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Trade: CELR/USDT/720/VWAP/HWMA/8857

Strategy
CELR/USDT/720/VWAP/HWMA/8857
Pair
CELR_USDT
Interval
12h
Score
334900
Daily Profit
0.187324
Profit Factor
1.367848
Profitability
47.157191
Streak
0.000000
Best Strategy
Training Data Length
2385.500000
Evaluation Time
2025-10-04 13:35
Expiration Time
2025-12-14 15:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 456502.3298 446861.933 9640.3968 -70379.2745 1044556.4306 -1114935.7051
Total P&L (%) 456.5023 446.8619 9.6404 -70.3793 1044.5564 -1114.9357
Avg Daily Profit (%) 0.1914 0.1873 0.004 -0.051 0.1022 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191167 -130900 -200447 -1609984 -568712 -1639930
Profit Factor 1.1845 1.3678 1.0077 0.9894 1.358 0.6989
Total Trades 598 299 299 598 299 299
Winning Trades 283 141 142 283 141 142
Losing Trades 315 158 157 315 158 157
Profitability (%) 47.3244 47.1572 47.4916 47.3244 47.1572 47.4916
Ratio Avg Win / Avg Loss 1.3185 1.5328 1.1141 1.1012 1.5218 0.7727
Largest Winning Trade 62033 62033 57195 357079 357079 322425
Largest Losing Trade -79787 -37690 -79787 -410555 -299266 -410555
Avg Bars in Trades 7 8 7 7 8 7
Avg Bars in Winners 8 9 8 8 9 8
Avg Bars in Losers 7 6 7 7 6 7
Bars Traded 4759 2392 2367 4759 2392 2367
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 -7627 334900 -564990 -576749 -54344 -580467
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4771,
    "evaluation_days": 2385.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1553472000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759574119886,
    "expiration_time": 1765719216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.52501,
            "nb": 0.1,
            "nc": 0.48995
        }
    }
}
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": [
        [
            456502.3298180545,
            446861.9330019046,
            9640.3968161512,
            -70379.2745387131,
            1044556.4305988695,
            -1114935.7051375809
        ],
        [
            456.50233,
            446.861933,
            9.640397,
            -70.379275,
            1044.556431,
            -1114.935705
        ],
        [
            0.191365,
            0.187324,
            0.004041,
            -0.050991,
            0.102236,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191167,
            -130900,
            -200447,
            -1609984,
            -568712,
            -1639930
        ],
        [
            1.184537,
            1.367848,
            1.007657,
            0.989368,
            1.358045,
            0.698867
        ],
        [
            598,
            299,
            299,
            598,
            299,
            299
        ],
        [
            283,
            141,
            142,
            283,
            141,
            142
        ],
        [
            315,
            158,
            157,
            315,
            158,
            157
        ],
        [
            47.324415,
            47.157191,
            47.491639,
            47.324415,
            47.157191,
            47.491639
        ],
        [
            1.318478,
            1.532766,
            1.1141,
            1.101241,
            1.521781,
            0.772691
        ],
        [
            62033,
            62033,
            57195,
            357079,
            357079,
            322425
        ],
        [
            -79787,
            -37690,
            -79787,
            -410555,
            -299266,
            -410555
        ],
        [
            7,
            8,
            7,
            7,
            8,
            7
        ],
        [
            8,
            9,
            8,
            8,
            9,
            8
        ],
        [
            7,
            6,
            7,
            7,
            6,
            7
        ],
        [
            4759,
            2392,
            2367,
            4759,
            2392,
            2367
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -7627,
            334900,
            -564990,
            -576749,
            -54344,
            -580467
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4771,
    "evaluation_days": 2385.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1553472000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759574119886,
    "expiration_time": 1765719216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.52501,
            "nb": 0.1,
            "nc": 0.48995
        }
    }
}

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)