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Trade: CELR/USDT/720/VWAP/SINWMA/7118

Strategy
CELR/USDT/720/VWAP/SINWMA/7118
Pair
CELR_USDT
Interval
12h
Score
477062
Daily Profit
0.275782
Profit Factor
1.733968
Profitability
54.497354
Streak
30.580791
Best Strategy
Training Data Length
2376.000000
Evaluation Time
2025-09-25 16:56
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 655258.6196 545155.3969 110103.2227 244568.6299 150319.6674 94248.9625
Total P&L (%) 655.2586 545.1554 110.1032 244.5686 150.3197 94.249
Avg Daily Profit (%) 0.2758 0.2294 0.0463 0.0521 0.0386 0.0279
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122747 -77123 -106525 -647051 -610730 -371595
Profit Factor 1.734 2.4203 1.2163 1.0788 1.1018 1.058
Total Trades 189 94 95 189 94 95
Winning Trades 103 44 59 103 44 59
Losing Trades 86 50 36 86 50 36
Profitability (%) 54.4974 46.8085 62.1053 54.4974 46.8085 62.1053
Ratio Avg Win / Avg Loss 1.4478 2.7504 0.7422 0.9008 1.252 0.6456
Largest Winning Trade 182954 182954 41002 406729 406729 162805
Largest Losing Trade -79897 -52711 -79897 -492561 -492561 -321664
Avg Bars in Trades 23 24 22 23 24 22
Avg Bars in Winners 28 34 24 28 34 24
Avg Bars in Losers 17 14 20 17 14 20
Bars Traded 4433 2259 2174 4433 2259 2174
Profit Streak 30.5808 0 40.5808 30.5808 0 40.5808
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 477062 418829 -130579 -256442 -251145 -311402

Evaluation Data

{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4752,
    "evaluation_days": 2376,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1564012800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758808580344,
    "expiration_time": 1764873792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 155
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 245,
            "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": [
        [
            655258.6195799642,
            545155.396879896,
            110103.2227000682,
            244568.6299119808,
            150319.6673847168,
            94248.9625272635
        ],
        [
            655.25862,
            545.155397,
            110.103223,
            244.56863,
            150.319667,
            94.248963
        ],
        [
            0.275782,
            0.229443,
            0.04634,
            0.052081,
            0.038626,
            0.027949
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122747,
            -77123,
            -106525,
            -647051,
            -610730,
            -371595
        ],
        [
            1.733968,
            2.420314,
            1.216341,
            1.078842,
            1.101776,
            1.057999
        ],
        [
            189,
            94,
            95,
            189,
            94,
            95
        ],
        [
            103,
            44,
            59,
            103,
            44,
            59
        ],
        [
            86,
            50,
            36,
            86,
            50,
            36
        ],
        [
            54.497354,
            46.808511,
            62.105263,
            54.497354,
            46.808511,
            62.105263
        ],
        [
            1.447779,
            2.750356,
            0.742174,
            0.900781,
            1.252018,
            0.645558
        ],
        [
            182954,
            182954,
            41002,
            406729,
            406729,
            162805
        ],
        [
            -79897,
            -52711,
            -79897,
            -492561,
            -492561,
            -321664
        ],
        [
            23,
            24,
            22,
            23,
            24,
            22
        ],
        [
            28,
            34,
            24,
            28,
            34,
            24
        ],
        [
            17,
            14,
            20,
            17,
            14,
            20
        ],
        [
            4433,
            2259,
            2174,
            4433,
            2259,
            2174
        ],
        [
            30.580791,
            0,
            40.580791,
            30.580791,
            0,
            40.580791
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            477062,
            418829,
            -130579,
            -256442,
            -251145,
            -311402
        ]
    ]
}
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": 1564012800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758808580344,
    "expiration_time": 1764873792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 155
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 245,
            "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)