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Trade: CELR/USDT/120/VWAP/DCU/2786

Strategy
CELR/USDT/120/VWAP/DCU/2786
Pair
CELR_USDT
Interval
2h
Score
475089
Daily Profit
0.360410
Profit Factor
1.264902
Profitability
42.352037
Streak
3.500881
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 03:01
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 750554.6157 686626.3608 63928.2549 705016.1733 -3738201.4022 4443217.5755
Total P&L (%) 750.5546 686.6264 63.9283 705.0162 -3738.2014 4443.2176
Avg Daily Profit (%) 0.3604 0.3297 0.0307 0.1002 0 0.1834
Buy And Hold Return (%) 116.1194 116.1194 116.1194 116.1194 116.1194 116.1194
Max Trade Drawdown -171715 -178603 -94641 -22163176 -24768751 -2728816
Profit Factor 1.2649 1.3092 1.1043 1.0057 0.9634 1.2004
Total Trades 1301 650 651 1301 650 651
Winning Trades 551 258 293 551 258 293
Losing Trades 750 392 358 750 392 358
Profitability (%) 42.352 39.6923 45.0077 42.352 39.6923 45.0077
Ratio Avg Win / Avg Loss 1.7217 1.9892 1.3493 1.3689 1.4638 1.4667
Largest Winning Trade 114890 114890 44226 9069653 9069653 842320
Largest Losing Trade -36660 -36660 -11110 -5360358 -5360358 -776803
Avg Bars in Trades 19 36 2 19 36 2
Avg Bars in Winners 24 50 2 24 50 2
Avg Bars in Losers 14 26 1 14 26 1
Bars Traded 24911 23505 1406 24911 23505 1406
Profit Streak 3.5009 0 10.0009 3.5009 0 10.0009
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 475089 306164 -421113 -270526 -580279 347633

Evaluation Data

{
    "trading_pair": "CELR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578744000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758844876172,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 3,
            "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": [
        [
            750554.6156795868,
            686626.360821202,
            63928.2548583855,
            705016.1732927739,
            -3738201.4022189677,
            4443217.575511746
        ],
        [
            750.554616,
            686.626361,
            63.928255,
            705.016173,
            -3738.201402,
            4443.217576
        ],
        [
            0.36041,
            0.329713,
            0.030698,
            0.100203,
            0,
            0.18342
        ],
        [
            116.119403,
            116.119403,
            116.119403,
            116.119403,
            116.119403,
            116.119403
        ],
        [
            -171715,
            -178603,
            -94641,
            -22163176,
            -24768751,
            -2728816
        ],
        [
            1.264902,
            1.309196,
            1.104347,
            1.005673,
            0.963392,
            1.200421
        ],
        [
            1301,
            650,
            651,
            1301,
            650,
            651
        ],
        [
            551,
            258,
            293,
            551,
            258,
            293
        ],
        [
            750,
            392,
            358,
            750,
            392,
            358
        ],
        [
            42.352037,
            39.692308,
            45.00768,
            42.352037,
            39.692308,
            45.00768
        ],
        [
            1.721736,
            1.989167,
            1.349339,
            1.368883,
            1.463758,
            1.466726
        ],
        [
            114890,
            114890,
            44226,
            9069653,
            9069653,
            842320
        ],
        [
            -36660,
            -36660,
            -11110,
            -5360358,
            -5360358,
            -776803
        ],
        [
            19,
            36,
            2,
            19,
            36,
            2
        ],
        [
            24,
            50,
            2,
            24,
            50,
            2
        ],
        [
            14,
            26,
            1,
            14,
            26,
            1
        ],
        [
            24911,
            23505,
            1406,
            24911,
            23505,
            1406
        ],
        [
            3.500881,
            0,
            10.000881,
            3.500882,
            0,
            10.000882
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            475089,
            306164,
            -421113,
            -270526,
            -580279,
            347633
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1578744000000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758844876172,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcu",
        "factors": {
            "length": 3,
            "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)