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Trade: GRT/USDT/360/SSF/BBL/5232

Strategy
GRT/USDT/360/SSF/BBL/5232
Pair
GRT_USDT
Interval
6h
Score
301077
Daily Profit
0.235035
Profit Factor
1.650479
Profitability
42.342342
Streak
0.000000
Best Strategy
Training Data Length
1756.500000
Evaluation Time
2025-10-09 07:11
Expiration Time
2025-11-30 18:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 412838.8132 283809.5966 129029.2166 292252.1727 114489.6801 177762.4925
Total P&L (%) 412.8388 283.8096 129.0292 292.2522 114.4897 177.7625
Avg Daily Profit (%) 0.235 0.1616 0.0735 0.0778 0.0435 0.0582
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -90179 -81990 -60729 -258506 -178333 -143759
Profit Factor 1.6505 1.9008 1.4037 1.2181 1.179 1.2538
Total Trades 111 56 55 111 56 55
Winning Trades 47 21 26 47 21 26
Losing Trades 64 35 29 64 35 29
Profitability (%) 42.3423 37.5 47.2727 42.3423 37.5 47.2727
Ratio Avg Win / Avg Loss 2.2475 3.1681 1.5657 1.6587 1.965 1.3985
Largest Winning Trade 180413 180413 74474 170237 136662 170237
Largest Losing Trade -38168 -33782 -38168 -111803 -45932 -111803
Avg Bars in Trades 62 34 91 62 34 91
Avg Bars in Winners 106 49 151 106 49 151
Avg Bars in Losers 30 24 37 30 24 37
Bars Traded 6935 1912 5023 6935 1912 5023
Profit Streak 0 0 22.1747 0 0 22.1747
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301077 -174292 -273600 -91008 -342578 -296001
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7026,
    "evaluation_days": 1756.5,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1608487200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759983093725,
    "expiration_time": 1764520848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 192,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 2.28487
        }
    }
}
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": [
        [
            412838.8132328795,
            283809.5966444987,
            129029.2165883807,
            292252.1726705183,
            114489.68012936,
            177762.4925411583
        ],
        [
            412.838813,
            283.809597,
            129.029217,
            292.252173,
            114.48968,
            177.762493
        ],
        [
            0.235035,
            0.161577,
            0.073458,
            0.07784,
            0.043453,
            0.058178
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -90179,
            -81990,
            -60729,
            -258506,
            -178333,
            -143759
        ],
        [
            1.650479,
            1.900847,
            1.403694,
            1.218098,
            1.179001,
            1.253801
        ],
        [
            111,
            56,
            55,
            111,
            56,
            55
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            64,
            35,
            29,
            64,
            35,
            29
        ],
        [
            42.342342,
            37.5,
            47.272727,
            42.342342,
            37.5,
            47.272727
        ],
        [
            2.24746,
            3.168078,
            1.565659,
            1.658686,
            1.965002,
            1.39847
        ],
        [
            180413,
            180413,
            74474,
            170237,
            136662,
            170237
        ],
        [
            -38168,
            -33782,
            -38168,
            -111803,
            -45932,
            -111803
        ],
        [
            62,
            34,
            91,
            62,
            34,
            91
        ],
        [
            106,
            49,
            151,
            106,
            49,
            151
        ],
        [
            30,
            24,
            37,
            30,
            24,
            37
        ],
        [
            6935,
            1912,
            5023,
            6935,
            1912,
            5023
        ],
        [
            0,
            0,
            22.174696,
            0,
            0,
            22.174696
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301077,
            -174292,
            -273600,
            -91008,
            -342578,
            -296001
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7026,
    "evaluation_days": 1756.5,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1608487200000,
    "last_datapoint_time": 1759968000000,
    "evaluation_time": 1759983093725,
    "expiration_time": 1764520848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 192,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 2.28487
        }
    }
}

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)