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Trade: CELR/USDT/720/HWMA/MIDPOINT/5242

Strategy
CELR/USDT/720/HWMA/MIDPOINT/5242
Pair
CELR_USDT
Interval
12h
Score
452897
Daily Profit
0.257084
Profit Factor
1.306416
Profitability
55.163043
Streak
20.381679
Best Strategy
Training Data Length
2376.000000
Evaluation Time
2025-09-27 12:09
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 610831.2277 563856.6137 46974.6141 52374.7464 377596.2203 -325221.4739
Total P&L (%) 610.8312 563.8566 46.9746 52.3747 377.5962 -325.2215
Avg Daily Profit (%) 0.2571 0.2373 0.0198 0.0177 0.0658 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -186470 -145687 -226588 -631793 -394754 -512343
Profit Factor 1.3064 1.6362 1.0424 1.0161 1.2674 0.8224
Total Trades 368 184 184 368 184 184
Winning Trades 203 99 104 203 99 104
Losing Trades 165 85 80 165 85 80
Profitability (%) 55.163 53.8043 56.5217 55.163 53.8043 56.5217
Ratio Avg Win / Avg Loss 1.0619 1.4048 0.8019 0.8259 1.0882 0.6327
Largest Winning Trade 81179 81179 63686 194272 194272 163237
Largest Losing Trade -63301 -43326 -63301 -232367 -139782 -232367
Avg Bars in Trades 12 12 12 12 12 12
Avg Bars in Winners 12 12 12 12 12 12
Avg Bars in Losers 12 12 12 12 12 12
Bars Traded 4662 2331 2331 4662 2331 2331
Profit Streak 20.3817 26.3817 20.3817 20.3817 26.3817 20.3817
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 452897 434317 -341488 -370845 -103427 -578692
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4752,
    "evaluation_days": 2376,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1556496000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758964177094,
    "expiration_time": 1764873792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.98328
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 71,
            "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": [
        [
            610831.2277089792,
            563856.6136502034,
            46974.6140587756,
            52374.7464208382,
            377596.2203038053,
            -325221.4738829666
        ],
        [
            610.831228,
            563.856614,
            46.974614,
            52.374746,
            377.59622,
            -325.221474
        ],
        [
            0.257084,
            0.237313,
            0.01977,
            0.017728,
            0.06583,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -186470,
            -145687,
            -226588,
            -631793,
            -394754,
            -512343
        ],
        [
            1.306416,
            1.63622,
            1.042426,
            1.016146,
            1.267409,
            0.822446
        ],
        [
            368,
            184,
            184,
            368,
            184,
            184
        ],
        [
            203,
            99,
            104,
            203,
            99,
            104
        ],
        [
            165,
            85,
            80,
            165,
            85,
            80
        ],
        [
            55.163043,
            53.804348,
            56.521739,
            55.163043,
            53.804348,
            56.521739
        ],
        [
            1.061865,
            1.404835,
            0.801866,
            0.825932,
            1.088179,
            0.632651
        ],
        [
            81179,
            81179,
            63686,
            194272,
            194272,
            163237
        ],
        [
            -63301,
            -43326,
            -63301,
            -232367,
            -139782,
            -232367
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            12,
            12,
            12,
            12,
            12,
            12
        ],
        [
            4662,
            2331,
            2331,
            4662,
            2331,
            2331
        ],
        [
            20.381679,
            26.381679,
            20.381679,
            20.381679,
            26.381679,
            20.381679
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452897,
            434317,
            -341488,
            -370845,
            -103427,
            -578692
        ]
    ]
}
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": 1556496000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758964177094,
    "expiration_time": 1764873792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.98328
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 71,
            "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)