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Trade: CELR/USDT/720/VWMA/HMA/2107

Strategy
CELR/USDT/720/VWMA/HMA/2107
Pair
CELR_USDT
Interval
12h
Score
707407
Daily Profit
0.287236
Profit Factor
3.856994
Profitability
68.888889
Streak
58.921898
Best Strategy
Training Data Length
2392.500000
Evaluation Time
2025-10-11 13:07
Expiration Time
2025-12-21 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 908062.3227 687211.4331 220850.8896 1217031.8098 6744712.9601 -5527681.1503
Total P&L (%) 908.0623 687.2114 220.8509 1217.0318 6744.713 -5527.6812
Avg Daily Profit (%) 0.3795 0.2872 0.0923 0.1078 0.1768 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117794 -75059 -90467 -11934429 -1047953 -11469469
Profit Factor 2.444 3.857 1.5687 1.0562 3.5167 0.7085
Total Trades 90 45 45 90 45 45
Winning Trades 58 31 27 58 31 27
Losing Trades 32 14 18 32 14 18
Profitability (%) 64.4444 68.8889 60 64.4444 68.8889 60
Ratio Avg Win / Avg Loss 1.3484 1.7419 1.0458 0.5827 1.5882 0.4724
Largest Winning Trade 233782 233782 65781 2807317 1328253 2807317
Largest Losing Trade -90467 -54992 -90467 -11469469 -625115 -11469469
Avg Bars in Trades 51 32 70 51 32 70
Avg Bars in Winners 54 30 83 54 30 83
Avg Bars in Losers 45 39 50 45 39 50
Bars Traded 4633 1479 3153 4633 1479 3153
Profit Streak 2.4219 58.9219 2.4219 2.4219 58.9219 2.4219
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 514741 707407 -68326 -207809 664441 -581103
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4785,
    "evaluation_days": 2392.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1558872000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760177251985,
    "expiration_time": 1766342160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 117,
            "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": [
        [
            908062.3226640048,
            687211.4330814035,
            220850.8895826011,
            1217031.809750067,
            6744712.960063938,
            -5527681.150313869
        ],
        [
            908.062323,
            687.211433,
            220.85089,
            1217.03181,
            6744.71296,
            -5527.68115
        ],
        [
            0.379545,
            0.287236,
            0.09231,
            0.10781,
            0.176794,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117794,
            -75059,
            -90467,
            -11934429,
            -1047953,
            -11469469
        ],
        [
            2.443957,
            3.856994,
            1.568713,
            1.056225,
            3.516721,
            0.708543
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            58,
            31,
            27,
            58,
            31,
            27
        ],
        [
            32,
            14,
            18,
            32,
            14,
            18
        ],
        [
            64.444444,
            68.888889,
            60,
            64.444444,
            68.888889,
            60
        ],
        [
            1.34839,
            1.741868,
            1.045809,
            0.582745,
            1.588197,
            0.472362
        ],
        [
            233782,
            233782,
            65781,
            2807317,
            1328253,
            2807317
        ],
        [
            -90467,
            -54992,
            -90467,
            -11469469,
            -625115,
            -11469469
        ],
        [
            51,
            32,
            70,
            51,
            32,
            70
        ],
        [
            54,
            30,
            83,
            54,
            30,
            83
        ],
        [
            45,
            39,
            50,
            45,
            39,
            50
        ],
        [
            4633,
            1479,
            3153,
            4633,
            1479,
            3153
        ],
        [
            2.421898,
            58.921898,
            2.421898,
            2.421898,
            58.921898,
            2.421898
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            514741,
            707407,
            -68326,
            -207809,
            664441,
            -581103
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4785,
    "evaluation_days": 2392.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1558872000000,
    "last_datapoint_time": 1760140800000,
    "evaluation_time": 1760177251985,
    "expiration_time": 1766342160000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 37,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 117,
            "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)