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Trade: CELR/USDT/720/VWAP/JMA/7233

Strategy
CELR/USDT/720/VWAP/JMA/7233
Pair
CELR_USDT
Interval
12h
Score
695585
Daily Profit
0.684831
Profit Factor
3.415473
Profitability
52.941176
Streak
0.000000
Best Strategy
Training Data Length
2382.000000
Evaluation Time
2025-10-01 02:18
Expiration Time
2025-12-11 01:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1631268.2623 1477944.884 153323.3783 812092.8161 1209618.7337 -397525.9177
Total P&L (%) 1631.2683 1477.9449 153.3234 812.0928 1209.6187 -397.5259
Avg Daily Profit (%) 0.6848 0.6205 0.0644 0.0928 0.108 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -162293 -104157 -85622 -6482416 -2517924 -4222678
Profit Factor 3.4155 5.3872 1.453 1.0768 1.2964 0.9387
Total Trades 85 43 42 85 43 42
Winning Trades 45 19 26 45 19 26
Losing Trades 40 24 16 40 24 16
Profitability (%) 52.9412 44.186 61.9048 52.9412 44.186 61.9048
Ratio Avg Win / Avg Loss 3.036 6.8049 0.8942 0.9572 1.6376 0.5777
Largest Winning Trade 1202328 1202328 62477 2561375 2561375 2148385
Largest Losing Trade -58988 -57082 -58988 -3370935 -2016066 -3370935
Avg Bars in Trades 54 46 61 54 46 61
Avg Bars in Winners 69 71 68 69 71 68
Avg Bars in Losers 36 27 50 36 27 50
Bars Traded 4596 2012 2584 4596 2012 2584
Profit Streak 0 0 19.9708 0 0 19.9708
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 695585 630010 -105489 -205649 -49362 -578635
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4764,
    "evaluation_days": 2382,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1557705600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759274281353,
    "expiration_time": 1765407744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 98
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 68,
            "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": [
        [
            1631268.2622792618,
            1477944.8840222075,
            153323.3782570543,
            812092.816062534,
            1209618.7337326994,
            -397525.9176701645
        ],
        [
            1631.268262,
            1477.944884,
            153.323378,
            812.092816,
            1209.618734,
            -397.525918
        ],
        [
            0.684831,
            0.620464,
            0.064367,
            0.092846,
            0.108048,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -162293,
            -104157,
            -85622,
            -6482416,
            -2517924,
            -4222678
        ],
        [
            3.415473,
            5.387229,
            1.452994,
            1.076846,
            1.296441,
            0.938722
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            45,
            19,
            26,
            45,
            19,
            26
        ],
        [
            40,
            24,
            16,
            40,
            24,
            16
        ],
        [
            52.941176,
            44.186047,
            61.904762,
            52.941176,
            44.186047,
            61.904762
        ],
        [
            3.035976,
            6.804921,
            0.89415,
            0.957197,
            1.63761,
            0.577675
        ],
        [
            1202328,
            1202328,
            62477,
            2561375,
            2561375,
            2148385
        ],
        [
            -58988,
            -57082,
            -58988,
            -3370935,
            -2016066,
            -3370935
        ],
        [
            54,
            46,
            61,
            54,
            46,
            61
        ],
        [
            69,
            71,
            68,
            69,
            71,
            68
        ],
        [
            36,
            27,
            50,
            36,
            27,
            50
        ],
        [
            4596,
            2012,
            2584,
            4596,
            2012,
            2584
        ],
        [
            0,
            0,
            19.970849,
            0,
            0,
            19.970849
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            695585,
            630010,
            -105489,
            -205649,
            -49362,
            -578635
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4764,
    "evaluation_days": 2382,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1557705600000,
    "last_datapoint_time": 1759233600000,
    "evaluation_time": 1759274281353,
    "expiration_time": 1765407744000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 98
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 68,
            "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)