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Trade: GRT/USDT/120/VWMA/EMA/5507

Strategy
GRT/USDT/120/VWMA/EMA/5507
Pair
GRT_USDT
Interval
2h
Score
423913
Daily Profit
0.436904
Profit Factor
2.175140
Profitability
42.857143
Streak
0.000000
Best Strategy
Training Data Length
1741.330000
Evaluation Time
2025-09-27 23:05
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 760794.1797 525014.4737 235779.706 3469127.2978 2273216.3026 1195910.9952
Total P&L (%) 760.7942 525.0145 235.7797 3469.1273 2273.2163 1195.911
Avg Daily Profit (%) 0.4369 0.3015 0.1354 0.2055 0.182 0.1472
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -63533 -69316 -39583 -4262475 -3394279 -2541790
Profit Factor 2.1751 2.635 1.7226 1.2029 1.2926 1.1282
Total Trades 133 67 66 133 67 66
Winning Trades 57 21 36 57 21 36
Losing Trades 76 46 30 76 46 30
Profitability (%) 42.8571 31.3433 54.5455 42.8571 31.3433 54.5455
Ratio Avg Win / Avg Loss 2.9002 5.7718 1.4355 1.6039 2.8315 0.9402
Largest Winning Trade 286422 286422 60389 2692253 2692253 1447422
Largest Losing Trade -24553 -22544 -24553 -1644889 -1010814 -1644889
Avg Bars in Trades 154 129 178 154 129 178
Avg Bars in Winners 263 242 275 263 242 275
Avg Bars in Losers 71 78 62 71 78 62
Bars Traded 20487 8691 11796 20487 8691 11796
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 423913 -110282 -133707 225397 -115179 -200855
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": 1609581600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759003514126,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 40,
            "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": [
        [
            760794.1797329222,
            525014.4737236166,
            235779.7060093058,
            3469127.2978303446,
            2273216.302622513,
            1195910.995207834
        ],
        [
            760.79418,
            525.014474,
            235.779706,
            3469.127298,
            2273.216303,
            1195.910995
        ],
        [
            0.436904,
            0.301502,
            0.135402,
            0.205508,
            0.182028,
            0.147226
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -63533,
            -69316,
            -39583,
            -4262475,
            -3394279,
            -2541790
        ],
        [
            2.17514,
            2.634968,
            1.722605,
            1.202911,
            1.292635,
            1.128198
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            57,
            21,
            36,
            57,
            21,
            36
        ],
        [
            76,
            46,
            30,
            76,
            46,
            30
        ],
        [
            42.857143,
            31.343284,
            54.545455,
            42.857143,
            31.343284,
            54.545455
        ],
        [
            2.900186,
            5.771834,
            1.435504,
            1.603882,
            2.831485,
            0.940165
        ],
        [
            286422,
            286422,
            60389,
            2692253,
            2692253,
            1447422
        ],
        [
            -24553,
            -22544,
            -24553,
            -1644889,
            -1010814,
            -1644889
        ],
        [
            154,
            129,
            178,
            154,
            129,
            178
        ],
        [
            263,
            242,
            275,
            263,
            242,
            275
        ],
        [
            71,
            78,
            62,
            71,
            78,
            62
        ],
        [
            20487,
            8691,
            11796,
            20487,
            8691,
            11796
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            423913,
            -110282,
            -133707,
            225397,
            -115179,
            -200855
        ]
    ]
}
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": 1609581600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759003514126,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 186,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 40,
            "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)