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Trade: GRT/USDT/360/SINWMA/KCL/2662

Strategy
GRT/USDT/360/SINWMA/KCL/2662
Pair
GRT_USDT
Interval
6h
Score
431042
Daily Profit
0.165056
Profit Factor
1.784849
Profitability
55.172414
Streak
326.248866
Best Strategy
Training Data Length
1753.000000
Evaluation Time
2025-10-05 20:58
Expiration Time
2025-11-27 04:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 655007.349 443245.8367 211761.5123 2776235.4713 1075034.5715 1701200.8997
Total P&L (%) 655.0073 443.2458 211.7615 2776.2355 1075.0346 1701.2009
Avg Daily Profit (%) 0.3736 0.2529 0.1208 0.1918 0.1407 0.1651
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131152 -47393 -103630 -1766386 -793597 -1343365
Profit Factor 2.6236 3.1372 2.0802 1.5823 1.4134 1.7848
Total Trades 59 30 29 59 30 29
Winning Trades 26 10 16 26 10 16
Losing Trades 33 20 13 33 20 13
Profitability (%) 44.0678 33.3333 55.1724 44.0678 33.3333 55.1724
Ratio Avg Win / Avg Loss 3.33 6.2745 1.6902 2.0083 2.8268 1.4502
Largest Winning Trade 224576 224576 67913 1178959 1178959 892587
Largest Losing Trade -23993 -22194 -23993 -358060 -358060 -353810
Avg Bars in Trades 115 55 178 115 55 178
Avg Bars in Winners 199 115 251 199 115 251
Avg Bars in Losers 49 25 87 49 25 87
Bars Traded 6820 1655 5165 6820 1655 5165
Profit Streak 0 0 326.2489 0 0 326.2489
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -167281 271393 -25825 -170919 -9495 431042
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7012,
    "evaluation_days": 1753,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1610798400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759687102021,
    "expiration_time": 1764209376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 79,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            655007.3490098258,
            443245.8367424905,
            211761.5122673354,
            2776235.4712745077,
            1075034.571546774,
            1701200.899727734
        ],
        [
            655.007349,
            443.245837,
            211.761512,
            2776.235471,
            1075.034572,
            1701.2009
        ],
        [
            0.373649,
            0.25285,
            0.120799,
            0.191802,
            0.140651,
            0.165056
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131152,
            -47393,
            -103630,
            -1766386,
            -793597,
            -1343365
        ],
        [
            2.62362,
            3.137248,
            2.080233,
            1.58227,
            1.413411,
            1.784849
        ],
        [
            59,
            30,
            29,
            59,
            30,
            29
        ],
        [
            26,
            10,
            16,
            26,
            10,
            16
        ],
        [
            33,
            20,
            13,
            33,
            20,
            13
        ],
        [
            44.067797,
            33.333333,
            55.172414,
            44.067797,
            33.333333,
            55.172414
        ],
        [
            3.329979,
            6.274496,
            1.690189,
            2.008266,
            2.826822,
            1.450189
        ],
        [
            224576,
            224576,
            67913,
            1178959,
            1178959,
            892587
        ],
        [
            -23993,
            -22194,
            -23993,
            -358060,
            -358060,
            -353810
        ],
        [
            115,
            55,
            178,
            115,
            55,
            178
        ],
        [
            199,
            115,
            251,
            199,
            115,
            251
        ],
        [
            49,
            25,
            87,
            49,
            25,
            87
        ],
        [
            6820,
            1655,
            5165,
            6820,
            1655,
            5165
        ],
        [
            0,
            0,
            326.248866,
            0,
            0,
            326.248866
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -167281,
            271393,
            -25825,
            -170919,
            -9495,
            431042
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7012,
    "evaluation_days": 1753,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1610798400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759687102021,
    "expiration_time": 1764209376000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 120,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 79,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)