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Trade: CELR/USDT/720/SWMA/MIDPRICE/2259

Strategy
CELR/USDT/720/SWMA/MIDPRICE/2259
Pair
CELR_USDT
Interval
12h
Score
355022
Daily Profit
0.199391
Profit Factor
1.836645
Profitability
45.238095
Streak
135.888846
Best Strategy
Training Data Length
2376.000000
Evaluation Time
2025-09-27 00:19
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 282326.7813 473753.6754 -191426.8941 -99348.6302 -25581.3726 -73767.2575
Total P&L (%) 282.3268 473.7537 -191.4269 -99.3486 -25.5814 -73.7673
Avg Daily Profit (%) 0.1188 0.1994 -0.0806 -0.2116 -0.0124 -0.0563
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -343740 -189424 -267627 -201147 -143503 -108616
Profit Factor 1.2733 1.8366 0.59 0.7679 0.9113 0.4712
Total Trades 85 42 43 85 42 43
Winning Trades 37 19 18 37 19 18
Losing Trades 48 23 25 48 23 25
Profitability (%) 43.5294 45.2381 41.8605 43.5294 45.2381 41.8605
Ratio Avg Win / Avg Loss 1.6518 2.2233 0.8195 0.9962 1.1032 0.6545
Largest Winning Trade 371115 371115 53181 111609 111609 15451
Largest Losing Trade -84144 -84144 -66223 -112964 -112964 -50706
Avg Bars in Trades 52 82 24 52 82 24
Avg Bars in Winners 56 78 33 56 78 33
Avg Bars in Losers 50 84 17 50 84 17
Bars Traded 4495 3448 1047 4495 3448 1047
Profit Streak 135.8888 135.8888 136.3888 135.8888 135.8888 136.3888
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -34280 355022 -582654 -581716 -580350 -582654

Evaluation Data

{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4752,
    "evaluation_days": 2376,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1557878400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758921596275,
    "expiration_time": 1764873792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 103,
            "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": [
        [
            282326.7813367871,
            473753.6754464594,
            -191426.8941096723,
            -99348.63015489,
            -25581.3726257541,
            -73767.2575291359
        ],
        [
            282.326781,
            473.753675,
            -191.426894,
            -99.34863,
            -25.581373,
            -73.767258
        ],
        [
            0.118824,
            0.199391,
            -0.080567,
            -0.211638,
            -0.012435,
            -0.056304
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -343740,
            -189424,
            -267627,
            -201147,
            -143503,
            -108616
        ],
        [
            1.273265,
            1.836645,
            0.59001,
            0.767878,
            0.911327,
            0.471242
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            48,
            23,
            25,
            48,
            23,
            25
        ],
        [
            43.529412,
            45.238095,
            41.860465,
            43.529412,
            45.238095,
            41.860465
        ],
        [
            1.651803,
            2.223307,
            0.819458,
            0.996166,
            1.103185,
            0.654503
        ],
        [
            371115,
            371115,
            53181,
            111609,
            111609,
            15451
        ],
        [
            -84144,
            -84144,
            -66223,
            -112964,
            -112964,
            -50706
        ],
        [
            52,
            82,
            24,
            52,
            82,
            24
        ],
        [
            56,
            78,
            33,
            56,
            78,
            33
        ],
        [
            50,
            84,
            17,
            50,
            84,
            17
        ],
        [
            4495,
            3448,
            1047,
            4495,
            3448,
            1047
        ],
        [
            135.888846,
            135.888846,
            136.388846,
            135.888846,
            135.888846,
            136.388846
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -34280,
            355022,
            -582654,
            -581716,
            -580350,
            -582654
        ]
    ]
}
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": 1557878400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758921596275,
    "expiration_time": 1764873792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 75,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 103,
            "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)