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Trade: CELR/USDT/720/DCU/VWAP/7745

Strategy
CELR/USDT/720/DCU/VWAP/7745
Pair
CELR_USDT
Interval
12h
Score
528628
Daily Profit
0.441310
Profit Factor
4.973521
Profitability
41.025641
Streak
0.000000
Best Strategy
Training Data Length
2385.000000
Evaluation Time
2025-10-03 21:57
Expiration Time
2025-12-14 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1215713.1518 1052524.5619 163188.5899 2089630.112 765952.1112 1323678.0008
Total P&L (%) 1215.7132 1052.5246 163.1886 2089.6301 765.9521 1323.678
Avg Daily Profit (%) 0.5097 0.4413 0.0684 0.1295 0.0906 0.1114
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89689 -77385 -67942 -2461128 -2521107 -2156600
Profit Factor 3.148 4.9735 1.542 1.234 1.1764 1.2886
Total Trades 77 39 38 77 39 38
Winning Trades 31 16 15 31 16 15
Losing Trades 46 23 23 46 23 23
Profitability (%) 40.2597 41.0256 39.4737 40.2597 41.0256 39.4737
Ratio Avg Win / Avg Loss 4.6713 7.1494 2.3644 1.8312 1.6911 1.9759
Largest Winning Trade 872686 872686 70520 1462525 1462525 1074507
Largest Losing Trade -44355 -40657 -44355 -1580724 -1493150 -1580724
Avg Bars in Trades 58 27 90 58 27 90
Avg Bars in Winners 127 54 205 127 54 205
Avg Bars in Losers 12 9 15 12 9 15
Bars Traded 4508 1077 3431 4508 1077 3431
Profit Streak 0 0 134.2896 0 0 134.2896
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -33364 528628 -102413 -69011 -100233 -46218
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4770,
    "evaluation_days": 2385,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1557662400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759517824558,
    "expiration_time": 1765674720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 48,
            "offset": 50
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            1215713.1518300914,
            1052524.5618908156,
            163188.5899392757,
            2089630.1119868974,
            765952.1112194469,
            1323678.0007674496
        ],
        [
            1215.713152,
            1052.524562,
            163.18859,
            2089.630112,
            765.952111,
            1323.678001
        ],
        [
            0.509733,
            0.44131,
            0.068423,
            0.129489,
            0.090551,
            0.111418
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89689,
            -77385,
            -67942,
            -2461128,
            -2521107,
            -2156600
        ],
        [
            3.148048,
            4.973521,
            1.542016,
            1.234045,
            1.17639,
            1.288637
        ],
        [
            77,
            39,
            38,
            77,
            39,
            38
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            46,
            23,
            23,
            46,
            23,
            23
        ],
        [
            40.25974,
            41.025641,
            39.473684,
            40.25974,
            41.025641,
            39.473684
        ],
        [
            4.671297,
            7.149436,
            2.364424,
            1.831163,
            1.691061,
            1.975911
        ],
        [
            872686,
            872686,
            70520,
            1462525,
            1462525,
            1074507
        ],
        [
            -44355,
            -40657,
            -44355,
            -1580724,
            -1493150,
            -1580724
        ],
        [
            58,
            27,
            90,
            58,
            27,
            90
        ],
        [
            127,
            54,
            205,
            127,
            54,
            205
        ],
        [
            12,
            9,
            15,
            12,
            9,
            15
        ],
        [
            4508,
            1077,
            3431,
            4508,
            1077,
            3431
        ],
        [
            0,
            0,
            134.289636,
            0,
            0,
            134.289636
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -33364,
            528628,
            -102413,
            -69011,
            -100233,
            -46218
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4770,
    "evaluation_days": 2385,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1557662400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759517824558,
    "expiration_time": 1765674720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 48,
            "offset": 50
        }
    },
    "second_band": {
        "type": "vwap",
        "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)