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Trade: CELR/USDT/720/WMA/MIDPRICE/6328

Strategy
CELR/USDT/720/WMA/MIDPRICE/6328
Pair
CELR_USDT
Interval
12h
Score
452933
Daily Profit
0.279368
Profit Factor
1.644008
Profitability
48.672566
Streak
70.162566
Best Strategy
Training Data Length
2380.000000
Evaluation Time
2025-09-28 18:54
Expiration Time
2025-12-08 23:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 664895.2621 736607.3569 -71712.0947 -91957.4026 33900.4916 -125857.8943
Total P&L (%) 664.8953 736.6074 -71.7121 -91.9574 33.9005 -125.8579
Avg Daily Profit (%) 0.2794 0.3095 -0.0301 -0.1058 0.0123 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -228097 -202550 -133281 -645340 -386593 -265689
Profit Factor 1.644 2.1318 0.8121 0.9116 1.0492 0.6415
Total Trades 113 56 57 113 56 57
Winning Trades 55 29 26 55 29 26
Losing Trades 58 27 31 58 27 31
Profitability (%) 48.6726 51.7857 45.614 48.6726 51.7857 45.614
Ratio Avg Win / Avg Loss 1.7337 1.9847 0.9682 0.9613 0.9769 0.7649
Largest Winning Trade 551813 551813 51420 444818 444818 126258
Largest Losing Trade -69374 -69374 -65903 -311448 -311448 -224229
Avg Bars in Trades 39 65 14 39 65 14
Avg Bars in Winners 32 47 16 32 47 16
Avg Bars in Losers 45 83 12 45 83 12
Bars Traded 4466 3643 823 4466 3643 823
Profit Streak 70.1626 71.6626 70.1626 70.1626 71.6626 70.1626
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 452933 -166237 -761703 -580025 -526539 -761703
Evaluation Data
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4760,
    "evaluation_days": 2380,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1558353600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759074845687,
    "expiration_time": 1765229760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 92,
            "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": [
        [
            664895.2621319081,
            736607.3568656205,
            -71712.0947337126,
            -91957.4026378054,
            33900.4916474733,
            -125857.8942852786
        ],
        [
            664.895262,
            736.607357,
            -71.712095,
            -91.957403,
            33.900492,
            -125.857894
        ],
        [
            0.279368,
            0.309499,
            -0.030131,
            -0.105844,
            0.012267,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -228097,
            -202550,
            -133281,
            -645340,
            -386593,
            -265689
        ],
        [
            1.644008,
            2.131756,
            0.812065,
            0.911571,
            1.049214,
            0.641495
        ],
        [
            113,
            56,
            57,
            113,
            56,
            57
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            58,
            27,
            31,
            58,
            27,
            31
        ],
        [
            48.672566,
            51.785714,
            45.614035,
            48.672566,
            51.785714,
            45.614035
        ],
        [
            1.733681,
            1.984738,
            0.968232,
            0.961293,
            0.976855,
            0.764859
        ],
        [
            551813,
            551813,
            51420,
            444818,
            444818,
            126258
        ],
        [
            -69374,
            -69374,
            -65903,
            -311448,
            -311448,
            -224229
        ],
        [
            39,
            65,
            14,
            39,
            65,
            14
        ],
        [
            32,
            47,
            16,
            32,
            47,
            16
        ],
        [
            45,
            83,
            12,
            45,
            83,
            12
        ],
        [
            4466,
            3643,
            823,
            4466,
            3643,
            823
        ],
        [
            70.162566,
            71.662566,
            70.162566,
            70.162566,
            71.662566,
            70.162566
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452933,
            -166237,
            -761703,
            -580025,
            -526539,
            -761703
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CELR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4760,
    "evaluation_days": 2380,
    "actual_first_datapoint_time": 1553472000000,
    "first_datapoint_time": 1558353600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759074845687,
    "expiration_time": 1765229760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 92,
            "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)