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Trade: CELR/USDT/720/VWAP/ALMA/2187

Strategy
CELR/USDT/720/VWAP/ALMA/2187
Pair
CELR_USDT
Interval
12h
Score
654309
Daily Profit
0.444203
Profit Factor
7.113937
Profitability
48.717949
Streak
0.000000
Best Strategy
Training Data Length
2388.000000
Evaluation Time
2025-10-07 01:33
Expiration Time
2025-12-17 05:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1332209.6392 1060757.6802 271451.959 13439706.8477 3723893.5585 9715813.2892
Total P&L (%) 1332.2096 1060.7577 271.452 13439.7068 3723.8936 9715.8133
Avg Daily Profit (%) 0.5579 0.4442 0.1137 0.2057 0.1527 0.1923
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -53409 -46994 -36511 -3231510 -2125513 -2079078
Profit Factor 5.8795 7.1139 3.7275 2.2554 1.5535 3.4423
Total Trades 77 39 38 77 39 38
Winning Trades 43 19 24 43 19 24
Losing Trades 34 20 14 34 20 14
Profitability (%) 55.8442 48.7179 63.1579 55.8442 48.7179 63.1579
Ratio Avg Win / Avg Loss 4.6489 7.4884 2.1744 1.7833 1.6353 2.008
Largest Winning Trade 962707 962707 55089 3172576 2372329 3172576
Largest Losing Trade -26280 -26280 -23374 -1671388 -1671388 -1430346
Avg Bars in Trades 59 49 69 59 49 69
Avg Bars in Winners 78 78 78 78 78 78
Avg Bars in Losers 35 22 55 35 22 55
Bars Traded 4594 1935 2659 4594 1935 2659
Profit Streak 0 0 46.4402 0 0 46.4402
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -25705 654309 -31673 -32862 356395 621437
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4776,
    "evaluation_days": 2388,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1560600000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759790033049,
    "expiration_time": 1765941696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 165
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 31,
            "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": [
        [
            1332209.6392443147,
            1060757.6802443443,
            271451.9589999703,
            13439706.847665347,
            3723893.5584610193,
            9715813.289204327
        ],
        [
            1332.209639,
            1060.75768,
            271.451959,
            13439.706848,
            3723.893558,
            9715.813289
        ],
        [
            0.557877,
            0.444203,
            0.113673,
            0.205748,
            0.152707,
            0.192252
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -53409,
            -46994,
            -36511,
            -3231510,
            -2125513,
            -2079078
        ],
        [
            5.879504,
            7.113937,
            3.727524,
            2.255392,
            1.553534,
            3.442326
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            43,
            19,
            24,
            43,
            19,
            24
        ],
        [
            34,
            20,
            14,
            34,
            20,
            14
        ],
        [
            55.844156,
            48.717949,
            63.157895,
            55.844156,
            48.717949,
            63.157895
        ],
        [
            4.64891,
            7.488354,
            2.174389,
            1.783333,
            1.635299,
            2.008024
        ],
        [
            962707,
            962707,
            55089,
            3172576,
            2372329,
            3172576
        ],
        [
            -26280,
            -26280,
            -23374,
            -1671388,
            -1671388,
            -1430346
        ],
        [
            59,
            49,
            69,
            59,
            49,
            69
        ],
        [
            78,
            78,
            78,
            78,
            78,
            78
        ],
        [
            35,
            22,
            55,
            35,
            22,
            55
        ],
        [
            4594,
            1935,
            2659,
            4594,
            1935,
            2659
        ],
        [
            0,
            0,
            46.440197,
            0,
            0,
            46.440197
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -25705,
            654309,
            -31673,
            -32862,
            356395,
            621437
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4776,
    "evaluation_days": 2388,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1560600000000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759790033049,
    "expiration_time": 1765941696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 165
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 31,
            "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)