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Trade: CELR/USDT/120/VWAP/HMA/4415

Strategy
CELR/USDT/120/VWAP/HMA/4415
Pair
CELR_USDT
Interval
2h
Score
408602
Daily Profit
0.566371
Profit Factor
3.222200
Profitability
35.200000
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 10:08
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1186356.751 1179467.8841 6888.8669 267665.2483 3118252.3262 -2850587.0779
Total P&L (%) 1186.3568 1179.4679 6.8889 267.6652 3118.2523 -2850.5871
Avg Daily Profit (%) 0.5697 0.5664 0.0033 0.0625 0.1668 0
Buy And Hold Return (%) 122.7692 122.7692 122.7692 122.7692 122.7692 122.7692
Max Trade Drawdown -229549 -137891 -157050 -5184394 -3115079 -3884962
Profit Factor 2.0083 3.2222 1.0107 1.0105 1.2847 0.8053
Total Trades 249 125 124 249 125 124
Winning Trades 91 44 47 91 44 47
Losing Trades 158 81 77 158 81 77
Profitability (%) 36.5462 35.2 37.9032 36.5462 35.2 37.9032
Ratio Avg Win / Avg Loss 3.487 5.9318 1.6558 1.7544 2.365 1.3193
Largest Winning Trade 708084 708084 62499 4864995 4864995 1440402
Largest Losing Trade -50732 -30364 -50732 -1531256 -646478 -1531256
Avg Bars in Trades 99 94 103 99 94 103
Avg Bars in Winners 201 202 200 201 202 200
Avg Bars in Losers 40 36 44 40 36 44
Bars Traded 24687 11850 12837 24687 11850 12837
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 399040 408602 -566785 -326946 103598 -584040
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580500800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758956908021,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 246
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 45,
            "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": [
        [
            1186356.75098391,
            1179467.8841302162,
            6888.8668536933,
            267665.2482843343,
            3118252.3262208807,
            -2850587.077936545
        ],
        [
            1186.356751,
            1179.467884,
            6.888867,
            267.665248,
            3118.252326,
            -2850.587078
        ],
        [
            0.569679,
            0.566371,
            0.003308,
            0.062541,
            0.166834,
            0
        ],
        [
            122.769231,
            122.769231,
            122.769231,
            122.769231,
            122.769231,
            122.769231
        ],
        [
            -229549,
            -137891,
            -157050,
            -5184394,
            -3115079,
            -3884962
        ],
        [
            2.008307,
            3.2222,
            1.010667,
            1.010459,
            1.284684,
            0.805267
        ],
        [
            249,
            125,
            124,
            249,
            125,
            124
        ],
        [
            91,
            44,
            47,
            91,
            44,
            47
        ],
        [
            158,
            81,
            77,
            158,
            81,
            77
        ],
        [
            36.546185,
            35.2,
            37.903226,
            36.546185,
            35.2,
            37.903226
        ],
        [
            3.486951,
            5.931778,
            1.655773,
            1.754423,
            2.364986,
            1.319267
        ],
        [
            708084,
            708084,
            62499,
            4864995,
            4864995,
            1440402
        ],
        [
            -50732,
            -30364,
            -50732,
            -1531256,
            -646478,
            -1531256
        ],
        [
            99,
            94,
            103,
            99,
            94,
            103
        ],
        [
            201,
            202,
            200,
            201,
            202,
            200
        ],
        [
            40,
            36,
            44,
            40,
            36,
            44
        ],
        [
            24687,
            11850,
            12837,
            24687,
            11850,
            12837
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            399040,
            408602,
            -566785,
            -326946,
            103598,
            -584040
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580500800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758956908021,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 246
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 45,
            "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)