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Trade: GRT/USDT/120/VWMA/BBU/5283

Strategy
GRT/USDT/120/VWMA/BBU/5283
Pair
GRT_USDT
Interval
2h
Score
409838
Daily Profit
0.488149
Profit Factor
1.904488
Profitability
39.463602
Streak
0.000000
Best Strategy
Training Data Length
1745.500000
Evaluation Time
2025-09-28 21:57
Expiration Time
2025-11-30 16:06

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 852064.2177 646446.1793 205618.0384 1862900.0249 502336.9704 1360563.0546
Total P&L (%) 852.0642 646.4462 205.618 1862.9 502.337 1360.5631
Avg Daily Profit (%) 0.4881 0.3704 0.1178 0.1707 0.1029 0.1537
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -80005 -92950 -54022 -2326711 -2540598 -984959
Profit Factor 1.9045 2.2431 1.4872 1.1682 1.0786 1.2905
Total Trades 261 131 130 261 131 130
Winning Trades 103 45 58 103 45 58
Losing Trades 158 86 72 158 86 72
Profitability (%) 39.4636 34.3511 44.6154 39.4636 34.3511 44.6154
Ratio Avg Win / Avg Loss 2.9214 4.2868 1.8462 1.792 2.0613 1.602
Largest Winning Trade 450307 450307 55894 1749228 1749228 778517
Largest Losing Trade -32090 -21448 -32090 -681076 -681076 -677232
Avg Bars in Trades 78 84 73 78 84 73
Avg Bars in Winners 140 156 127 140 156 127
Avg Bars in Losers 38 45 30 38 45 30
Bars Traded 20600 11010 9590 20600 11010 9590
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 409838 268947 -35705 -29358 -194423 233126
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20946,
    "evaluation_days": 1745.5,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609516800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759085851128,
    "expiration_time": 1764511603200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 3
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 238,
            "offset": 0,
            "std": 1.44909
        }
    }
}
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": [
        [
            852064.2177100016,
            646446.1792851673,
            205618.0384248344,
            1862900.0249416267,
            502336.9703824094,
            1360563.054559216
        ],
        [
            852.064218,
            646.446179,
            205.618038,
            1862.900025,
            502.33697,
            1360.563055
        ],
        [
            0.488149,
            0.37035,
            0.117799,
            0.170699,
            0.102926,
            0.153736
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -80005,
            -92950,
            -54022,
            -2326711,
            -2540598,
            -984959
        ],
        [
            1.904488,
            2.243114,
            1.487226,
            1.168184,
            1.078582,
            1.290466
        ],
        [
            261,
            131,
            130,
            261,
            131,
            130
        ],
        [
            103,
            45,
            58,
            103,
            45,
            58
        ],
        [
            158,
            86,
            72,
            158,
            86,
            72
        ],
        [
            39.463602,
            34.351145,
            44.615385,
            39.463602,
            34.351145,
            44.615385
        ],
        [
            2.921448,
            4.286839,
            1.846211,
            1.791972,
            2.061291,
            1.601958
        ],
        [
            450307,
            450307,
            55894,
            1749228,
            1749228,
            778517
        ],
        [
            -32090,
            -21448,
            -32090,
            -681076,
            -681076,
            -677232
        ],
        [
            78,
            84,
            73,
            78,
            84,
            73
        ],
        [
            140,
            156,
            127,
            140,
            156,
            127
        ],
        [
            38,
            45,
            30,
            38,
            45,
            30
        ],
        [
            20600,
            11010,
            9590,
            20600,
            11010,
            9590
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409838,
            268947,
            -35705,
            -29358,
            -194423,
            233126
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20946,
    "evaluation_days": 1745.5,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609516800000,
    "last_datapoint_time": 1759082400000,
    "evaluation_time": 1759085851128,
    "expiration_time": 1764511603200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 174,
            "offset": 3
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 238,
            "offset": 0,
            "std": 1.44909
        }
    }
}

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)