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Trade: GRT/USDT/120/VWMA/RMA/7704

Strategy
GRT/USDT/120/VWMA/RMA/7704
Pair
GRT_USDT
Interval
2h
Score
326032
Daily Profit
0.325452
Profit Factor
1.491288
Profitability
36.054422
Streak
20.937657
Best Strategy
Training Data Length
1741.330000
Evaluation Time
2025-09-26 15:30
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 566720.1187 474996.1706 91723.9481 124907.2912 -25102.0946 150009.3858
Total P&L (%) 566.7201 474.9962 91.7239 124.9073 -25.1021 150.0094
Avg Daily Profit (%) 0.3255 0.2728 0.0527 0.0466 -0.0166 0.0526
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187496 -140009 -151786 -304322 -327488 -202424
Profit Factor 1.4913 1.8006 1.1637 1.061 0.9775 1.1613
Total Trades 294 147 147 294 147 147
Winning Trades 106 46 60 106 46 60
Losing Trades 188 101 87 188 101 87
Profitability (%) 36.0544 31.2925 40.8163 36.0544 31.2925 40.8163
Ratio Avg Win / Avg Loss 2.6449 3.9535 1.6874 1.8818 2.1463 1.6839
Largest Winning Trade 342874 342874 62793 187585 187585 96170
Largest Losing Trade -51695 -23305 -51695 -67461 -67461 -62255
Avg Bars in Trades 70 65 75 70 65 75
Avg Bars in Winners 117 111 122 117 111 122
Avg Bars in Losers 43 44 43 43 44 43
Bars Traded 20692 9594 11098 20692 9594 11098
Profit Streak 20.9377 24.1043 20.9377 20.9377 24.1043 20.9377
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 326032 188951 -165074 -285447 -584410 -167773

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": 1608890400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758889813601,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "offset": 73
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 17,
            "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": [
        [
            566720.118679323,
            474996.1705770324,
            91723.948102291,
            124907.2911804307,
            -25102.0946486651,
            150009.3858290956
        ],
        [
            566.720119,
            474.996171,
            91.723948,
            124.907291,
            -25.102095,
            150.009386
        ],
        [
            0.325452,
            0.272778,
            0.052675,
            0.046557,
            -0.016598,
            0.052636
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187496,
            -140009,
            -151786,
            -304322,
            -327488,
            -202424
        ],
        [
            1.491288,
            1.800589,
            1.163726,
            1.061015,
            0.977533,
            1.16132
        ],
        [
            294,
            147,
            147,
            294,
            147,
            147
        ],
        [
            106,
            46,
            60,
            106,
            46,
            60
        ],
        [
            188,
            101,
            87,
            188,
            101,
            87
        ],
        [
            36.054422,
            31.292517,
            40.816327,
            36.054422,
            31.292517,
            40.816327
        ],
        [
            2.644927,
            3.953467,
            1.687402,
            1.8818,
            2.146322,
            1.683915
        ],
        [
            342874,
            342874,
            62793,
            187585,
            187585,
            96170
        ],
        [
            -51695,
            -23305,
            -51695,
            -67461,
            -67461,
            -62255
        ],
        [
            70,
            65,
            75,
            70,
            65,
            75
        ],
        [
            117,
            111,
            122,
            117,
            111,
            122
        ],
        [
            43,
            44,
            43,
            43,
            44,
            43
        ],
        [
            20692,
            9594,
            11098,
            20692,
            9594,
            11098
        ],
        [
            20.937657,
            24.104324,
            20.937657,
            20.937657,
            24.104324,
            20.937657
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            326032,
            188951,
            -165074,
            -285447,
            -584410,
            -167773
        ]
    ]
}
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": 1608890400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758889813601,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 17,
            "offset": 73
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 17,
            "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)