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Trade: GRT/USDT/240/DCM/SINWMA/8675

Strategy
GRT/USDT/240/DCM/SINWMA/8675
Pair
GRT_USDT
Interval
4h
Score
630865
Daily Profit
0.491752
Profit Factor
3.180973
Profitability
55.294118
Streak
0.000000
Best Strategy
Training Data Length
1759.670000
Evaluation Time
2025-10-12 11:09
Expiration Time
2025-12-04 04:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 865320.4333 545062.529 320257.9043 14211570.3377 1224529.2374 12987041.1003
Total P&L (%) 865.3204 545.0625 320.2579 14211.5703 1224.5292 12987.0411
Avg Daily Profit (%) 0.4918 0.3098 0.182 0.2825 0.1469 0.2774
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -67594 -89101 -32724 -7623752 -5830370 -3095000
Profit Factor 3.181 3.0773 3.3835 1.7153 1.0912 3.0143
Total Trades 85 43 42 85 43 42
Winning Trades 47 21 26 47 21 26
Losing Trades 38 22 16 38 22 16
Profitability (%) 55.2941 48.8372 61.9048 55.2941 48.8372 61.9048
Ratio Avg Win / Avg Loss 2.5719 3.2238 2.0821 1.3868 1.1432 1.855
Largest Winning Trade 242905 242905 61235 4752228 4289600 4752228
Largest Losing Trade -33253 -33253 -31058 -4023726 -4023726 -1731113
Avg Bars in Trades 120 96 144 120 96 144
Avg Bars in Winners 153 126 174 153 126 174
Avg Bars in Losers 80 69 96 80 69 96
Bars Traded 10252 4169 6083 10252 4169 6083
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 630865 520332 558858 424647 -117042 577558
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10558,
    "evaluation_days": 1759.67,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610236800000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760256566715,
    "expiration_time": 1764817056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 74,
            "offset": 66
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 81,
            "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": [
        [
            865320.4333073238,
            545062.5289858179,
            320257.9043215063,
            14211570.337737815,
            1224529.237426099,
            12987041.100311723
        ],
        [
            865.320433,
            545.062529,
            320.257904,
            14211.570338,
            1224.529237,
            12987.0411
        ],
        [
            0.491752,
            0.309753,
            0.181999,
            0.282477,
            0.146933,
            0.27738
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -67594,
            -89101,
            -32724,
            -7623752,
            -5830370,
            -3095000
        ],
        [
            3.180973,
            3.077276,
            3.383475,
            1.71529,
            1.091241,
            3.014307
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            38,
            22,
            16,
            38,
            22,
            16
        ],
        [
            55.294118,
            48.837209,
            61.904762,
            55.294118,
            48.837209,
            61.904762
        ],
        [
            2.571851,
            3.223813,
            2.082138,
            1.38683,
            1.143204,
            1.854958
        ],
        [
            242905,
            242905,
            61235,
            4752228,
            4289600,
            4752228
        ],
        [
            -33253,
            -33253,
            -31058,
            -4023726,
            -4023726,
            -1731113
        ],
        [
            120,
            96,
            144,
            120,
            96,
            144
        ],
        [
            153,
            126,
            174,
            153,
            126,
            174
        ],
        [
            80,
            69,
            96,
            80,
            69,
            96
        ],
        [
            10252,
            4169,
            6083,
            10252,
            4169,
            6083
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            630865,
            520332,
            558858,
            424647,
            -117042,
            577558
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10558,
    "evaluation_days": 1759.67,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610236800000,
    "last_datapoint_time": 1760256000000,
    "evaluation_time": 1760256566715,
    "expiration_time": 1764817056000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 74,
            "offset": 66
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 81,
            "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)