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Trade: GRT/USDT/120/BBM/ZLMA/9337

Strategy
GRT/USDT/120/BBM/ZLMA/9337
Pair
GRT_USDT
Interval
2h
Score
319498
Daily Profit
0.269991
Profit Factor
1.552145
Profitability
41.784038
Streak
0.000000
Best Strategy
Training Data Length
1752.170000
Evaluation Time
2025-10-05 13:52
Expiration Time
2025-12-07 13:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 473070.7292 328209.3649 144861.3644 296048.1199 73228.0596 222820.0603
Total P&L (%) 473.0707 328.2094 144.8614 296.0481 73.2281 222.8201
Avg Daily Profit (%) 0.27 0.1873 0.0827 0.0786 0.0314 0.0669
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104767 -136433 -57181 -360549 -277316 -194983
Profit Factor 1.5521 1.6504 1.4113 1.1213 1.0522 1.2145
Total Trades 213 107 106 213 107 106
Winning Trades 89 40 49 89 40 49
Losing Trades 124 67 57 124 67 57
Profitability (%) 41.784 37.3832 46.2264 41.784 37.3832 46.2264
Ratio Avg Win / Avg Loss 2.1625 2.7645 1.6418 1.5622 1.7625 1.4128
Largest Winning Trade 190681 190681 57892 266921 266921 126688
Largest Losing Trade -29827 -29827 -22612 -104405 -104405 -93828
Avg Bars in Trades 96 81 110 96 81 110
Avg Bars in Winners 141 130 150 141 130 150
Avg Bars in Losers 63 53 75 63 53 75
Bars Traded 20469 8765 11704 20469 8765 11704
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319498 196646 -82437 -176124 -318141 -105775
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21026,
    "evaluation_days": 1752.17,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609300800000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759661571126,
    "expiration_time": 1765108339200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 51,
            "offset": 0,
            "std": 4.47375
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 147,
            "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": [
        [
            473070.7292429429,
            328209.3648655829,
            144861.3643773594,
            296048.1198988727,
            73228.0595868933,
            222820.0603119797
        ],
        [
            473.070729,
            328.209365,
            144.861364,
            296.04812,
            73.22806,
            222.82006
        ],
        [
            0.269991,
            0.187316,
            0.082675,
            0.078583,
            0.031363,
            0.066907
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104767,
            -136433,
            -57181,
            -360549,
            -277316,
            -194983
        ],
        [
            1.552145,
            1.650418,
            1.411334,
            1.121273,
            1.052218,
            1.214492
        ],
        [
            213,
            107,
            106,
            213,
            107,
            106
        ],
        [
            89,
            40,
            49,
            89,
            40,
            49
        ],
        [
            124,
            67,
            57,
            124,
            67,
            57
        ],
        [
            41.784038,
            37.383178,
            46.226415,
            41.784038,
            37.383178,
            46.226415
        ],
        [
            2.162539,
            2.76445,
            1.641756,
            1.562223,
            1.762466,
            1.412777
        ],
        [
            190681,
            190681,
            57892,
            266921,
            266921,
            126688
        ],
        [
            -29827,
            -29827,
            -22612,
            -104405,
            -104405,
            -93828
        ],
        [
            96,
            81,
            110,
            96,
            81,
            110
        ],
        [
            141,
            130,
            150,
            141,
            130,
            150
        ],
        [
            63,
            53,
            75,
            63,
            53,
            75
        ],
        [
            20469,
            8765,
            11704,
            20469,
            8765,
            11704
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319498,
            196646,
            -82437,
            -176124,
            -318141,
            -105775
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21026,
    "evaluation_days": 1752.17,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609300800000,
    "last_datapoint_time": 1759658400000,
    "evaluation_time": 1759661571126,
    "expiration_time": 1765108339200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 51,
            "offset": 0,
            "std": 4.47375
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 147,
            "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)