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Trade: CELR/USDT/720/VWMA/HILO/6047

Strategy
CELR/USDT/720/VWMA/HILO/6047
Pair
CELR_USDT
Interval
12h
Score
329944
Daily Profit
0.293189
Profit Factor
3.367707
Profitability
34.375000
Streak
0.000000
Best Strategy
Training Data Length
2388.000000
Evaluation Time
2025-10-07 01:33
Expiration Time
2025-12-17 05:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 762328.1089 700136.1128 62191.9961 76419.5276 11408.9019 65010.6256
Total P&L (%) 762.3281 700.1361 62.192 76.4195 11.4089 65.0106
Avg Daily Profit (%) 0.3192 0.2932 0.026 0.0238 0.0045 0.021
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155777 -99658 -110762 -1767116 -1189012 -1302382
Profit Factor 2.1553 3.3677 1.1708 1.0204 1.0066 1.0322
Total Trades 63 32 31 63 32 31
Winning Trades 27 11 16 27 11 16
Losing Trades 36 21 15 36 21 15
Profitability (%) 42.8571 34.375 51.6129 42.8571 34.375 51.6129
Ratio Avg Win / Avg Loss 2.8737 6.4293 1.0976 1.3606 1.9217 0.9677
Largest Winning Trade 489555 489555 62700 738132 551347 738132
Largest Losing Trade -65954 -28849 -65954 -732811 -477334 -732811
Avg Bars in Trades 72 50 95 72 50 95
Avg Bars in Winners 126 102 142 126 102 142
Avg Bars in Losers 32 23 45 32 23 45
Bars Traded 4585 1615 2970 4585 1615 2970
Profit Streak 0 0 48.4402 0 0 48.4402
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -140898 329944 -190117 -513224 -526966 -350766
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4776,
    "evaluation_days": 2388,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1559260800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759790030347,
    "expiration_time": 1765941696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 135,
            "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": [
        [
            762328.1088858561,
            700136.1127585156,
            62191.9961273405,
            76419.5275704627,
            11408.9019494073,
            65010.6256210553
        ],
        [
            762.328109,
            700.136113,
            62.191996,
            76.419528,
            11.408902,
            65.010626
        ],
        [
            0.319233,
            0.293189,
            0.026044,
            0.023776,
            0.004524,
            0.020975
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155777,
            -99658,
            -110762,
            -1767116,
            -1189012,
            -1302382
        ],
        [
            2.155259,
            3.367707,
            1.170775,
            1.020421,
            1.006616,
            1.032219
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            27,
            11,
            16,
            27,
            11,
            16
        ],
        [
            36,
            21,
            15,
            36,
            21,
            15
        ],
        [
            42.857143,
            34.375,
            51.612903,
            42.857143,
            34.375,
            51.612903
        ],
        [
            2.873679,
            6.429259,
            1.097602,
            1.360561,
            1.921721,
            0.967705
        ],
        [
            489555,
            489555,
            62700,
            738132,
            551347,
            738132
        ],
        [
            -65954,
            -28849,
            -65954,
            -732811,
            -477334,
            -732811
        ],
        [
            72,
            50,
            95,
            72,
            50,
            95
        ],
        [
            126,
            102,
            142,
            126,
            102,
            142
        ],
        [
            32,
            23,
            45,
            32,
            23,
            45
        ],
        [
            4585,
            1615,
            2970,
            4585,
            1615,
            2970
        ],
        [
            0,
            0,
            48.440166,
            0,
            0,
            48.440166
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140898,
            329944,
            -190117,
            -513224,
            -526966,
            -350766
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4776,
    "evaluation_days": 2388,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1559260800000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759790030347,
    "expiration_time": 1765941696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 135,
            "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)