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Trade: CELR/USDT/720/WMA/MIDPOINT/9790

Strategy
CELR/USDT/720/WMA/MIDPOINT/9790
Pair
CELR_USDT
Interval
12h
Score
684049
Daily Profit
0.569828
Profit Factor
7.077689
Profitability
48.275862
Streak
0.000000
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 1611248.5277 1364167.1726 247081.3551 13690479.097 4644121.1061 9046357.9909
Total P&L (%) 1611.2485 1364.1672 247.0814 13690.4791 4644.1211 9046.358
Avg Daily Profit (%) 0.673 0.5698 0.1032 0.206 0.1613 0.1888
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -95585 -106467 -78754 -13476311 -12897330 -6727861
Profit Factor 5.2035 7.0777 2.5554 1.4008 1.2129 1.7326
Total Trades 58 29 29 58 29 29
Winning Trades 34 14 20 34 14 20
Losing Trades 24 15 9 24 15 9
Profitability (%) 58.6207 48.2759 68.9655 58.6207 48.2759 68.9655
Ratio Avg Win / Avg Loss 3.6731 7.5832 1.1499 0.9888 1.2996 0.7797
Largest Winning Trade 1128230 1128230 59583 9769191 9769191 4440799
Largest Losing Trade -55599 -39354 -55599 -6533154 -6533154 -5266602
Avg Bars in Trades 78 61 94 78 61 94
Avg Bars in Winners 104 94 111 104 94 111
Avg Bars in Losers 40 30 56 40 30 56
Bars Traded 4530 1788 2742 4530 1788 2742
Profit Streak 0 0 51.6282 0 0 51.6282
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -158357 684049 -48466 -171260 235209 410967
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4788,
    "evaluation_days": 2394,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1563364800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760281479345,
    "expiration_time": 1766475648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 16,
            "offset": 15
        }
    }
}
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": [
        [
            1611248.5276872353,
            1364167.1726070263,
            247081.3550802092,
            13690479.097016364,
            4644121.106099849,
            9046357.990916515
        ],
        [
            1611.248528,
            1364.167173,
            247.081355,
            13690.479097,
            4644.121106,
            9046.357991
        ],
        [
            0.673036,
            0.569828,
            0.103209,
            0.206,
            0.161345,
            0.188814
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -95585,
            -106467,
            -78754,
            -13476311,
            -12897330,
            -6727861
        ],
        [
            5.203544,
            7.077689,
            2.555416,
            1.400804,
            1.212943,
            1.732595
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            34,
            14,
            20,
            34,
            14,
            20
        ],
        [
            24,
            15,
            9,
            24,
            15,
            9
        ],
        [
            58.62069,
            48.275862,
            68.965517,
            58.62069,
            48.275862,
            68.965517
        ],
        [
            3.67309,
            7.583239,
            1.149937,
            0.988803,
            1.299582,
            0.779668
        ],
        [
            1128230,
            1128230,
            59583,
            9769191,
            9769191,
            4440799
        ],
        [
            -55599,
            -39354,
            -55599,
            -6533154,
            -6533154,
            -5266602
        ],
        [
            78,
            61,
            94,
            78,
            61,
            94
        ],
        [
            104,
            94,
            111,
            104,
            94,
            111
        ],
        [
            40,
            30,
            56,
            40,
            30,
            56
        ],
        [
            4530,
            1788,
            2742,
            4530,
            1788,
            2742
        ],
        [
            0,
            0,
            51.628233,
            0,
            0,
            51.628233
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -158357,
            684049,
            -48466,
            -171260,
            235209,
            410967
        ]
    ]
}
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": 1563364800000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760281479345,
    "expiration_time": 1766475648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 16,
            "offset": 15
        }
    }
}

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)