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Trade: GRT/USDT/120/SINWMA/SWMA/4625

Strategy
GRT/USDT/120/SINWMA/SWMA/4625
Pair
GRT_USDT
Interval
2h
Score
388288
Daily Profit
0.270356
Profit Factor
1.718554
Profitability
47.524752
Streak
0.000000
Best Strategy
Training Data Length
1741.330000
Evaluation Time
2025-09-25 12:33
Expiration Time
2025-11-26 08:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 470779.7146 317551.1765 153228.538 334701.7635 73626.6062 261075.1573
Total P&L (%) 470.7797 317.5512 153.2285 334.7018 73.6266 261.0752
Avg Daily Profit (%) 0.2704 0.1824 0.088 0.0844 0.0317 0.0738
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123927 -159711 -40233 -242574 -227659 -93574
Profit Factor 1.7186 1.8304 1.5618 1.2743 1.0993 1.5456
Total Trades 101 51 50 101 51 50
Winning Trades 48 20 28 48 20 28
Losing Trades 53 31 22 53 31 22
Profitability (%) 47.5248 39.2157 56 47.5248 39.2157 56
Ratio Avg Win / Avg Loss 1.8976 2.8371 1.2271 1.407 1.7039 1.2144
Largest Winning Trade 175632 175632 58173 175632 175632 92048
Largest Losing Trade -33400 -31856 -33400 -100899 -100899 -93574
Avg Bars in Trades 202 184 221 202 184 221
Avg Bars in Winners 271 281 265 271 281 265
Avg Bars in Losers 140 122 166 140 122 166
Bars Traded 20502 9421 11081 20502 9421 11081
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 388288 -173306 -253073 -81006 -445026 -272153

Evaluation Data

{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20896,
    "evaluation_days": 1741.33,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609941600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758792828367,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 176,
            "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": [
        [
            470779.7145724952,
            317551.1765231157,
            153228.5380493793,
            334701.7634976961,
            73626.6062043743,
            261075.1572933217
        ],
        [
            470.779715,
            317.551177,
            153.228538,
            334.701763,
            73.626606,
            261.075157
        ],
        [
            0.270356,
            0.182361,
            0.087995,
            0.084425,
            0.03169,
            0.073759
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123927,
            -159711,
            -40233,
            -242574,
            -227659,
            -93574
        ],
        [
            1.718554,
            1.830398,
            1.561754,
            1.274294,
            1.099265,
            1.545598
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            48,
            20,
            28,
            48,
            20,
            28
        ],
        [
            53,
            31,
            22,
            53,
            31,
            22
        ],
        [
            47.524752,
            39.215686,
            56,
            47.524752,
            39.215686,
            56
        ],
        [
            1.89757,
            2.837117,
            1.227093,
            1.407032,
            1.70386,
            1.214399
        ],
        [
            175632,
            175632,
            58173,
            175632,
            175632,
            92048
        ],
        [
            -33400,
            -31856,
            -33400,
            -100899,
            -100899,
            -93574
        ],
        [
            202,
            184,
            221,
            202,
            184,
            221
        ],
        [
            271,
            281,
            265,
            271,
            281,
            265
        ],
        [
            140,
            122,
            166,
            140,
            122,
            166
        ],
        [
            20502,
            9421,
            11081,
            20502,
            9421,
            11081
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            388288,
            -173306,
            -253073,
            -81006,
            -445026,
            -272153
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20896,
    "evaluation_days": 1741.33,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609941600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758792828367,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 176,
            "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)