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Trade: CELR/USDT/720/WMA/MIDPOINT/1557

Strategy
CELR/USDT/720/WMA/MIDPOINT/1557
Pair
CELR_USDT
Interval
12h
Score
496288
Daily Profit
0.389475
Profit Factor
3.600536
Profitability
43.333333
Streak
0.000000
Best Strategy
Training Data Length
2376.000000
Evaluation Time
2025-09-27 00:19
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 997840.1483 925391.6946 72448.4537 314178.4091 577184.5954 -263006.1863
Total P&L (%) 997.8401 925.3917 72.4485 314.1784 577.1846 -263.0062
Avg Daily Profit (%) 0.42 0.3895 0.0305 0.0598 0.0805 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135920 -88111 -70317 -1913486 -1476706 -1058474
Profit Factor 2.568 3.6005 1.2583 1.0442 1.1465 0.9169
Total Trades 60 30 30 60 30 30
Winning Trades 25 13 12 25 13 12
Losing Trades 35 17 18 35 17 18
Profitability (%) 41.6667 43.3333 40 41.6667 43.3333 40
Ratio Avg Win / Avg Loss 3.5953 4.7084 1.8874 1.4619 1.4993 1.3754
Largest Winning Trade 761736 761736 62631 1241680 1241680 774501
Largest Losing Trade -46040 -39905 -46040 -684005 -684005 -605714
Avg Bars in Trades 75 72 78 75 72 78
Avg Bars in Winners 129 114 145 129 114 145
Avg Bars in Losers 36 39 34 36 39 34
Bars Traded 4519 2164 2355 4519 2164 2355
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -162204 496288 -155146 -461945 -147036 -583047
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4752,
    "evaluation_days": 2376,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1559433600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758921598505,
    "expiration_time": 1764873792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 46,
            "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": [
        [
            997840.14830195,
            925391.6945576742,
            72448.4537442754,
            314178.4090995569,
            577184.595397043,
            -263006.1862974858
        ],
        [
            997.840148,
            925.391695,
            72.448454,
            314.178409,
            577.184595,
            -263.006186
        ],
        [
            0.419966,
            0.389475,
            0.030492,
            0.05983,
            0.080536,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135920,
            -88111,
            -70317,
            -1913486,
            -1476706,
            -1058474
        ],
        [
            2.568047,
            3.600536,
            1.258272,
            1.044212,
            1.14649,
            0.91693
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            25,
            13,
            12,
            25,
            13,
            12
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            41.666667,
            43.333333,
            40,
            41.666667,
            43.333333,
            40
        ],
        [
            3.595265,
            4.708394,
            1.887408,
            1.461897,
            1.499256,
            1.375395
        ],
        [
            761736,
            761736,
            62631,
            1241680,
            1241680,
            774501
        ],
        [
            -46040,
            -39905,
            -46040,
            -684005,
            -684005,
            -605714
        ],
        [
            75,
            72,
            78,
            75,
            72,
            78
        ],
        [
            129,
            114,
            145,
            129,
            114,
            145
        ],
        [
            36,
            39,
            34,
            36,
            39,
            34
        ],
        [
            4519,
            2164,
            2355,
            4519,
            2164,
            2355
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -162204,
            496288,
            -155146,
            -461945,
            -147036,
            -583047
        ]
    ]
}
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": 1559433600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758921598505,
    "expiration_time": 1764873792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 46,
            "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)