764
        ],
        [
            777.869128,
            681.097071,
            96.772057,
            276.709524,
            3010.866464,
            -2734.15694
        ],
        [
            0.326014,
            0.285456,
            0.040558,
            0.055602,
            0.144173,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144637,
            -65355,
            -113031,
            -9995861,
            -2907169,
            -7448593
        ],
        [
            2.461345,
            4.101515,
            1.309477,
            1.014124,
            1.41326,
            0.777826
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            32,
            16,
            16,
            32,
            16,
            16
        ],
        [
            33,
            17,
            16,
            33,
            17,
            16
        ],
        [
            49.230769,
            48.484848,
            50,
            49.230769,
            48.484848,
            50
        ],
        [
            2.538262,
            4.35786,
            1.309477,
            1.045815,
            1.501588,
            0.777826
        ],
        [
            350338,
            350338,
            84509,
            3429294,
            1697371,
            3429294
        ],
        [
            -93590,
            -30517,
            -93590,
            -4189815,
            -1682057,
            -4189815
        ],
        [
            66,
            28,
            106,
            66,
            28,
            106
        ],
        [
            108,
            31,
            184,
            108,
            31,
            184
        ],
        [
            26,
            24,
            28,
            26,
            24,
            28
        ],
        [
            4336,
            931,
            3405,
            4336,
            931,
            3405
        ],
        [
            0,
            0,
            308.616229,
            0,
            0,
            308.616229
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -122493,
            560446,
            -138031,
            -459960,
            50108,
            -580222
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4772,
    "evaluation_days": 2386,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1560081600000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759589242176,
    "expiration_time": 1765763712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 153,
            "offset": 0,
            "std": 1.67756
        }
    }
}

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)