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Trade: CELR/USDT/720/ALMA/VWAP/3909

Strategy
CELR/USDT/720/ALMA/VWAP/3909
Pair
CELR_USDT
Interval
12h
Score
352953
Daily Profit
0.655018
Profit Factor
2.511832
Profitability
30.128205
Streak
0.000000
Best Strategy
Training Data Length
2381.500000
Evaluation Time
2025-09-30 13:35
Expiration Time
2025-12-10 12:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1559926.4771 1476043.2011 83883.276 381050.219 5558804.7216 -5177754.5026
Total P&L (%) 1559.9265 1476.0432 83.8833 381.0502 5558.8047 -5177.7545
Avg Daily Profit (%) 0.655 0.6198 0.0352 0.066 0.1696 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -222749 -141097 -101663 -8737971 -5864237 -5646588
Profit Factor 2.5118 3.8259 1.1646 1.0109 1.3338 0.7148
Total Trades 156 78 78 156 78 78
Winning Trades 47 19 28 47 19 28
Losing Trades 109 59 50 109 59 50
Profitability (%) 30.1282 24.359 35.8974 30.1282 24.359 35.8974
Ratio Avg Win / Avg Loss 5.8253 11.8805 2.0797 2.3445 4.1418 1.2765
Largest Winning Trade 1069245 1069245 68240 7071472 7071472 3278369
Largest Losing Trade -37755 -27624 -37755 -2100370 -1437412 -2100370
Avg Bars in Trades 30 25 34 30 25 34
Avg Bars in Winners 74 73 75 74 73 75
Avg Bars in Losers 10 10 10 10 10 10
Bars Traded 4690 2015 2675 4690 2015 2675
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 352953 -48260 -224094 -319117 -57640 -619053
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4763,
    "evaluation_days": 2381.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1555804800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759228514294,
    "expiration_time": 1765363248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            1559926.477101899,
            1476043.2011330961,
            83883.2759688038,
            381050.2190276579,
            5558804.721598951,
            -5177754.502571295
        ],
        [
            1559.926477,
            1476.043201,
            83.883276,
            381.050219,
            5558.804722,
            -5177.754503
        ],
        [
            0.655018,
            0.619796,
            0.035223,
            0.06598,
            0.169608,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -222749,
            -141097,
            -101663,
            -8737971,
            -5864237,
            -5646588
        ],
        [
            2.511832,
            3.825915,
            1.164642,
            1.010947,
            1.33381,
            0.714841
        ],
        [
            156,
            78,
            78,
            156,
            78,
            78
        ],
        [
            47,
            19,
            28,
            47,
            19,
            28
        ],
        [
            109,
            59,
            50,
            109,
            59,
            50
        ],
        [
            30.128205,
            24.358974,
            35.897436,
            30.128205,
            24.358974,
            35.897436
        ],
        [
            5.825312,
            11.880472,
            2.079718,
            2.344536,
            4.14183,
            1.276502
        ],
        [
            1069245,
            1069245,
            68240,
            7071472,
            7071472,
            3278369
        ],
        [
            -37755,
            -27624,
            -37755,
            -2100370,
            -1437412,
            -2100370
        ],
        [
            30,
            25,
            34,
            30,
            25,
            34
        ],
        [
            74,
            73,
            75,
            74,
            73,
            75
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            4690,
            2015,
            2675,
            4690,
            2015,
            2675
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            352953,
            -48260,
            -224094,
            -319117,
            -57640,
            -619053
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4763,
    "evaluation_days": 2381.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1555804800000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759228514294,
    "expiration_time": 1765363248000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)