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Trade: CELR/USDT/720/SSF/PWMA/3769

Strategy
CELR/USDT/720/SSF/PWMA/3769
Pair
CELR_USDT
Interval
12h
Score
624636
Daily Profit
0.525460
Profit Factor
5.103606
Profitability
45.000000
Streak
16.128181
Best Strategy
Training Data Length
2394.000000
Evaluation Time
2025-10-12 18:04
Expiration Time
2025-12-23 09:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1355000.6918 1257951.8957 97048.7961 700948.8476 2537939.8057 -1836990.9581
Total P&L (%) 1355.0007 1257.9519 97.0488 700.9488 2537.9398 -1836.991
Avg Daily Profit (%) 0.566 0.5255 0.0405 0.0869 0.1368 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -124801 -76990 -92084 -10908056 -4348980 -6568301
Profit Factor 2.8109 5.1036 1.2197 1.0348 1.3228 0.8501
Total Trades 80 40 40 80 40 40
Winning Trades 40 18 22 40 18 22
Losing Trades 40 22 18 40 22 18
Profitability (%) 50 45 55 50 45 55
Ratio Avg Win / Avg Loss 2.8109 6.2377 0.998 1.0348 1.6168 0.6955
Largest Winning Trade 828200 828200 60927 4697693 4697693 4015416
Largest Losing Trade -61861 -54149 -61861 -5448132 -3380524 -5448132
Avg Bars in Trades 58 50 66 58 50 66
Avg Bars in Winners 85 82 88 85 82 88
Avg Bars in Losers 31 24 39 31 24 39
Bars Traded 4682 2016 2666 4682 2016 2666
Profit Streak 14.1282 16.1282 0 14.1282 16.1282 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -6651 624636 -140152 -281841 -10003 -580101
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4788,
    "evaluation_days": 2394,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1555329600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760281474878,
    "expiration_time": 1766475648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 236,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 44,
            "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": [
        [
            1355000.691834822,
            1257951.8957444592,
            97048.7960903632,
            700948.847583353,
            2537939.805703212,
            -1836990.9581198585
        ],
        [
            1355.000692,
            1257.951896,
            97.048796,
            700.948848,
            2537.939806,
            -1836.990958
        ],
        [
            0.565999,
            0.52546,
            0.040538,
            0.086948,
            0.136793,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -124801,
            -76990,
            -92084,
            -10908056,
            -4348980,
            -6568301
        ],
        [
            2.810921,
            5.103606,
            1.219721,
            1.034843,
            1.322818,
            0.85011
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            40,
            22,
            18,
            40,
            22,
            18
        ],
        [
            50,
            45,
            55,
            50,
            45,
            55
        ],
        [
            2.810921,
            6.237741,
            0.997954,
            1.034843,
            1.616778,
            0.695544
        ],
        [
            828200,
            828200,
            60927,
            4697693,
            4697693,
            4015416
        ],
        [
            -61861,
            -54149,
            -61861,
            -5448132,
            -3380524,
            -5448132
        ],
        [
            58,
            50,
            66,
            58,
            50,
            66
        ],
        [
            85,
            82,
            88,
            85,
            82,
            88
        ],
        [
            31,
            24,
            39,
            31,
            24,
            39
        ],
        [
            4682,
            2016,
            2666,
            4682,
            2016,
            2666
        ],
        [
            14.128181,
            16.128181,
            0,
            14.128181,
            16.128181,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -6651,
            624636,
            -140152,
            -281841,
            -10003,
            -580101
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4788,
    "evaluation_days": 2394,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1555329600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760281474878,
    "expiration_time": 1766475648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 236,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 44,
            "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)