← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: CELR/USDT/480/VWMA/MIDPRICE/5960

Strategy
CELR/USDT/480/VWMA/MIDPRICE/5960
Pair
CELR_USDT
Interval
8h
Score
313737
Daily Profit
0.151918
Profit Factor
1.345982
Profitability
45.930233
Streak
38.584529
Best Strategy
Training Data Length
2390.670000
Evaluation Time
2025-10-09 17:01
Expiration Time
2025-12-20 03:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 133925.4085 363185.3696 -229259.9612 -99851.2041 -35509.0068 -64342.1973
Total P&L (%) 133.9254 363.1854 -229.26 -99.8512 -35.509 -64.3422
Avg Daily Profit (%) 0.056 0.1519 -0.0959 -0.272 -0.0183 -0.0431
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -426316 -183185 -400569 -318885 -245930 -171880
Profit Factor 1.0627 1.346 0.7889 0.8813 0.926 0.822
Total Trades 345 172 173 345 172 173
Winning Trades 157 79 78 157 79 78
Losing Trades 188 93 95 188 93 95
Profitability (%) 45.5072 45.9302 45.0867 45.5072 45.9302 45.0867
Ratio Avg Win / Avg Loss 1.2725 1.5845 0.9608 1.0553 1.09 1.0012
Largest Winning Trade 174835 174835 41474 125397 125397 46113
Largest Losing Trade -79663 -64922 -79663 -177599 -177599 -86109
Avg Bars in Trades 20 23 17 20 23 17
Avg Bars in Winners 22 24 20 22 24 20
Avg Bars in Losers 18 23 14 18 23 14
Bars Traded 7074 4072 3002 7074 4072 3002
Profit Streak 38.5845 38.5845 66.5845 38.5845 38.5845 66.5845
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -267787 313737 -580623 -577239 -579082 -578957
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7172,
    "evaluation_days": 2390.67,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1555228800000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760018503286,
    "expiration_time": 1766193408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 62,
            "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": [
        [
            133925.4084585848,
            363185.3696464111,
            -229259.961187826,
            -99851.204090841,
            -35509.0067607588,
            -64342.1973300822
        ],
        [
            133.925408,
            363.18537,
            -229.259961,
            -99.851204,
            -35.509007,
            -64.342197
        ],
        [
            0.05602,
            0.151918,
            -0.095898,
            -0.271953,
            -0.018347,
            -0.043125
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -426316,
            -183185,
            -400569,
            -318885,
            -245930,
            -171880
        ],
        [
            1.06271,
            1.345982,
            0.788874,
            0.881285,
            0.92595,
            0.822047
        ],
        [
            345,
            172,
            173,
            345,
            172,
            173
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            188,
            93,
            95,
            188,
            93,
            95
        ],
        [
            45.507246,
            45.930233,
            45.086705,
            45.507246,
            45.930233,
            45.086705
        ],
        [
            1.272545,
            1.58451,
            0.960808,
            1.055296,
            1.090043,
            1.001211
        ],
        [
            174835,
            174835,
            41474,
            125397,
            125397,
            46113
        ],
        [
            -79663,
            -64922,
            -79663,
            -177599,
            -177599,
            -86109
        ],
        [
            20,
            23,
            17,
            20,
            23,
            17
        ],
        [
            22,
            24,
            20,
            22,
            24,
            20
        ],
        [
            18,
            23,
            14,
            18,
            23,
            14
        ],
        [
            7074,
            4072,
            3002,
            7074,
            4072,
            3002
        ],
        [
            38.584529,
            38.584529,
            66.584529,
            38.584529,
            38.584529,
            66.584529
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -267787,
            313737,
            -580623,
            -577239,
            -579082,
            -578957
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7172,
    "evaluation_days": 2390.67,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1555228800000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760018503286,
    "expiration_time": 1766193408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 62,
            "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)