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Trade: CELR/USDT/720/SINWMA/HILO/3972

Strategy
CELR/USDT/720/SINWMA/HILO/3972
Pair
CELR_USDT
Interval
12h
Score
604852
Daily Profit
0.421092
Profit Factor
5.734606
Profitability
43.750000
Streak
29.941187
Best Strategy
Training Data Length
2381.500000
Evaluation Time
2025-09-30 13:35
Expiration Time
2025-12-10 12:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1146596.3524 1002831.1123 143765.2401 3080464.3902 863845.8059 2216618.5843
Total P&L (%) 1146.5964 1002.8311 143.7652 3080.4644 863.8458 2216.6186
Avg Daily Profit (%) 0.4815 0.4211 0.0604 0.1454 0.0952 0.1321
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92234 -58712 -55749 -2312582 -1233340 -1295654
Profit Factor 3.9366 5.7346 1.8048 1.567 1.3083 1.8425
Total Trades 63 32 31 63 32 31
Winning Trades 34 14 20 34 14 20
Losing Trades 29 18 11 29 18 11
Profitability (%) 53.9683 43.75 64.5161 53.9683 43.75 64.5161
Ratio Avg Win / Avg Loss 3.3577 7.3731 0.9926 1.3365 1.6821 1.0134
Largest Winning Trade 853739 853739 46597 1101952 667411 1101952
Largest Losing Trade -34530 -29905 -34530 -799581 -600459 -799581
Avg Bars in Trades 67 53 81 67 53 81
Avg Bars in Winners 103 101 104 103 101 104
Avg Bars in Losers 24 15 38 24 15 38
Bars Traded 4230 1709 2521 4230 1709 2521
Profit Streak 15.4412 29.9412 15.4412 15.4412 29.9412 15.4412
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -131540 604852 -109245 -145838 -65690 -11513
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4763,
    "evaluation_days": 2381.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1563494400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759228518575,
    "expiration_time": 1765363248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            1146596.352443649,
            1002831.1122941156,
            143765.2401495338,
            3080464.3901966633,
            863845.8058777729,
            2216618.584318891
        ],
        [
            1146.596352,
            1002.831112,
            143.76524,
            3080.46439,
            863.845806,
            2216.618584
        ],
        [
            0.48146,
            0.421092,
            0.060368,
            0.145376,
            0.095185,
            0.13205
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92234,
            -58712,
            -55749,
            -2312582,
            -1233340,
            -1295654
        ],
        [
            3.936595,
            5.734606,
            1.804766,
            1.566971,
            1.308265,
            1.84253
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            34,
            14,
            20,
            34,
            14,
            20
        ],
        [
            29,
            18,
            11,
            29,
            18,
            11
        ],
        [
            53.968254,
            43.75,
            64.516129,
            53.968254,
            43.75,
            64.516129
        ],
        [
            3.357684,
            7.373065,
            0.992621,
            1.336534,
            1.682054,
            1.013392
        ],
        [
            853739,
            853739,
            46597,
            1101952,
            667411,
            1101952
        ],
        [
            -34530,
            -29905,
            -34530,
            -799581,
            -600459,
            -799581
        ],
        [
            67,
            53,
            81,
            67,
            53,
            81
        ],
        [
            103,
            101,
            104,
            103,
            101,
            104
        ],
        [
            24,
            15,
            38,
            24,
            15,
            38
        ],
        [
            4230,
            1709,
            2521,
            4230,
            1709,
            2521
        ],
        [
            15.441187,
            29.941187,
            15.441187,
            15.441187,
            29.941187,
            15.441187
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -131540,
            604852,
            -109245,
            -145838,
            -65690,
            -11513
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4763,
    "evaluation_days": 2381.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1563494400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759228518575,
    "expiration_time": 1765363248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)