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Trade: GRT/USDT/120/WMA/LINREG/3287

Strategy
GRT/USDT/120/WMA/LINREG/3287
Pair
GRT_USDT
Interval
2h
Score
569196
Daily Profit
0.198818
Profit Factor
3.662548
Profitability
57.142857
Streak
0.000000
Best Strategy
Training Data Length
1754.500000
Evaluation Time
2025-10-07 21:36
Expiration Time
2025-12-09 23:53

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 775851.6341 515271.8993 260579.7348 4604884.4255 1443315.5632 3161568.8622
Total P&L (%) 775.8516 515.2719 260.5797 4604.8844 1443.3156 3161.5689
Avg Daily Profit (%) 0.4422 0.2937 0.1485 0.2197 0.1561 0.1988
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -123317 -142638 -35142 -976236 -1139953 -460784
Profit Factor 2.5767 2.5771 2.5759 2.1618 1.5199 3.6625
Total Trades 85 43 42 85 43 42
Winning Trades 41 17 24 41 17 24
Losing Trades 44 26 18 44 26 18
Profitability (%) 48.2353 39.5349 57.1429 48.2353 39.5349 57.1429
Ratio Avg Win / Avg Loss 2.7652 3.9414 1.9319 2.32 2.3245 2.7469
Largest Winning Trade 235155 235155 59438 1051363 994900 1051363
Largest Losing Trade -30092 -30092 -27863 -708245 -708245 -444338
Avg Bars in Trades 241 218 265 241 218 265
Avg Bars in Winners 336 331 339 336 331 339
Avg Bars in Losers 153 144 166 153 144 166
Bars Traded 20526 9381 11144 20526 9381 11144
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 524226 350403 399692 426952 222563 569196
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21054,
    "evaluation_days": 1754.5,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609783200000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759862162335,
    "expiration_time": 1765317196800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 214,
            "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": [
        [
            775851.6340830522,
            515271.8992563293,
            260579.7348267226,
            4604884.425452374,
            1443315.563213218,
            3161568.862239155
        ],
        [
            775.851634,
            515.271899,
            260.579735,
            4604.884425,
            1443.315563,
            3161.568862
        ],
        [
            0.442207,
            0.293686,
            0.148521,
            0.219744,
            0.156093,
            0.198818
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -123317,
            -142638,
            -35142,
            -976236,
            -1139953,
            -460784
        ],
        [
            2.576679,
            2.577067,
            2.575914,
            2.161788,
            1.51989,
            3.662548
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            41,
            17,
            24,
            41,
            17,
            24
        ],
        [
            44,
            26,
            18,
            44,
            26,
            18
        ],
        [
            48.235294,
            39.534884,
            57.142857,
            48.235294,
            39.534884,
            57.142857
        ],
        [
            2.765217,
            3.941396,
            1.931935,
            2.319968,
            2.324538,
            2.746911
        ],
        [
            235155,
            235155,
            59438,
            1051363,
            994900,
            1051363
        ],
        [
            -30092,
            -30092,
            -27863,
            -708245,
            -708245,
            -444338
        ],
        [
            241,
            218,
            265,
            241,
            218,
            265
        ],
        [
            336,
            331,
            339,
            336,
            331,
            339
        ],
        [
            153,
            144,
            166,
            153,
            144,
            166
        ],
        [
            20526,
            9381,
            11144,
            20526,
            9381,
            11144
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            524226,
            350403,
            399692,
            426952,
            222563,
            569196
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21054,
    "evaluation_days": 1754.5,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609783200000,
    "last_datapoint_time": 1759860000000,
    "evaluation_time": 1759862162335,
    "expiration_time": 1765317196800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 214,
            "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)