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Trade: CELR/USDT/360/VWMA/KCU/6399

Strategy
CELR/USDT/360/VWMA/KCU/6399
Pair
CELR_USDT
Interval
6h
Score
577515
Daily Profit
0.608717
Profit Factor
2.597310
Profitability
45.631068
Streak
54.945294
Best Strategy
Training Data Length
2380.000000
Evaluation Time
2025-09-29 07:41
Expiration Time
2025-12-09 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1448746.0436 1433419.9596 15326.084 -26661.8557 -37875.0005 11213.1448
Total P&L (%) 1448.746 1433.42 15.3261 -26.6619 -37.875 11.2131
Avg Daily Profit (%) 0.6087 0.6023 0.0064 -0.013 -0.02 0.0045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -151393 -120077 -70464 -561687 -415586 -265511
Profit Factor 2.5973 3.2586 1.0563 0.9859 0.9726 1.0222
Total Trades 103 51 52 103 51 52
Winning Trades 47 22 25 47 22 25
Losing Trades 56 29 27 56 29 27
Profitability (%) 45.6311 43.1373 48.0769 45.6311 43.1373 48.0769
Ratio Avg Win / Avg Loss 3.0947 4.2954 1.1408 1.1747 1.2821 1.1039
Largest Winning Trade 1386385 1386385 32187 197175 197175 123470
Largest Losing Trade -69832 -69832 -37279 -238499 -238499 -157120
Avg Bars in Trades 88 154 24 88 154 24
Avg Bars in Winners 92 160 32 92 160 32
Avg Bars in Losers 86 150 16 86 150 16
Bars Traded 9154 7892 1262 9154 7892 1262
Profit Streak 54.9453 57.9453 54.9453 54.9453 57.9453 54.9453
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 577515 -164458 -532809 -579553 -761274 -691009
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9520,
    "evaluation_days": 2380,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1554962400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120873427,
    "expiration_time": 1765272960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 70,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            1448746.043647915,
            1433419.9596347832,
            15326.0840131323,
            -26661.8556735847,
            -37875.0005134863,
            11213.1448399016
        ],
        [
            1448.746044,
            1433.41996,
            15.326084,
            -26.661856,
            -37.875001,
            11.213145
        ],
        [
            0.608717,
            0.602277,
            0.00644,
            -0.013028,
            -0.019999,
            0.004466
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -151393,
            -120077,
            -70464,
            -561687,
            -415586,
            -265511
        ],
        [
            2.59731,
            3.258551,
            1.056278,
            0.985899,
            0.972646,
            1.022153
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            47,
            22,
            25,
            47,
            22,
            25
        ],
        [
            56,
            29,
            27,
            56,
            29,
            27
        ],
        [
            45.631068,
            43.137255,
            48.076923,
            45.631068,
            43.137255,
            48.076923
        ],
        [
            3.094668,
            4.295362,
            1.14078,
            1.174688,
            1.282124,
            1.103926
        ],
        [
            1386385,
            1386385,
            32187,
            197175,
            197175,
            123470
        ],
        [
            -69832,
            -69832,
            -37279,
            -238499,
            -238499,
            -157120
        ],
        [
            88,
            154,
            24,
            88,
            154,
            24
        ],
        [
            92,
            160,
            32,
            92,
            160,
            32
        ],
        [
            86,
            150,
            16,
            86,
            150,
            16
        ],
        [
            9154,
            7892,
            1262,
            9154,
            7892,
            1262
        ],
        [
            54.945294,
            57.945294,
            54.945294,
            54.945294,
            57.945294,
            54.945294
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            577515,
            -164458,
            -532809,
            -579553,
            -761274,
            -691009
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9520,
    "evaluation_days": 2380,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1554962400000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759120873427,
    "expiration_time": 1765272960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 64,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 70,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)