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Trade: GRT/USDT/240/HWMA/VWAP/6246

Strategy
GRT/USDT/240/HWMA/VWAP/6246
Pair
GRT_USDT
Interval
4h
Score
566251
Daily Profit
0.564429
Profit Factor
1.465810
Profitability
45.369128
Streak
0.000000
Best Strategy
Training Data Length
1747.500000
Evaluation Time
2025-09-30 09:47
Expiration Time
2025-11-21 16:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 986340.4389 782974.9436 203365.4953 3931999.4531 2939103.7896 992895.6635
Total P&L (%) 986.3404 782.9749 203.3655 3931.9995 2939.1038 992.8957
Avg Daily Profit (%) 0.5644 0.4481 0.1164 0.2118 0.1956 0.1369
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107530 -127034 -133255 -7025548 -6142137 -9015253
Profit Factor 1.4658 1.6872 1.2079 1.0409 1.0571 1.0222
Total Trades 745 373 372 745 373 372
Winning Trades 338 152 186 338 152 186
Losing Trades 407 221 186 407 221 186
Profitability (%) 45.3691 40.7507 50 45.3691 40.7507 50
Ratio Avg Win / Avg Loss 1.765 2.4531 1.2079 1.2534 1.537 1.0222
Largest Winning Trade 405168 405168 49787 1988009 1988009 1606496
Largest Losing Trade -34539 -34539 -28907 -1838143 -1186496 -1838143
Avg Bars in Trades 14 14 13 14 14 13
Avg Bars in Winners 18 18 17 18 18 17
Avg Bars in Losers 10 11 9 10 11 9
Bars Traded 10482 5380 5102 10482 5380 5102
Profit Streak 0 0 6.9498 0 0 6.9498
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 566251 411470 -35766 -165063 -150525 -203563
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10485,
    "evaluation_days": 1747.5,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1608235200000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759214866805,
    "expiration_time": 1763734320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.04625,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            986340.4388848126,
            782974.943620083,
            203365.4952647279,
            3931999.4530551336,
            2939103.789584328,
            992895.6634708012
        ],
        [
            986.340439,
            782.974944,
            203.365495,
            3931.999453,
            2939.10379,
            992.895663
        ],
        [
            0.564429,
            0.448054,
            0.116375,
            0.211775,
            0.195564,
            0.136942
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107530,
            -127034,
            -133255,
            -7025548,
            -6142137,
            -9015253
        ],
        [
            1.46581,
            1.687223,
            1.207909,
            1.04087,
            1.057105,
            1.022193
        ],
        [
            745,
            373,
            372,
            745,
            373,
            372
        ],
        [
            338,
            152,
            186,
            338,
            152,
            186
        ],
        [
            407,
            221,
            186,
            407,
            221,
            186
        ],
        [
            45.369128,
            40.75067,
            50,
            45.369128,
            40.75067,
            50
        ],
        [
            1.765043,
            2.453134,
            1.207909,
            1.253355,
            1.536975,
            1.022193
        ],
        [
            405168,
            405168,
            49787,
            1988009,
            1988009,
            1606496
        ],
        [
            -34539,
            -34539,
            -28907,
            -1838143,
            -1186496,
            -1838143
        ],
        [
            14,
            14,
            13,
            14,
            14,
            13
        ],
        [
            18,
            18,
            17,
            18,
            18,
            17
        ],
        [
            10,
            11,
            9,
            10,
            11,
            9
        ],
        [
            10482,
            5380,
            5102,
            10482,
            5380,
            5102
        ],
        [
            0,
            0,
            6.949847,
            0,
            0,
            6.949847
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            566251,
            411470,
            -35766,
            -165063,
            -150525,
            -203563
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10485,
    "evaluation_days": 1747.5,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1608235200000,
    "last_datapoint_time": 1759204800000,
    "evaluation_time": 1759214866805,
    "expiration_time": 1763734320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.04625,
            "nc": 0.1
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)