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Trade: CELR/USDT/120/VWAP/KCU/8036

Strategy
CELR/USDT/120/VWAP/KCU/8036
Pair
CELR_USDT
Interval
2h
Score
408777
Daily Profit
0.229690
Profit Factor
1.706364
Profitability
84.868421
Streak
16.790254
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 05:57
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 456626.5115 478328.7206 -21702.2091 -30787.2502 1143706.9039 -1174494.1541
Total P&L (%) 456.6265 478.3287 -21.7022 -30.7873 1143.7069 -1174.4942
Avg Daily Profit (%) 0.2193 0.2297 -0.0104 -0.0177 0.1211 0
Buy And Hold Return (%) 126.9592 126.9592 126.9592 126.9592 126.9592 126.9592
Max Trade Drawdown -170059 -134725 -132756 -1328061 -1242221 -1710075
Profit Factor 1.3815 1.7064 0.9582 0.9949 1.3961 0.6242
Total Trades 305 152 153 305 152 153
Winning Trades 241 129 112 241 129 112
Losing Trades 64 23 41 64 23 41
Profitability (%) 79.0164 84.8684 73.2026 79.0164 84.8684 73.2026
Ratio Avg Win / Avg Loss 0.3669 0.3042 0.3508 0.2642 0.2489 0.2285
Largest Winning Trade 37219 37219 29554 207896 207896 195258
Largest Losing Trade -71097 -71097 -70894 -826649 -648924 -826649
Avg Bars in Trades 80 137 24 80 137 24
Avg Bars in Winners 32 51 11 32 51 11
Avg Bars in Losers 260 618 59 260 618 59
Bars Traded 24546 20857 3689 24546 20857 3689
Profit Streak 16.7903 16.7903 74.2069 16.7903 16.7903 74.2069
Trades During Streak 3 1 8 3 1 8
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 394442 408777 -575642 -573941 -26446 -575642

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": 1579917600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758855477981,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 166,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            456626.5115343588,
            478328.7206115356,
            -21702.2090771771,
            -30787.250160044,
            1143706.9039209965,
            -1174494.154081039
        ],
        [
            456.626512,
            478.328721,
            -21.702209,
            -30.78725,
            1143.706904,
            -1174.494154
        ],
        [
            0.219268,
            0.22969,
            -0.010421,
            -0.017669,
            0.121114,
            0
        ],
        [
            126.959248,
            126.959248,
            126.959248,
            126.959248,
            126.959248,
            126.959248
        ],
        [
            -170059,
            -134725,
            -132756,
            -1328061,
            -1242221,
            -1710075
        ],
        [
            1.381521,
            1.706364,
            0.95824,
            0.99488,
            1.396095,
            0.62419
        ],
        [
            305,
            152,
            153,
            305,
            152,
            153
        ],
        [
            241,
            129,
            112,
            241,
            129,
            112
        ],
        [
            64,
            23,
            41,
            64,
            23,
            41
        ],
        [
            79.016393,
            84.868421,
            73.202614,
            79.016393,
            84.868421,
            73.202614
        ],
        [
            0.366877,
            0.304235,
            0.350784,
            0.2642,
            0.248916,
            0.228498
        ],
        [
            37219,
            37219,
            29554,
            207896,
            207896,
            195258
        ],
        [
            -71097,
            -71097,
            -70894,
            -826649,
            -648924,
            -826649
        ],
        [
            80,
            137,
            24,
            80,
            137,
            24
        ],
        [
            32,
            51,
            11,
            32,
            51,
            11
        ],
        [
            260,
            618,
            59,
            260,
            618,
            59
        ],
        [
            24546,
            20857,
            3689,
            24546,
            20857,
            3689
        ],
        [
            16.790254,
            16.790254,
            74.206921,
            16.790254,
            16.790254,
            74.206921
        ],
        [
            3,
            1,
            8,
            3,
            1,
            8
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            394442,
            408777,
            -575642,
            -573941,
            -26446,
            -575642
        ]
    ]
}
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": 1579917600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758855477981,
    "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": "kcu",
        "factors": {
            "length": 166,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)