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Trade: GRT/USDT/240/VWMA/SUPERTREND/6007

Strategy
GRT/USDT/240/VWMA/SUPERTREND/6007
Pair
GRT_USDT
Interval
4h
Score
325857
Daily Profit
0.351055
Profit Factor
1.712819
Profitability
37.885463
Streak
0.000000
Best Strategy
Training Data Length
1745.670000
Evaluation Time
2025-09-28 12:49
Expiration Time
2025-11-19 18:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 612825.8105 440962.1892 171863.6213 700977.2607 252032.505 448944.7558
Total P&L (%) 612.8258 440.9622 171.8636 700.9773 252.0325 448.9448
Avg Daily Profit (%) 0.3511 0.2526 0.0985 0.1193 0.0721 0.0976
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -103992 -150749 -46742 -494916 -455202 -265572
Profit Factor 1.7128 1.9275 1.4473 1.1988 1.1248 1.2979
Total Trades 227 114 113 227 114 113
Winning Trades 86 37 49 86 37 49
Losing Trades 141 77 64 141 77 64
Profitability (%) 37.8855 32.4561 43.3628 37.8855 32.4561 43.3628
Ratio Avg Win / Avg Loss 2.8082 4.0112 1.8903 1.9654 2.3408 1.6953
Largest Winning Trade 312008 312008 58186 340196 340196 205596
Largest Losing Trade -24091 -17949 -24091 -143229 -143229 -110760
Avg Bars in Trades 45 37 52 45 37 52
Avg Bars in Winners 78 66 87 78 66 87
Avg Bars in Losers 24 24 25 24 24 25
Bars Traded 10255 4305 5950 10255 4305 5950
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 325857 167660 -62278 -37651 -185853 -64334
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10474,
    "evaluation_days": 1745.67,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610049600000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759052964778,
    "expiration_time": 1763571168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 58,
            "offset": 0,
            "multiplier": 1.68389
        }
    }
}
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": [
        [
            612825.8105279357,
            440962.1891818319,
            171863.6213461034,
            700977.2607149099,
            252032.5049538605,
            448944.7557610502
        ],
        [
            612.825811,
            440.962189,
            171.863621,
            700.977261,
            252.032505,
            448.944756
        ],
        [
            0.351055,
            0.252603,
            0.098451,
            0.119261,
            0.072122,
            0.097593
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -103992,
            -150749,
            -46742,
            -494916,
            -455202,
            -265572
        ],
        [
            1.712819,
            1.927452,
            1.447251,
            1.198784,
            1.1248,
            1.297937
        ],
        [
            227,
            114,
            113,
            227,
            114,
            113
        ],
        [
            86,
            37,
            49,
            86,
            37,
            49
        ],
        [
            141,
            77,
            64,
            141,
            77,
            64
        ],
        [
            37.885463,
            32.45614,
            43.362832,
            37.885463,
            32.45614,
            43.362832
        ],
        [
            2.808226,
            4.011183,
            1.890288,
            1.965448,
            2.3408,
            1.695264
        ],
        [
            312008,
            312008,
            58186,
            340196,
            340196,
            205596
        ],
        [
            -24091,
            -17949,
            -24091,
            -143229,
            -143229,
            -110760
        ],
        [
            45,
            37,
            52,
            45,
            37,
            52
        ],
        [
            78,
            66,
            87,
            78,
            66,
            87
        ],
        [
            24,
            24,
            25,
            24,
            24,
            25
        ],
        [
            10255,
            4305,
            5950,
            10255,
            4305,
            5950
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325857,
            167660,
            -62278,
            -37651,
            -185853,
            -64334
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10474,
    "evaluation_days": 1745.67,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610049600000,
    "last_datapoint_time": 1759046400000,
    "evaluation_time": 1759052964778,
    "expiration_time": 1763571168000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 58,
            "offset": 0,
            "multiplier": 1.68389
        }
    }
}

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)