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Trade: CELR/USDT/720/MIDPRICE/ZLMA/1445

Strategy
CELR/USDT/720/MIDPRICE/ZLMA/1445
Pair
CELR_USDT
Interval
12h
Score
533787
Daily Profit
0.396024
Profit Factor
2.038542
Profitability
56.643357
Streak
0.000000
Best Strategy
Training Data Length
2387.500000
Evaluation Time
2025-10-06 15:36
Expiration Time
2025-12-16 17:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 945506.2777 742347.8786 203158.3991 3131284.9577 4490094.1186 -1358809.161
Total P&L (%) 945.5063 742.3479 203.1584 3131.285 4490.0941 -1358.8092
Avg Daily Profit (%) 0.396 0.3109 0.0851 0.1457 0.1604 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -121433 -67302 -96839 -9813614 -2232773 -11061981
Profit Factor 2.0385 2.9131 1.3889 1.1033 1.4415 0.9325
Total Trades 143 72 71 143 72 71
Winning Trades 81 40 41 81 40 41
Losing Trades 62 32 30 62 32 30
Profitability (%) 56.6434 55.5556 57.7465 56.6434 55.5556 57.7465
Ratio Avg Win / Avg Loss 1.5604 2.3305 1.0163 0.8445 1.1532 0.6823
Largest Winning Trade 175893 175893 75714 2547259 2547259 2049249
Largest Losing Trade -68087 -51073 -68087 -8319551 -1817802 -8319551
Avg Bars in Trades 32 20 44 32 20 44
Avg Bars in Winners 37 20 53 37 20 53
Avg Bars in Losers 25 20 31 25 20 31
Bars Traded 4595 1457 3138 4595 1457 3138
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 533787 -63634 -164398 -105447 -69534 -666454
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4775,
    "evaluation_days": 2387.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1556625600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759754180691,
    "expiration_time": 1765897200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 74,
            "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": [
        [
            945506.2776708659,
            742347.8785614324,
            203158.3991094335,
            3131284.95765378,
            4490094.118604755,
            -1358809.1609509771
        ],
        [
            945.506278,
            742.347879,
            203.158399,
            3131.284958,
            4490.094119,
            -1358.809161
        ],
        [
            0.396024,
            0.310931,
            0.085093,
            0.145675,
            0.1604,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -121433,
            -67302,
            -96839,
            -9813614,
            -2232773,
            -11061981
        ],
        [
            2.038542,
            2.913149,
            1.3889,
            1.10333,
            1.441504,
            0.932511
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            62,
            32,
            30,
            62,
            32,
            30
        ],
        [
            56.643357,
            55.555556,
            57.746479,
            56.643357,
            55.555556,
            57.746479
        ],
        [
            1.560366,
            2.33052,
            1.016268,
            0.844524,
            1.153204,
            0.682325
        ],
        [
            175893,
            175893,
            75714,
            2547259,
            2547259,
            2049249
        ],
        [
            -68087,
            -51073,
            -68087,
            -8319551,
            -1817802,
            -8319551
        ],
        [
            32,
            20,
            44,
            32,
            20,
            44
        ],
        [
            37,
            20,
            53,
            37,
            20,
            53
        ],
        [
            25,
            20,
            31,
            25,
            20,
            31
        ],
        [
            4595,
            1457,
            3138,
            4595,
            1457,
            3138
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            533787,
            -63634,
            -164398,
            -105447,
            -69534,
            -666454
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4775,
    "evaluation_days": 2387.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1556625600000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759754180691,
    "expiration_time": 1765897200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 46,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 74,
            "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)