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Trade: CELR/USDT/120/VWAP/BBL/2451

Strategy
CELR/USDT/120/VWAP/BBL/2451
Pair
CELR_USDT
Interval
2h
Score
388796
Daily Profit
0.157572
Profit Factor
2.579398
Profitability
45.299145
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-02 01:49
Expiration Time
2025-12-16 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -916799.6364 33044.9952 -949844.6316 -168401.5837 2558010.7386 -2726412.3224
Total P&L (%) -916.7996 33.045 -949.8446 -168.4016 2558.0107 -2726.4123
Avg Daily Profit (%) -0.4401 0.0159 -0.4559 0 0.1576 0
Buy And Hold Return (%) 129.5181 129.5181 129.5181 129.5181 129.5181 129.5181
Max Trade Drawdown -1153338 -78919 -1132513 -5448126 -730412 -5421437
Profit Factor 0.5613 1.1216 0.4775 0.9828 2.5794 0.667
Total Trades 233 117 116 233 117 116
Winning Trades 161 73 88 96 53 43
Losing Trades 72 44 28 137 64 73
Profitability (%) 69.0987 62.3932 75.8621 41.2017 45.2991 37.069
Ratio Avg Win / Avg Loss 0.251 0.676 0.1519 1.4026 3.1147 1.1323
Largest Winning Trade 40039 23671 40039 1662504 1401035 1662504
Largest Losing Trade -505028 -30730 -505028 -1894787 -246814 -1894787
Avg Bars in Trades 104 10 199 104 10 199
Avg Bars in Winners 63 6 110 128 14 268
Avg Bars in Losers 198 17 481 88 7 159
Bars Traded 24427 1245 23182 24427 1245 23182
Profit Streak 8.9512 9.2012 0 0 0 9.6179
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -576414 -423579 -577393 -581313 388796 -583720
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579291200000,
    "first_datapoint_time": 1580241600000,
    "last_datapoint_time": 1759356000000,
    "evaluation_time": 1759358987852,
    "expiration_time": 1765836000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 133,
            "offset": 0,
            "std": 1.98673
        }
    }
}
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": [
        [
            -916799.6363982767,
            33044.9951531249,
            -949844.631551402,
            -168401.583745932,
            2558010.738636218,
            -2726412.322382153
        ],
        [
            -916.799636,
            33.044995,
            -949.844632,
            -168.401584,
            2558.010739,
            -2726.412322
        ],
        [
            -0.440065,
            0.015862,
            -0.455926,
            0,
            0.157572,
            0
        ],
        [
            129.518072,
            129.518072,
            129.518072,
            129.518072,
            129.518072,
            129.518072
        ],
        [
            -1153338,
            -78919,
            -1132513,
            -5448126,
            -730412,
            -5421437
        ],
        [
            0.561302,
            1.121583,
            0.477541,
            0.982827,
            2.579398,
            0.666964
        ],
        [
            233,
            117,
            116,
            233,
            117,
            116
        ],
        [
            161,
            73,
            88,
            96,
            53,
            43
        ],
        [
            72,
            44,
            28,
            137,
            64,
            73
        ],
        [
            69.098712,
            62.393162,
            75.862069,
            41.201717,
            45.299145,
            37.068966
        ],
        [
            0.251017,
            0.676023,
            0.151945,
            1.402576,
            3.114745,
            1.132287
        ],
        [
            40039,
            23671,
            40039,
            1662504,
            1401035,
            1662504
        ],
        [
            -505028,
            -30730,
            -505028,
            -1894787,
            -246814,
            -1894787
        ],
        [
            104,
            10,
            199,
            104,
            10,
            199
        ],
        [
            63,
            6,
            110,
            128,
            14,
            268
        ],
        [
            198,
            17,
            481,
            88,
            7,
            159
        ],
        [
            24427,
            1245,
            23182,
            24427,
            1245,
            23182
        ],
        [
            8.951248,
            9.201248,
            0,
            0,
            0,
            9.617915
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -576414,
            -423579,
            -577393,
            -581313,
            388796,
            -583720
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579291200000,
    "first_datapoint_time": 1580241600000,
    "last_datapoint_time": 1759356000000,
    "evaluation_time": 1759358987852,
    "expiration_time": 1765836000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 133,
            "offset": 0,
            "std": 1.98673
        }
    }
}

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)