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Trade: GRT/USDT/360/MIDPRICE/JMA/4291

Strategy
GRT/USDT/360/MIDPRICE/JMA/4291
Pair
GRT_USDT
Interval
6h
Score
317351
Daily Profit
0.388712
Profit Factor
2.024848
Profitability
37.037037
Streak
0.000000
Best Strategy
Training Data Length
1746.000000
Evaluation Time
2025-09-28 16:44
Expiration Time
2025-11-19 23:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 678690.8328 487233.2596 191457.5732 1253786.7478 430975.5183 822811.2295
Total P&L (%) 678.6908 487.2333 191.4576 1253.7867 430.9755 822.8112
Avg Daily Profit (%) 0.3887 0.2791 0.1097 0.1493 0.0957 0.1274
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88428 -118361 -51986 -369162 -588618 -300346
Profit Factor 2.0248 2.3466 1.6373 1.3843 1.2241 1.6142
Total Trades 135 68 67 135 68 67
Winning Trades 50 20 30 50 20 30
Losing Trades 85 48 37 85 48 37
Profitability (%) 37.037 29.4118 44.7761 37.037 29.4118 44.7761
Ratio Avg Win / Avg Loss 3.4422 5.6318 2.0194 2.3533 2.9379 1.9908
Largest Winning Trade 316311 316311 55614 506670 506670 328538
Largest Losing Trade -26590 -23251 -26590 -208944 -208944 -168203
Avg Bars in Trades 50 37 63 50 37 63
Avg Bars in Winners 90 74 101 90 74 101
Avg Bars in Losers 27 22 33 27 22 33
Bars Traded 6838 2559 4279 6838 2559 4279
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 317351 -107062 -162488 135151 -184347 -138512
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6984,
    "evaluation_days": 1746,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1610042400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759067060032,
    "expiration_time": 1763586432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 26,
            "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": [
        [
            678690.8327573388,
            487233.2595880301,
            191457.5731693088,
            1253786.747794197,
            430975.5182529383,
            822811.2295412587
        ],
        [
            678.690833,
            487.23326,
            191.457573,
            1253.786748,
            430.975518,
            822.81123
        ],
        [
            0.388712,
            0.279057,
            0.109655,
            0.149338,
            0.095667,
            0.127358
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88428,
            -118361,
            -51986,
            -369162,
            -588618,
            -300346
        ],
        [
            2.024848,
            2.346565,
            1.637339,
            1.384284,
            1.224122,
            1.614172
        ],
        [
            135,
            68,
            67,
            135,
            68,
            67
        ],
        [
            50,
            20,
            30,
            50,
            20,
            30
        ],
        [
            85,
            48,
            37,
            85,
            48,
            37
        ],
        [
            37.037037,
            29.411765,
            44.776119,
            37.037037,
            29.411765,
            44.776119
        ],
        [
            3.442242,
            5.631755,
            2.019385,
            2.353282,
            2.937893,
            1.990812
        ],
        [
            316311,
            316311,
            55614,
            506670,
            506670,
            328538
        ],
        [
            -26590,
            -23251,
            -26590,
            -208944,
            -208944,
            -168203
        ],
        [
            50,
            37,
            63,
            50,
            37,
            63
        ],
        [
            90,
            74,
            101,
            90,
            74,
            101
        ],
        [
            27,
            22,
            33,
            27,
            22,
            33
        ],
        [
            6838,
            2559,
            4279,
            6838,
            2559,
            4279
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317351,
            -107062,
            -162488,
            135151,
            -184347,
            -138512
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6984,
    "evaluation_days": 1746,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1610042400000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759067060032,
    "expiration_time": 1763586432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 85,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 26,
            "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)