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Trade: CELR/USDT/720/VWMA/MIDPRICE/2020

Strategy
CELR/USDT/720/VWMA/MIDPRICE/2020
Pair
CELR_USDT
Interval
12h
Score
506901
Daily Profit
0.332666
Profit Factor
2.773386
Profitability
47.500000
Streak
100.759092
Best Strategy
Training Data Length
2382.500000
Evaluation Time
2025-10-01 09:13
Expiration Time
2025-12-11 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 781583.7481 792577.8642 -10994.1161 -53705.4931 -295818.2767 242112.7836
Total P&L (%) 781.5837 792.5779 -10.9941 -53.7055 -295.8183 242.1128
Avg Daily Profit (%) 0.3281 0.3327 -0.0046 -0.0323 0 0.0516
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195189 -151173 -97031 -1347753 -1312517 -160894
Profit Factor 2.092 2.7734 0.9591 0.9744 0.8304 1.6856
Total Trades 81 40 41 81 40 41
Winning Trades 38 19 19 38 19 19
Losing Trades 43 21 22 43 21 22
Profitability (%) 46.9136 47.5 46.3415 46.9136 47.5 46.3415
Ratio Avg Win / Avg Loss 2.3673 3.0653 1.1105 1.1026 0.9178 1.9518
Largest Winning Trade 504414 504414 35021 855521 855521 203277
Largest Losing Trade -78525 -78525 -48574 -718721 -718721 -48789
Avg Bars in Trades 55 83 28 55 83 28
Avg Bars in Winners 58 81 35 58 81 35
Avg Bars in Losers 53 85 22 53 85 22
Bars Traded 4516 3344 1172 4516 3344 1172
Profit Streak 98.2591 100.7591 98.2591 98.2591 100.7591 98.2591
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -3409 506901 -579660 -595630 -581161 -121310
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4765,
    "evaluation_days": 2382.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1560384000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759299185566,
    "expiration_time": 1765452240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 161,
            "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": [
        [
            781583.7481203243,
            792577.8641907177,
            -10994.1160703937,
            -53705.4931302417,
            -295818.2767150808,
            242112.7835848391
        ],
        [
            781.583748,
            792.577864,
            -10.994116,
            -53.705493,
            -295.818277,
            242.112784
        ],
        [
            0.328052,
            0.332666,
            -0.004615,
            -0.03232,
            0,
            0.051639
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195189,
            -151173,
            -97031,
            -1347753,
            -1312517,
            -160894
        ],
        [
            2.092031,
            2.773386,
            0.959097,
            0.974392,
            0.830384,
            1.685603
        ],
        [
            81,
            40,
            41,
            81,
            40,
            41
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            43,
            21,
            22,
            43,
            21,
            22
        ],
        [
            46.91358,
            47.5,
            46.341463,
            46.91358,
            47.5,
            46.341463
        ],
        [
            2.367298,
            3.065322,
            1.110534,
            1.102601,
            0.917793,
            1.95175
        ],
        [
            504414,
            504414,
            35021,
            855521,
            855521,
            203277
        ],
        [
            -78525,
            -78525,
            -48574,
            -718721,
            -718721,
            -48789
        ],
        [
            55,
            83,
            28,
            55,
            83,
            28
        ],
        [
            58,
            81,
            35,
            58,
            81,
            35
        ],
        [
            53,
            85,
            22,
            53,
            85,
            22
        ],
        [
            4516,
            3344,
            1172,
            4516,
            3344,
            1172
        ],
        [
            98.259092,
            100.759092,
            98.259092,
            98.259092,
            100.759092,
            98.259092
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -3409,
            506901,
            -579660,
            -595630,
            -581161,
            -121310
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4765,
    "evaluation_days": 2382.5,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1560384000000,
    "last_datapoint_time": 1759276800000,
    "evaluation_time": 1759299185566,
    "expiration_time": 1765452240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 121,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 161,
            "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)