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Trade: CELR/USDT/240/VWAP/BBU/1687

Strategy
CELR/USDT/240/VWAP/BBU/1687
Pair
CELR_USDT
Interval
4h
Score
519571
Daily Profit
0.362551
Profit Factor
1.803858
Profitability
65.800866
Streak
9.904739
Best Strategy
Training Data Length
2392.830000
Evaluation Time
2025-10-12 16:42
Expiration Time
2025-12-23 08:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 867522.6688 730988.6164 136534.0524 1015770.8463 -2825116.5666 3840887.4129
Total P&L (%) 867.5227 730.9886 136.5341 1015.7708 -2825.1166 3840.8874
Avg Daily Profit (%) 0.3626 0.3055 0.0571 0.1009 0 0.1537
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144718 -146062 -28013 -11756910 -12322685 -1304262
Profit Factor 1.8039 1.7846 1.9254 1.0339 0.8954 2.2869
Total Trades 231 115 116 231 115 116
Winning Trades 152 74 78 152 74 78
Losing Trades 79 41 38 79 41 38
Profitability (%) 65.8009 64.3478 67.2414 65.8009 64.3478 67.2414
Ratio Avg Win / Avg Loss 0.9375 0.9888 0.938 0.5373 0.4961 1.1141
Largest Winning Trade 225743 225743 28354 4475912 4475912 1382482
Largest Losing Trade -73130 -73130 -28013 -3978405 -3978405 -825720
Avg Bars in Trades 60 118 3 60 118 3
Avg Bars in Winners 30 58 2 30 58 2
Avg Bars in Losers 119 227 4 119 227 4
Bars Traded 14036 13662 374 14036 13662 374
Profit Streak 9.9047 10.5714 9.9047 9.9047 10.5714 9.9047
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 519571 425086 -112916 -238498 -578516 497352
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14357,
    "evaluation_days": 2392.83,
    "actual_first_datapoint_time": 1553486400000,
    "first_datapoint_time": 1554336000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760276569495,
    "expiration_time": 1766472624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 60,
            "offset": 0,
            "std": 2.36029
        }
    }
}
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": [
        [
            867522.6688260634,
            730988.6164116088,
            136534.0524144543,
            1015770.8463006064,
            -2825116.566587432,
            3840887.4128880366
        ],
        [
            867.522669,
            730.988616,
            136.534052,
            1015.770846,
            -2825.116567,
            3840.887413
        ],
        [
            0.362551,
            0.305491,
            0.05706,
            0.100857,
            0,
            0.15366
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144718,
            -146062,
            -28013,
            -11756910,
            -12322685,
            -1304262
        ],
        [
            1.803858,
            1.784611,
            1.925401,
            1.033861,
            0.895419,
            2.286911
        ],
        [
            231,
            115,
            116,
            231,
            115,
            116
        ],
        [
            152,
            74,
            78,
            152,
            74,
            78
        ],
        [
            79,
            41,
            38,
            79,
            41,
            38
        ],
        [
            65.800866,
            64.347826,
            67.241379,
            65.800866,
            64.347826,
            67.241379
        ],
        [
            0.937532,
            0.988771,
            0.938016,
            0.537336,
            0.496111,
            1.114136
        ],
        [
            225743,
            225743,
            28354,
            4475912,
            4475912,
            1382482
        ],
        [
            -73130,
            -73130,
            -28013,
            -3978405,
            -3978405,
            -825720
        ],
        [
            60,
            118,
            3,
            60,
            118,
            3
        ],
        [
            30,
            58,
            2,
            30,
            58,
            2
        ],
        [
            119,
            227,
            4,
            119,
            227,
            4
        ],
        [
            14036,
            13662,
            374,
            14036,
            13662,
            374
        ],
        [
            9.904739,
            10.571406,
            9.904739,
            9.904739,
            10.571406,
            9.904739
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            519571,
            425086,
            -112916,
            -238498,
            -578516,
            497352
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14357,
    "evaluation_days": 2392.83,
    "actual_first_datapoint_time": 1553486400000,
    "first_datapoint_time": 1554336000000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760276569495,
    "expiration_time": 1766472624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 60,
            "offset": 0,
            "std": 2.36029
        }
    }
}

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)