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Trade: GRT/USDT/120/MIDPRICE/VWMA/6453

Strategy
GRT/USDT/120/MIDPRICE/VWMA/6453
Pair
GRT_USDT
Interval
2h
Score
344418
Daily Profit
0.207446
Profit Factor
1.294376
Profitability
58.576052
Streak
4.564023
Best Strategy
Training Data Length
1746.500000
Evaluation Time
2025-09-29 22:32
Expiration Time
2025-12-01 16:58

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 362304.1115 245800.3697 116503.7418 -130303.4178 117110.1659 -247413.5836
Total P&L (%) 362.3041 245.8004 116.5037 -130.3034 117.1102 -247.4136
Avg Daily Profit (%) 0.2074 0.1407 0.0667 0 0.0444 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -337081 -157229 -190796 -243437 -19256 -254425
Profit Factor 1.2944 1.3995 1.1893 0.6189 3.5152 0.1624
Total Trades 309 155 154 309 155 154
Winning Trades 181 90 91 134 71 63
Losing Trades 128 65 63 175 84 91
Profitability (%) 58.5761 58.0645 59.0909 43.3657 45.8065 40.9091
Ratio Avg Win / Avg Loss 0.9154 1.0108 0.8233 0.8083 4.1589 0.2345
Largest Winning Trade 63012 63012 36168 57538 57538 9212
Largest Losing Trade -103729 -44399 -103729 -205956 -6024 -205956
Avg Bars in Trades 66 56 76 66 56 76
Avg Bars in Winners 57 47 68 75 65 86
Avg Bars in Losers 78 68 89 59 48 70
Bars Traded 20554 8724 11831 20554 8724 11831
Profit Streak 4.564 4.564 17.314 0 0 0
Trades During Streak 2 1 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 344418 -2853 -115864 -581742 -128277 -584061
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20958,
    "evaluation_days": 1746.5,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609898400000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759174331590,
    "expiration_time": 1764601113600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "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": [
        [
            362304.1115473014,
            245800.3697353358,
            116503.7418119654,
            -130303.4177827336,
            117110.1658522929,
            -247413.5836350266
        ],
        [
            362.304112,
            245.80037,
            116.503742,
            -130.303418,
            117.110166,
            -247.413584
        ],
        [
            0.207446,
            0.140739,
            0.066707,
            0,
            0.044398,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -337081,
            -157229,
            -190796,
            -243437,
            -19256,
            -254425
        ],
        [
            1.294376,
            1.399544,
            1.189268,
            0.618924,
            3.515238,
            0.162377
        ],
        [
            309,
            155,
            154,
            309,
            155,
            154
        ],
        [
            181,
            90,
            91,
            134,
            71,
            63
        ],
        [
            128,
            65,
            63,
            175,
            84,
            91
        ],
        [
            58.576052,
            58.064516,
            59.090909,
            43.365696,
            45.806452,
            40.909091
        ],
        [
            0.91536,
            1.010782,
            0.823339,
            0.808297,
            4.158873,
            0.234544
        ],
        [
            63012,
            63012,
            36168,
            57538,
            57538,
            9212
        ],
        [
            -103729,
            -44399,
            -103729,
            -205956,
            -6024,
            -205956
        ],
        [
            66,
            56,
            76,
            66,
            56,
            76
        ],
        [
            57,
            47,
            68,
            75,
            65,
            86
        ],
        [
            78,
            68,
            89,
            59,
            48,
            70
        ],
        [
            20554,
            8724,
            11831,
            20554,
            8724,
            11831
        ],
        [
            4.564023,
            4.564023,
            17.314023,
            0,
            0,
            0
        ],
        [
            2,
            1,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344418,
            -2853,
            -115864,
            -581742,
            -128277,
            -584061
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20958,
    "evaluation_days": 1746.5,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609898400000,
    "last_datapoint_time": 1759168800000,
    "evaluation_time": 1759174331590,
    "expiration_time": 1764601113600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "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)