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Trade: GRT/USDT/240/MIDPRICE/HMA/5385

Strategy
GRT/USDT/240/MIDPRICE/HMA/5385
Pair
GRT_USDT
Interval
4h
Score
346227
Daily Profit
0.363821
Profit Factor
1.835156
Profitability
40.601504
Streak
0.000000
Best Strategy
Training Data Length
1741.830000
Evaluation Time
2025-09-26 08:30
Expiration Time
2025-11-15 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 633713.4694 508245.4952 125467.9741 327537.5161 81182.4641 246355.052
Total P&L (%) 633.7135 508.2455 125.468 327.5375 81.1825 246.3551
Avg Daily Profit (%) 0.3638 0.2918 0.072 0.0834 0.0341 0.0713
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -150619 -193689 -56561 -481622 -462412 -148885
Profit Factor 1.8352 2.1779 1.3833 1.1686 1.0728 1.2979
Total Trades 133 67 66 133 67 66
Winning Trades 54 24 30 54 24 30
Losing Trades 79 43 36 79 43 36
Profitability (%) 40.6015 35.8209 45.4545 40.6015 35.8209 45.4545
Ratio Avg Win / Avg Loss 2.6848 3.9021 1.66 1.7096 1.9221 1.5575
Largest Winning Trade 339574 339574 74253 339574 339574 182062
Largest Losing Trade -35486 -33360 -35486 -176027 -176027 -101805
Avg Bars in Trades 77 56 97 77 56 97
Avg Bars in Winners 124 93 150 124 93 150
Avg Bars in Losers 44 36 54 44 36 54
Bars Traded 10257 3790 6467 10257 3790 6467
Profit Streak 0 0 7.5627 0 0 7.5627
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346227 -109506 -220144 -118790 -409142 -221579

Evaluation Data

{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10451,
    "evaluation_days": 1741.83,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610294400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864618051,
    "expiration_time": 1763230032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 66,
            "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": [
        [
            633713.4693753698,
            508245.4952436357,
            125467.9741317342,
            327537.5160581761,
            81182.4640906837,
            246355.0519674923
        ],
        [
            633.713469,
            508.245495,
            125.467974,
            327.537516,
            81.182464,
            246.355052
        ],
        [
            0.363821,
            0.291788,
            0.072032,
            0.083445,
            0.034127,
            0.071347
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -150619,
            -193689,
            -56561,
            -481622,
            -462412,
            -148885
        ],
        [
            1.835156,
            2.177916,
            1.383321,
            1.168613,
            1.072772,
            1.297904
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            79,
            43,
            36,
            79,
            43,
            36
        ],
        [
            40.601504,
            35.820896,
            45.454545,
            40.601504,
            35.820896,
            45.454545
        ],
        [
            2.684765,
            3.9021,
            1.659985,
            1.709638,
            1.92205,
            1.557485
        ],
        [
            339574,
            339574,
            74253,
            339574,
            339574,
            182062
        ],
        [
            -35486,
            -33360,
            -35486,
            -176027,
            -176027,
            -101805
        ],
        [
            77,
            56,
            97,
            77,
            56,
            97
        ],
        [
            124,
            93,
            150,
            124,
            93,
            150
        ],
        [
            44,
            36,
            54,
            44,
            36,
            54
        ],
        [
            10257,
            3790,
            6467,
            10257,
            3790,
            6467
        ],
        [
            0,
            0,
            7.562709,
            0,
            0,
            7.562709
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346227,
            -109506,
            -220144,
            -118790,
            -409142,
            -221579
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10451,
    "evaluation_days": 1741.83,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610294400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758864618051,
    "expiration_time": 1763230032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 144,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 66,
            "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)