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Trade: CELR/USDT/720/MIDPRICE/SINWMA/9985

Strategy
CELR/USDT/720/MIDPRICE/SINWMA/9985
Pair
CELR_USDT
Interval
12h
Score
320708
Daily Profit
0.194233
Profit Factor
1.317086
Profitability
51.724138
Streak
114.793056
Best Strategy
Training Data Length
2391.500000
Evaluation Time
2025-10-10 10:02
Expiration Time
2025-12-20 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1231105.4663 192102.9978 -1423208.4641 -304462.2087 -10564972.434 10260510.2253
Total P&L (%) -1231.1055 192.103 -1423.2085 -304.4622 -10564.9724 10260.5102
Avg Daily Profit (%) -0.5148 0.0803 -0.5951 0 0 0.1942
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -1612342 -41883 -1666602 -40010731 -17071486 -24321254
Profit Factor 0.3972 2.6945 0.2622 0.9941 0.4409 1.3171
Total Trades 59 30 29 59 30 29
Winning Trades 32 18 14 29 14 15
Losing Trades 27 12 15 30 16 14
Profitability (%) 54.2373 60 48.2759 49.1525 46.6667 51.7241
Ratio Avg Win / Avg Loss 0.3351 1.7963 0.2809 1.0283 0.5039 1.2293
Largest Winning Trade 81796 81040 81796 18254184 5093229 18254184
Largest Losing Trade -1382130 -30412 -1382130 -10640075 -9543973 -10640075
Avg Bars in Trades 75 20 131 75 20 131
Avg Bars in Winners 70 16 138 69 21 114
Avg Bars in Losers 81 27 125 81 20 150
Bars Traded 4448 629 3818 4448 629 3818
Profit Streak 0 0 0 99.7931 99.7931 114.7931
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -759728 -79036 -581503 -757982 -581283 320708
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4783,
    "evaluation_days": 2391.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1559865600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760079720057,
    "expiration_time": 1766253168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "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": [
        [
            -1231105.466298045,
            192102.9978261591,
            -1423208.464124204,
            -304462.2087163688,
            -10564972.43399444,
            10260510.225278081
        ],
        [
            -1231.105466,
            192.102998,
            -1423.208464,
            -304.462209,
            -10564.972434,
            10260.510225
        ],
        [
            -0.514784,
            0.080327,
            -0.595111,
            0,
            0,
            0.194233
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -1612342,
            -41883,
            -1666602,
            -40010731,
            -17071486,
            -24321254
        ],
        [
            0.397185,
            2.694453,
            0.262161,
            0.99406,
            0.440924,
            1.317086
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            32,
            18,
            14,
            29,
            14,
            15
        ],
        [
            27,
            12,
            15,
            30,
            16,
            14
        ],
        [
            54.237288,
            60,
            48.275862,
            49.152542,
            46.666667,
            51.724138
        ],
        [
            0.335125,
            1.796302,
            0.280887,
            1.028338,
            0.503913,
            1.22928
        ],
        [
            81796,
            81040,
            81796,
            18254184,
            5093229,
            18254184
        ],
        [
            -1382130,
            -30412,
            -1382130,
            -10640075,
            -9543973,
            -10640075
        ],
        [
            75,
            20,
            131,
            75,
            20,
            131
        ],
        [
            70,
            16,
            138,
            69,
            21,
            114
        ],
        [
            81,
            27,
            125,
            81,
            20,
            150
        ],
        [
            4448,
            629,
            3818,
            4448,
            629,
            3818
        ],
        [
            0,
            0,
            0,
            99.793056,
            99.793056,
            114.793056
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -759728,
            -79036,
            -581503,
            -757982,
            -581283,
            320708
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4783,
    "evaluation_days": 2391.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1559865600000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760079720057,
    "expiration_time": 1766253168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 142,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 149,
            "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)