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Trade: CELR/USDT/720/SINWMA/VWMA/9086

Strategy
CELR/USDT/720/SINWMA/VWMA/9086
Pair
CELR_USDT
Interval
12h
Score
345897
Daily Profit
0.406761
Profit Factor
1.776089
Profitability
39.860140
Streak
0.000000
Best Strategy
Training Data Length
2383.500000
Evaluation Time
2025-10-02 04:55
Expiration Time
2025-12-12 14:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 969515.0559 1080882.2592 -111367.2033 -91154.6862 471707.3599 -562862.0461
Total P&L (%) 969.5151 1080.8823 -111.3672 -91.1547 471.7074 -562.862
Avg Daily Profit (%) 0.4068 0.4535 -0.0467 -0.1017 0.0732 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -216146 -156316 -210334 -1298276 -741640 -688446
Profit Factor 1.7761 2.5616 0.8001 0.9561 1.3932 0.3595
Total Trades 143 72 71 143 72 71
Winning Trades 57 24 33 57 24 33
Losing Trades 86 48 38 86 48 38
Profitability (%) 39.8601 33.3333 46.4789 39.8601 33.3333 46.4789
Ratio Avg Win / Avg Loss 2.6797 5.1232 0.9213 1.4426 2.7865 0.4139
Largest Winning Trade 983407 983407 64639 1186473 1186473 96610
Largest Losing Trade -59292 -59292 -56692 -513567 -513567 -418619
Avg Bars in Trades 32 34 30 32 34 30
Avg Bars in Winners 51 62 42 51 62 42
Avg Bars in Losers 20 20 19 20 20 19
Bars Traded 4644 2499 2145 4644 2499 2145
Profit Streak 0 0 22.0803 0 0 22.0803
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 345897 -70851 -668556 -582676 -179415 -668556
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4767,
    "evaluation_days": 2383.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1555243200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759370137989,
    "expiration_time": 1765541232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "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": [
        [
            969515.055911215,
            1080882.259181966,
            -111367.2032707514,
            -91154.6862276662,
            471707.3598948367,
            -562862.0461225036
        ],
        [
            969.515056,
            1080.882259,
            -111.367203,
            -91.154686,
            471.70736,
            -562.862046
        ],
        [
            0.406761,
            0.453485,
            -0.046724,
            -0.101701,
            0.073174,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -216146,
            -156316,
            -210334,
            -1298276,
            -741640,
            -688446
        ],
        [
            1.776089,
            2.561584,
            0.800081,
            0.956139,
            1.393244,
            0.359479
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            57,
            24,
            33,
            57,
            24,
            33
        ],
        [
            86,
            48,
            38,
            86,
            48,
            38
        ],
        [
            39.86014,
            33.333333,
            46.478873,
            39.86014,
            33.333333,
            46.478873
        ],
        [
            2.679713,
            5.123168,
            0.921305,
            1.442596,
            2.786488,
            0.413946
        ],
        [
            983407,
            983407,
            64639,
            1186473,
            1186473,
            96610
        ],
        [
            -59292,
            -59292,
            -56692,
            -513567,
            -513567,
            -418619
        ],
        [
            32,
            34,
            30,
            32,
            34,
            30
        ],
        [
            51,
            62,
            42,
            51,
            62,
            42
        ],
        [
            20,
            20,
            19,
            20,
            20,
            19
        ],
        [
            4644,
            2499,
            2145,
            4644,
            2499,
            2145
        ],
        [
            0,
            0,
            22.080301,
            0,
            0,
            22.080301
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            345897,
            -70851,
            -668556,
            -582676,
            -179415,
            -668556
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4767,
    "evaluation_days": 2383.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1555243200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759370137989,
    "expiration_time": 1765541232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 42,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 26,
            "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)