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Trade: CELR/USDT/720/VWMA/HILO/9355

Strategy
CELR/USDT/720/VWMA/HILO/9355
Pair
CELR_USDT
Interval
12h
Score
509186
Daily Profit
0.309934
Profit Factor
3.357016
Profitability
45.454545
Streak
29.200469
Best Strategy
Training Data Length
2376.000000
Evaluation Time
2025-09-27 19:48
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 774438.8003 736403.7932 38035.0071 -597.045 80541.3237 -81138.3687
Total P&L (%) 774.4388 736.4038 38.035 -0.597 80.5413 -81.1384
Avg Daily Profit (%) 0.3259 0.3099 0.016 -0.0003 0.0249 -0.0702
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -191415 -107356 -138795 -2002726 -1206417 -1560735
Profit Factor 2.0648 3.357 1.0917 0.9998 1.0484 0.9611
Total Trades 65 33 32 65 33 32
Winning Trades 30 15 15 30 15 15
Losing Trades 35 18 17 35 18 17
Profitability (%) 46.1538 45.4545 46.875 46.1538 45.4545 46.875
Ratio Avg Win / Avg Loss 2.4089 4.0284 1.2372 1.1665 1.258 1.0893
Largest Winning Trade 508998 508998 62700 804706 568166 804706
Largest Losing Trade -67211 -29801 -67211 -1093225 -520385 -1093225
Avg Bars in Trades 70 48 92 70 48 92
Avg Bars in Winners 112 75 149 112 75 149
Avg Bars in Losers 34 26 43 34 26 43
Bars Traded 4587 1614 2973 4587 1614 2973
Profit Streak 12.7005 29.2005 0 12.7005 29.2005 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -124121 509186 -294794 -716271 -328220 -580358
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4752,
    "evaluation_days": 2376,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1559131200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758991720558,
    "expiration_time": 1764873792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            774438.8002776338,
            736403.793206463,
            38035.0070711708,
            -597.0449687759,
            80541.3237389285,
            -81138.3687077046
        ],
        [
            774.4388,
            736.403793,
            38.035007,
            -0.597045,
            80.541324,
            -81.138369
        ],
        [
            0.325942,
            0.309934,
            0.016008,
            -0.000252,
            0.024868,
            -0.070179
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -191415,
            -107356,
            -138795,
            -2002726,
            -1206417,
            -1560735
        ],
        [
            2.064763,
            3.357016,
            1.091672,
            0.999841,
            1.048371,
            0.961117
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            30,
            15,
            15,
            30,
            15,
            15
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            46.153846,
            45.454545,
            46.875,
            46.153846,
            45.454545,
            46.875
        ],
        [
            2.40889,
            4.02842,
            1.237228,
            1.166481,
            1.258046,
            1.089266
        ],
        [
            508998,
            508998,
            62700,
            804706,
            568166,
            804706
        ],
        [
            -67211,
            -29801,
            -67211,
            -1093225,
            -520385,
            -1093225
        ],
        [
            70,
            48,
            92,
            70,
            48,
            92
        ],
        [
            112,
            75,
            149,
            112,
            75,
            149
        ],
        [
            34,
            26,
            43,
            34,
            26,
            43
        ],
        [
            4587,
            1614,
            2973,
            4587,
            1614,
            2973
        ],
        [
            12.700469,
            29.200469,
            0,
            12.700469,
            29.200469,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -124121,
            509186,
            -294794,
            -716271,
            -328220,
            -580358
        ]
    ]
}
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": 1559131200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758991720558,
    "expiration_time": 1764873792000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 132,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)