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Trade: GRT/USDT/120/SINWMA/JMA/8288

Strategy
GRT/USDT/120/SINWMA/JMA/8288
Pair
GRT_USDT
Interval
2h
Score
308393
Daily Profit
0.273113
Profit Factor
1.638514
Profitability
39.473684
Streak
28.397386
Best Strategy
Training Data Length
1754.500000
Evaluation Time
2025-10-07 22:32
Expiration Time
2025-12-09 23:53

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 479175.962 383495.649 95680.3131 60261.1356 -79503.7225 139764.8581
Total P&L (%) 479.176 383.4956 95.6803 60.2611 -79.5037 139.7649
Avg Daily Profit (%) 0.2731 0.2186 0.0545 0.0269 -0.0903 0.0499
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160400 -185483 -80267 -524037 -507811 -141901
Profit Factor 1.6385 1.8585 1.315 1.0366 0.9249 1.2382
Total Trades 114 57 57 114 57 57
Winning Trades 45 16 29 45 16 29
Losing Trades 69 41 28 69 41 28
Profitability (%) 39.4737 28.0702 50.8772 39.4737 28.0702 50.8772
Ratio Avg Win / Avg Loss 2.5124 4.7625 1.2696 1.5895 2.37 1.1955
Largest Winning Trade 319966 319966 46704 319966 319966 141044
Largest Losing Trade -31248 -28810 -31248 -113024 -113024 -95575
Avg Bars in Trades 181 161 200 181 161 200
Avg Bars in Winners 289 305 281 289 305 281
Avg Bars in Losers 110 105 117 110 105 117
Bars Traded 20651 9214 11437 20651 9214 11437
Profit Streak 28.3974 49.7307 28.3974 28.3974 49.7307 28.3974
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308393 -184745 -299320 -339516 -774052 -306027
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21054,
    "evaluation_days": 1754.5,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609718400000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759865534147,
    "expiration_time": 1765317196800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 157,
            "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": [
        [
            479175.9620294782,
            383495.648969159,
            95680.3130603189,
            60261.1355947271,
            -79503.7224888134,
            139764.8580835405
        ],
        [
            479.175962,
            383.495649,
            95.680313,
            60.261136,
            -79.503722,
            139.764858
        ],
        [
            0.273113,
            0.218578,
            0.054534,
            0.026885,
            -0.090294,
            0.049855
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160400,
            -185483,
            -80267,
            -524037,
            -507811,
            -141901
        ],
        [
            1.638514,
            1.858534,
            1.314978,
            1.036628,
            0.924894,
            1.238239
        ],
        [
            114,
            57,
            57,
            114,
            57,
            57
        ],
        [
            45,
            16,
            29,
            45,
            16,
            29
        ],
        [
            69,
            41,
            28,
            69,
            41,
            28
        ],
        [
            39.473684,
            28.070175,
            50.877193,
            39.473684,
            28.070175,
            50.877193
        ],
        [
            2.512388,
            4.762492,
            1.269634,
            1.589497,
            2.37004,
            1.195541
        ],
        [
            319966,
            319966,
            46704,
            319966,
            319966,
            141044
        ],
        [
            -31248,
            -28810,
            -31248,
            -113024,
            -113024,
            -95575
        ],
        [
            181,
            161,
            200,
            181,
            161,
            200
        ],
        [
            289,
            305,
            281,
            289,
            305,
            281
        ],
        [
            110,
            105,
            117,
            110,
            105,
            117
        ],
        [
            20651,
            9214,
            11437,
            20651,
            9214,
            11437
        ],
        [
            28.397386,
            49.730719,
            28.397386,
            28.397386,
            49.730719,
            28.397386
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308393,
            -184745,
            -299320,
            -339516,
            -774052,
            -306027
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21054,
    "evaluation_days": 1754.5,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609718400000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759865534147,
    "expiration_time": 1765317196800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 157,
            "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)