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Trade: CELR/USDT/720/SSF/HILO/5018

Strategy
CELR/USDT/720/SSF/HILO/5018
Pair
CELR_USDT
Interval
12h
Score
559206
Daily Profit
0.429231
Profit Factor
4.110870
Profitability
43.243243
Streak
26.700529
Best Strategy
Training Data Length
2376.000000
Evaluation Time
2025-09-27 19:48
Expiration Time
2025-12-04 20:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1126008.2653 1019852.3663 106155.8991 527727.8421 343381.0502 184346.7918
Total P&L (%) 1126.0083 1019.8524 106.1559 527.7278 343.3811 184.3468
Avg Daily Profit (%) 0.4739 0.4292 0.0447 0.0773 0.0627 0.044
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -136343 -72903 -102104 -4375387 -2771184 -3448157
Profit Factor 2.5529 4.1109 1.2672 1.0448 1.0587 1.031
Total Trades 74 37 37 74 37 37
Winning Trades 34 16 18 34 16 18
Losing Trades 40 21 19 40 21 19
Profitability (%) 45.9459 43.2432 48.6486 45.9459 43.2432 48.6486
Ratio Avg Win / Avg Loss 3.0034 5.3955 1.3376 1.2292 1.3896 1.0883
Largest Winning Trade 632729 632729 70709 2411171 2411171 1226037
Largest Losing Trade -64476 -38659 -64476 -2559668 -1895672 -2559668
Avg Bars in Trades 62 51 73 62 51 73
Avg Bars in Winners 95 86 103 95 86 103
Avg Bars in Losers 34 24 44 34 24 44
Bars Traded 4614 1897 2717 4614 1897 2717
Profit Streak 12.7005 26.7005 12.7005 12.7005 26.7005 12.7005
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -53600 559206 -133259 -329378 -266717 -320440
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4752,
    "evaluation_days": 2376,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1554379200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758991725730,
    "expiration_time": 1764873792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            1126008.2653294671,
            1019852.3662692097,
            106155.899060257,
            527727.8420529233,
            343381.0502284566,
            184346.7918244652
        ],
        [
            1126.008265,
            1019.852366,
            106.155899,
            527.727842,
            343.38105,
            184.346792
        ],
        [
            0.473909,
            0.429231,
            0.044678,
            0.077342,
            0.062699,
            0.043992
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -136343,
            -72903,
            -102104,
            -4375387,
            -2771184,
            -3448157
        ],
        [
            2.552905,
            4.11087,
            1.267218,
            1.044784,
            1.058749,
            1.03104
        ],
        [
            74,
            37,
            37,
            74,
            37,
            37
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            40,
            21,
            19,
            40,
            21,
            19
        ],
        [
            45.945946,
            43.243243,
            48.648649,
            45.945946,
            43.243243,
            48.648649
        ],
        [
            3.003418,
            5.395516,
            1.337619,
            1.229158,
            1.389608,
            1.08832
        ],
        [
            632729,
            632729,
            70709,
            2411171,
            2411171,
            1226037
        ],
        [
            -64476,
            -38659,
            -64476,
            -2559668,
            -1895672,
            -2559668
        ],
        [
            62,
            51,
            73,
            62,
            51,
            73
        ],
        [
            95,
            86,
            103,
            95,
            86,
            103
        ],
        [
            34,
            24,
            44,
            34,
            24,
            44
        ],
        [
            4614,
            1897,
            2717,
            4614,
            1897,
            2717
        ],
        [
            12.700529,
            26.700529,
            12.700529,
            12.700529,
            26.700529,
            12.700529
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -53600,
            559206,
            -133259,
            -329378,
            -266717,
            -320440
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4752,
    "evaluation_days": 2376,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1554379200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758991725730,
    "expiration_time": 1764873792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 170,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "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)