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Trade: GRT/USDT/240/VWMA/JMA/4743

Strategy
GRT/USDT/240/VWMA/JMA/4743
Pair
GRT_USDT
Interval
4h
Score
443492
Daily Profit
0.495546
Profit Factor
2.657351
Profitability
40.707965
Streak
0.000000
Best Strategy
Training Data Length
1746.830000
Evaluation Time
2025-09-29 18:33
Expiration Time
2025-11-20 23:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 865634.9147 595970.8132 269664.1015 6562580.8221 2028259.5449 4534321.2771
Total P&L (%) 865.6349 595.9708 269.6641 6562.5808 2028.2595 4534.3213
Avg Daily Profit (%) 0.4955 0.3412 0.1544 0.2407 0.1752 0.2198
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -57630 -78224 -32956 -2853242 -3936540 -2396212
Profit Factor 2.6574 2.9251 2.2677 1.4018 1.2089 1.6847
Total Trades 113 57 56 113 57 56
Winning Trades 46 17 29 46 17 29
Losing Trades 67 40 27 67 40 27
Profitability (%) 40.708 29.8246 51.7857 40.708 29.8246 51.7857
Ratio Avg Win / Avg Loss 3.8705 6.8827 2.1113 2.0418 2.8444 1.5685
Largest Winning Trade 371819 371819 52197 3421140 3421140 2052166
Largest Losing Trade -21756 -17225 -21756 -1226875 -1220078 -1226875
Avg Bars in Trades 90 71 110 90 71 110
Avg Bars in Winners 159 152 163 159 152 163
Avg Bars in Losers 43 36 53 43 36 53
Bars Traded 10255 4055 6200 10255 4055 6200
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 443492 -174054 -168276 248010 -180420 -168424
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10481,
    "evaluation_days": 1746.83,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610092800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759160032651,
    "expiration_time": 1763674992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 37,
            "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": [
        [
            865634.9146947655,
            595970.8131696511,
            269664.1015251142,
            6562580.822072458,
            2028259.5449227667,
            4534321.277149695
        ],
        [
            865.634915,
            595.970813,
            269.664102,
            6562.580822,
            2028.259545,
            4534.321277
        ],
        [
            0.495546,
            0.341173,
            0.154373,
            0.240673,
            0.175207,
            0.219843
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -57630,
            -78224,
            -32956,
            -2853242,
            -3936540,
            -2396212
        ],
        [
            2.657351,
            2.925127,
            2.267662,
            1.401813,
            1.208881,
            1.684708
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            46,
            17,
            29,
            46,
            17,
            29
        ],
        [
            67,
            40,
            27,
            67,
            40,
            27
        ],
        [
            40.707965,
            29.824561,
            51.785714,
            40.707965,
            29.824561,
            51.785714
        ],
        [
            3.870489,
            6.882651,
            2.111272,
            2.041772,
            2.844425,
            1.568522
        ],
        [
            371819,
            371819,
            52197,
            3421140,
            3421140,
            2052166
        ],
        [
            -21756,
            -17225,
            -21756,
            -1226875,
            -1220078,
            -1226875
        ],
        [
            90,
            71,
            110,
            90,
            71,
            110
        ],
        [
            159,
            152,
            163,
            159,
            152,
            163
        ],
        [
            43,
            36,
            53,
            43,
            36,
            53
        ],
        [
            10255,
            4055,
            6200,
            10255,
            4055,
            6200
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            443492,
            -174054,
            -168276,
            248010,
            -180420,
            -168424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10481,
    "evaluation_days": 1746.83,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610092800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759160032651,
    "expiration_time": 1763674992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 130,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 37,
            "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)