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Trade: CELR/USDT/720/BBL/VWAP/2231

Strategy
CELR/USDT/720/BBL/VWAP/2231
Pair
CELR_USDT
Interval
12h
Score
665673
Daily Profit
0.567037
Profit Factor
2.964469
Profitability
52.252252
Streak
17.090505
Best Strategy
Training Data Length
2380.000000
Evaluation Time
2025-09-28 17:10
Expiration Time
2025-12-08 23:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1349549.2311 1329740.8711 19808.3601 -37938.5589 -72469.1477 34530.5888
Total P&L (%) 1349.5492 1329.7409 19.8084 -37.9386 -72.4691 34.5306
Avg Daily Profit (%) 0.567 0.5587 0.0083 -0.02 -0.0542 0.0125
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142282 -139443 -72280 -276110 -321162 -98874
Profit Factor 2.9645 3.6262 1.1097 0.9515 0.882 1.2056
Total Trades 111 55 56 111 55 56
Winning Trades 58 29 29 58 29 29
Losing Trades 53 26 27 53 26 27
Profitability (%) 52.2523 52.7273 51.7857 52.2523 52.7273 51.7857
Ratio Avg Win / Avg Loss 2.7089 3.251 1.0331 0.8695 0.7907 1.1225
Largest Winning Trade 1239812 1239812 21736 118651 118651 35229
Largest Losing Trade -90341 -90341 -35201 -135348 -135348 -98874
Avg Bars in Trades 41 78 4 41 78 4
Avg Bars in Winners 31 58 5 31 58 5
Avg Bars in Losers 51 100 3 51 100 3
Bars Traded 4564 4315 249 4564 4315 249
Profit Streak 17.0905 59.5905 17.0905 17.0905 59.5905 17.0905
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 665673 -160833 -467604 -579123 -759502 -358364
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4760,
    "evaluation_days": 2380,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1556798400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759068619636,
    "expiration_time": 1765229760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 78,
            "offset": 0,
            "std": 1.8316
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 77
        }
    }
}
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": [
        [
            1349549.2311400725,
            1329740.8710549425,
            19808.3600851303,
            -37938.5589189941,
            -72469.1476911913,
            34530.5887721972
        ],
        [
            1349.549231,
            1329.740871,
            19.80836,
            -37.938559,
            -72.469148,
            34.530589
        ],
        [
            0.567037,
            0.558715,
            0.008323,
            -0.020042,
            -0.054181,
            0.012464
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142282,
            -139443,
            -72280,
            -276110,
            -321162,
            -98874
        ],
        [
            2.964469,
            3.62617,
            1.109658,
            0.951476,
            0.88196,
            1.205649
        ],
        [
            111,
            55,
            56,
            111,
            55,
            56
        ],
        [
            58,
            29,
            29,
            58,
            29,
            29
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            52.252252,
            52.727273,
            51.785714,
            52.252252,
            52.727273,
            51.785714
        ],
        [
            2.708911,
            3.251049,
            1.03313,
            0.869452,
            0.790723,
            1.122501
        ],
        [
            1239812,
            1239812,
            21736,
            118651,
            118651,
            35229
        ],
        [
            -90341,
            -90341,
            -35201,
            -135348,
            -135348,
            -98874
        ],
        [
            41,
            78,
            4,
            41,
            78,
            4
        ],
        [
            31,
            58,
            5,
            31,
            58,
            5
        ],
        [
            51,
            100,
            3,
            51,
            100,
            3
        ],
        [
            4564,
            4315,
            249,
            4564,
            4315,
            249
        ],
        [
            17.090505,
            59.590505,
            17.090505,
            17.090505,
            59.590505,
            17.090505
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            665673,
            -160833,
            -467604,
            -579123,
            -759502,
            -358364
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4760,
    "evaluation_days": 2380,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1556798400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759068619636,
    "expiration_time": 1765229760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 78,
            "offset": 0,
            "std": 1.8316
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 77
        }
    }
}

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)