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Trade: CELR/USDT/720/SWMA/HILO/1699

Strategy
CELR/USDT/720/SWMA/HILO/1699
Pair
CELR_USDT
Interval
12h
Score
593653
Daily Profit
0.398049
Profit Factor
5.363361
Profitability
44.117647
Streak
29.941234
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 1073708.6855 947952.5621 125756.1234 2061390.9382 691736.2545 1369654.6837
Total P&L (%) 1073.7087 947.9526 125.7561 2061.3909 691.7363 1369.6547
Avg Daily Profit (%) 0.4509 0.398 0.0528 0.1291 0.0869 0.1129
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -92234 -56343 -64665 -1400903 -952966 -795419
Profit Factor 3.5105 5.3634 1.5976 1.5702 1.3927 1.7387
Total Trades 67 34 33 67 34 33
Winning Trades 36 15 21 36 15 21
Losing Trades 31 19 12 31 19 12
Profitability (%) 53.7313 44.1176 63.6364 53.7313 44.1176 63.6364
Ratio Avg Win / Avg Loss 3.0229 6.7936 0.9129 1.3521 1.7641 0.9936
Largest Winning Trade 806358 806358 46597 667535 436708 667535
Largest Losing Trade -39333 -34807 -39333 -665642 -363743 -665642
Avg Bars in Trades 63 50 76 63 50 76
Avg Bars in Winners 98 95 99 98 95 99
Avg Bars in Losers 22 14 35 22 14 35
Bars Traded 4229 1715 2514 4229 1715 2514
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 -102145 593653 -119838 -137505 -76038 -38990
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": 1563926400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759228522635,
    "expiration_time": 1765363248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 243,
            "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": [
        [
            1073708.6855444473,
            947952.5621245686,
            125756.1234198788,
            2061390.9382127617,
            691736.2545034654,
            1369654.6837092964
        ],
        [
            1073.708686,
            947.952562,
            125.756123,
            2061.390938,
            691.736255,
            1369.654684
        ],
        [
            0.450854,
            0.398049,
            0.052805,
            0.129134,
            0.086918,
            0.112917
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -92234,
            -56343,
            -64665,
            -1400903,
            -952966,
            -795419
        ],
        [
            3.510473,
            5.363361,
            1.59759,
            1.570164,
            1.392722,
            1.738737
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            36,
            15,
            21,
            36,
            15,
            21
        ],
        [
            31,
            19,
            12,
            31,
            19,
            12
        ],
        [
            53.731343,
            44.117647,
            63.636364,
            53.731343,
            44.117647,
            63.636364
        ],
        [
            3.022908,
            6.79359,
            0.912908,
            1.352085,
            1.764115,
            0.993564
        ],
        [
            806358,
            806358,
            46597,
            667535,
            436708,
            667535
        ],
        [
            -39333,
            -34807,
            -39333,
            -665642,
            -363743,
            -665642
        ],
        [
            63,
            50,
            76,
            63,
            50,
            76
        ],
        [
            98,
            95,
            99,
            98,
            95,
            99
        ],
        [
            22,
            14,
            35,
            22,
            14,
            35
        ],
        [
            4229,
            1715,
            2514,
            4229,
            1715,
            2514
        ],
        [
            15.441234,
            29.941234,
            15.441234,
            15.441234,
            29.941234,
            15.441234
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -102145,
            593653,
            -119838,
            -137505,
            -76038,
            -38990
        ]
    ]
}
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": 1563926400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759228522635,
    "expiration_time": 1765363248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 243,
            "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)