← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: CELR/USDT/720/VWAP/T3/8142

Strategy
CELR/USDT/720/VWAP/T3/8142
Pair
CELR_USDT
Interval
12h
Score
397675
Daily Profit
0.269371
Profit Factor
1.655539
Profitability
47.183099
Streak
0.000000
Best Strategy
Training Data Length
2376.000000
Evaluation Time
2025-09-28 06:20
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 640024.8005 619476.7132 20548.0873 -145447.3949 147841.7934 -293289.1883
Total P&L (%) 640.0248 619.4767 20.5481 -145.4474 147.8418 -293.2892
Avg Daily Profit (%) 0.2694 0.2607 0.0086 0 0.0382 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135026 -118943 -162365 -537976 -260136 -493810
Profit Factor 1.6555 2.13 1.048 0.8889 1.2586 0.6022
Total Trades 142 71 71 142 71 71
Winning Trades 67 31 36 71 36 35
Losing Trades 75 40 35 71 35 36
Profitability (%) 47.1831 43.662 50.7042 50 50.7042 49.2958
Ratio Avg Win / Avg Loss 1.8532 2.7483 1.0189 0.8889 1.2236 0.6194
Largest Winning Trade 437805 437805 58487 194226 194226 102223
Largest Losing Trade -114202 -52999 -114202 -466114 -104707 -466114
Avg Bars in Trades 32 41 22 32 41 22
Avg Bars in Winners 38 48 31 37 46 27
Avg Bars in Losers 26 37 13 27 37 17
Bars Traded 4565 2977 1588 4565 2977 1588
Profit Streak 0 0 0 75.139 76.639 75.139
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 397675 -76815 -442117 -579436 -228342 -667174
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4752,
    "evaluation_days": 2376,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1558828800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759029611449,
    "expiration_time": 1764873792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 105
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 125,
            "offset": 0,
            "a": 0.05039
        }
    }
}
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": [
        [
            640024.8004812936,
            619476.713196337,
            20548.087284956,
            -145447.3948984243,
            147841.7933694058,
            -293289.1882678301
        ],
        [
            640.0248,
            619.476713,
            20.548087,
            -145.447395,
            147.841793,
            -293.289188
        ],
        [
            0.269371,
            0.260723,
            0.008648,
            0,
            0.038207,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135026,
            -118943,
            -162365,
            -537976,
            -260136,
            -493810
        ],
        [
            1.655539,
            2.129953,
            1.047998,
            0.888885,
            1.258557,
            0.602152
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            67,
            31,
            36,
            71,
            36,
            35
        ],
        [
            75,
            40,
            35,
            71,
            35,
            36
        ],
        [
            47.183099,
            43.661972,
            50.704225,
            50,
            50.704225,
            49.295775
        ],
        [
            1.853216,
            2.748327,
            1.018887,
            0.888885,
            1.223597,
            0.619356
        ],
        [
            437805,
            437805,
            58487,
            194226,
            194226,
            102223
        ],
        [
            -114202,
            -52999,
            -114202,
            -466114,
            -104707,
            -466114
        ],
        [
            32,
            41,
            22,
            32,
            41,
            22
        ],
        [
            38,
            48,
            31,
            37,
            46,
            27
        ],
        [
            26,
            37,
            13,
            27,
            37,
            17
        ],
        [
            4565,
            2977,
            1588,
            4565,
            2977,
            1588
        ],
        [
            0,
            0,
            0,
            75.139021,
            76.639021,
            75.139021
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            397675,
            -76815,
            -442117,
            -579436,
            -228342,
            -667174
        ]
    ]
}
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": 1558828800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759029611449,
    "expiration_time": 1764873792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 105
        }
    },
    "second_band": {
        "type": "t3",
        "factors": {
            "length": 125,
            "offset": 0,
            "a": 0.05039
        }
    }
}

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)