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Trade: GRT/USDT/240/VWMA/PSAR/6571

Strategy
GRT/USDT/240/VWMA/PSAR/6571
Pair
GRT_USDT
Interval
4h
Score
532709
Daily Profit
0.337467
Profit Factor
1.469537
Profitability
48.614610
Streak
15.919835
Best Strategy
Training Data Length
1754.170000
Evaluation Time
2025-10-07 01:04
Expiration Time
2025-11-28 13:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 591974.44 406883.3375 185091.1025 1206044.7091 666226.8609 539817.8482
Total P&L (%) 591.9744 406.8833 185.0911 1206.0447 666.2269 539.8178
Avg Daily Profit (%) 0.3375 0.232 0.1055 0.1466 0.1162 0.1059
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128560 -85367 -94499 -3263191 -1921926 -2061175
Profit Factor 1.4695 1.6373 1.2974 1.0676 1.0732 1.0618
Total Trades 397 199 198 397 199 198
Winning Trades 193 94 99 193 94 99
Losing Trades 204 105 99 204 105 99
Profitability (%) 48.6146 47.2362 50 48.6146 47.2362 50
Ratio Avg Win / Avg Loss 1.5533 1.8289 1.2974 1.1285 1.1987 1.0618
Largest Winning Trade 224388 224388 48934 1343126 1343126 529488
Largest Losing Trade -26793 -20730 -26793 -708670 -519933 -708670
Avg Bars in Trades 26 21 30 26 21 30
Avg Bars in Winners 35 25 44 35 25 44
Avg Bars in Losers 17 18 15 17 18 15
Bars Traded 10349 4353 5996 10349 4353 5996
Profit Streak 15.9198 15.9198 17.7532 15.9198 15.9198 17.7532
Trades During Streak 4 2 2 4 2 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 532709 423135 -50503 -139734 -176819 -202210
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10525,
    "evaluation_days": 1754.17,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609804800000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759788273759,
    "expiration_time": 1764327600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            591974.4400174109,
            406883.3375203547,
            185091.1024970572,
            1206044.7091066458,
            666226.8608727214,
            539817.8482339242
        ],
        [
            591.97444,
            406.883338,
            185.091102,
            1206.044709,
            666.226861,
            539.817848
        ],
        [
            0.337467,
            0.231952,
            0.105515,
            0.146592,
            0.116151,
            0.105862
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128560,
            -85367,
            -94499,
            -3263191,
            -1921926,
            -2061175
        ],
        [
            1.469537,
            1.637302,
            1.297424,
            1.067611,
            1.073155,
            1.061827
        ],
        [
            397,
            199,
            198,
            397,
            199,
            198
        ],
        [
            193,
            94,
            99,
            193,
            94,
            99
        ],
        [
            204,
            105,
            99,
            204,
            105,
            99
        ],
        [
            48.61461,
            47.236181,
            50,
            48.61461,
            47.236181,
            50
        ],
        [
            1.553293,
            1.828901,
            1.297424,
            1.128459,
            1.198737,
            1.061827
        ],
        [
            224388,
            224388,
            48934,
            1343126,
            1343126,
            529488
        ],
        [
            -26793,
            -20730,
            -26793,
            -708670,
            -519933,
            -708670
        ],
        [
            26,
            21,
            30,
            26,
            21,
            30
        ],
        [
            35,
            25,
            44,
            35,
            25,
            44
        ],
        [
            17,
            18,
            15,
            17,
            18,
            15
        ],
        [
            10349,
            4353,
            5996,
            10349,
            4353,
            5996
        ],
        [
            15.919835,
            15.919835,
            17.753168,
            15.919835,
            15.919835,
            17.753168
        ],
        [
            4,
            2,
            2,
            4,
            2,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            532709,
            423135,
            -50503,
            -139734,
            -176819,
            -202210
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10525,
    "evaluation_days": 1754.17,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609804800000,
    "last_datapoint_time": 1759780800000,
    "evaluation_time": 1759788273759,
    "expiration_time": 1764327600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)