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Trade: GRT/USDT/120/VWMA/SINWMA/5026

Strategy
GRT/USDT/120/VWMA/SINWMA/5026
Pair
GRT_USDT
Interval
2h
Score
436162
Daily Profit
0.308039
Profit Factor
1.675024
Profitability
48.965517
Streak
0.000000
Best Strategy
Training Data Length
1754.250000
Evaluation Time
2025-10-07 15:31
Expiration Time
2025-12-09 17:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 540376.8001 377888.3673 162488.4329 554740.177 155131.6518 399608.5252
Total P&L (%) 540.3768 377.8884 162.4884 554.7402 155.1317 399.6085
Avg Daily Profit (%) 0.308 0.2154 0.0926 0.1072 0.0534 0.0917
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118164 -158035 -54205 -316509 -290677 -112318
Profit Factor 1.675 1.7946 1.5 1.2904 1.1335 1.5341
Total Trades 145 73 72 145 73 72
Winning Trades 71 33 38 71 33 38
Losing Trades 74 40 34 74 40 34
Profitability (%) 48.9655 45.2055 52.7778 48.9655 45.2055 52.7778
Ratio Avg Win / Avg Loss 1.7458 2.1753 1.3421 1.3449 1.3739 1.3726
Largest Winning Trade 189757 189757 56808 240981 240981 93103
Largest Losing Trade -37587 -37587 -23172 -105173 -105173 -93931
Avg Bars in Trades 141 129 153 141 129 153
Avg Bars in Winners 176 171 181 176 171 181
Avg Bars in Losers 107 95 121 107 95 121
Bars Traded 20504 9482 11022 20504 9482 11022
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 436162 -62666 -146819 -49485 -269103 -147789
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21051,
    "evaluation_days": 1754.25,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610028000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759840291072,
    "expiration_time": 1765294819200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 72,
            "offset": 140
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 248,
            "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": [
        [
            540376.8001487945,
            377888.3672840798,
            162488.4328647145,
            554740.1769596519,
            155131.6517687202,
            399608.5251909314
        ],
        [
            540.3768,
            377.888367,
            162.488433,
            554.740177,
            155.131652,
            399.608525
        ],
        [
            0.308039,
            0.215413,
            0.092626,
            0.107173,
            0.053405,
            0.091742
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118164,
            -158035,
            -54205,
            -316509,
            -290677,
            -112318
        ],
        [
            1.675024,
            1.794608,
            1.500019,
            1.290398,
            1.133496,
            1.534089
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            71,
            33,
            38,
            71,
            33,
            38
        ],
        [
            74,
            40,
            34,
            74,
            40,
            34
        ],
        [
            48.965517,
            45.205479,
            52.777778,
            48.965517,
            45.205479,
            52.777778
        ],
        [
            1.7458,
            2.175283,
            1.342123,
            1.344922,
            1.373934,
            1.372606
        ],
        [
            189757,
            189757,
            56808,
            240981,
            240981,
            93103
        ],
        [
            -37587,
            -37587,
            -23172,
            -105173,
            -105173,
            -93931
        ],
        [
            141,
            129,
            153,
            141,
            129,
            153
        ],
        [
            176,
            171,
            181,
            176,
            171,
            181
        ],
        [
            107,
            95,
            121,
            107,
            95,
            121
        ],
        [
            20504,
            9482,
            11022,
            20504,
            9482,
            11022
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436162,
            -62666,
            -146819,
            -49485,
            -269103,
            -147789
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21051,
    "evaluation_days": 1754.25,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610028000000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759840291072,
    "expiration_time": 1765294819200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 72,
            "offset": 140
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 248,
            "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)