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Trade: CELR/USDT/720/LINREG/VWAP/2135

Strategy
CELR/USDT/720/LINREG/VWAP/2135
Pair
CELR_USDT
Interval
12h
Score
303104
Daily Profit
0.747597
Profit Factor
3.196548
Profitability
29.323308
Streak
0.000000
Best Strategy
Training Data Length
2385.500000
Evaluation Time
2025-10-04 16:04
Expiration Time
2025-12-14 15:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1783392.6587 1602822.0724 180570.5863 5752103.3088 3071297.0318 2680806.2771
Total P&L (%) 1783.3927 1602.8221 180.5706 5752.1033 3071.297 2680.8063
Avg Daily Profit (%) 0.7476 0.6719 0.0757 0.1707 0.145 0.1395
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162971 -102748 -77217 -53789727 -33084888 -29145712
Profit Factor 3.1965 4.3347 1.5451 1.0369 1.0318 1.0451
Total Trades 133 66 67 133 66 67
Winning Trades 39 18 21 39 18 21
Losing Trades 94 48 46 94 48 46
Profitability (%) 29.3233 27.2727 31.3433 29.3233 27.2727 31.3433
Ratio Avg Win / Avg Loss 7.7045 11.5593 3.3845 2.4991 2.7514 2.2892
Largest Winning Trade 980493 980493 65849 30763919 30763919 10163565
Largest Losing Trade -33581 -33581 -24355 -8540067 -8044715 -8540067
Avg Bars in Trades 34 39 29 34 39 29
Avg Bars in Winners 86 97 76 86 97 76
Avg Bars in Losers 12 17 7 12 17 7
Bars Traded 4558 2583 1975 4558 2583 1975
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 303104 -124877 -213122 -181493 -327741 -300154
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4771,
    "evaluation_days": 2385.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1562500800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759583051806,
    "expiration_time": 1765719216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "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": [
        [
            1783392.6586971534,
            1602822.0724019352,
            180570.5862952186,
            5752103.308848228,
            3071297.031773968,
            2680806.2770742737
        ],
        [
            1783.392659,
            1602.822072,
            180.570586,
            5752.103309,
            3071.297032,
            2680.806277
        ],
        [
            0.747597,
            0.671902,
            0.075695,
            0.170734,
            0.145011,
            0.139495
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162971,
            -102748,
            -77217,
            -53789727,
            -33084888,
            -29145712
        ],
        [
            3.196548,
            4.334731,
            1.545099,
            1.036857,
            1.031793,
            1.045085
        ],
        [
            133,
            66,
            67,
            133,
            66,
            67
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            94,
            48,
            46,
            94,
            48,
            46
        ],
        [
            29.323308,
            27.272727,
            31.343284,
            29.323308,
            27.272727,
            31.343284
        ],
        [
            7.7045,
            11.559283,
            3.384503,
            2.499092,
            2.751447,
            2.289235
        ],
        [
            980493,
            980493,
            65849,
            30763919,
            30763919,
            10163565
        ],
        [
            -33581,
            -33581,
            -24355,
            -8540067,
            -8044715,
            -8540067
        ],
        [
            34,
            39,
            29,
            34,
            39,
            29
        ],
        [
            86,
            97,
            76,
            86,
            97,
            76
        ],
        [
            12,
            17,
            7,
            12,
            17,
            7
        ],
        [
            4558,
            2583,
            1975,
            4558,
            2583,
            1975
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303104,
            -124877,
            -213122,
            -181493,
            -327741,
            -300154
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4771,
    "evaluation_days": 2385.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1562500800000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759583051806,
    "expiration_time": 1765719216000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "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)