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Trade: GRT/USDT/360/SSF/MIDPOINT/3037

Strategy
GRT/USDT/360/SSF/MIDPOINT/3037
Pair
GRT_USDT
Interval
6h
Score
322724
Daily Profit
0.299164
Profit Factor
1.747528
Profitability
41.000000
Streak
0.000000
Best Strategy
Training Data Length
1746.750000
Evaluation Time
2025-09-29 11:03
Expiration Time
2025-11-20 17:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 522564.4162 422809.884 99754.5321 161097.5594 47563.7318 113533.8276
Total P&L (%) 522.5644 422.8099 99.7545 161.0976 47.5637 113.5338
Avg Daily Profit (%) 0.2992 0.2421 0.0571 0.055 0.0223 0.0434
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113426 -161153 -43740 -127970 -163827 -40219
Profit Factor 1.7475 2.0216 1.3498 1.1924 1.0925 1.3513
Total Trades 100 50 50 100 50 50
Winning Trades 41 18 23 41 18 23
Losing Trades 59 32 27 59 32 27
Profitability (%) 41 36 46 41 36 46
Ratio Avg Win / Avg Loss 2.5147 3.594 1.5845 1.716 1.9423 1.5863
Largest Winning Trade 260576 260576 58246 114510 114510 76957
Largest Losing Trade -56054 -32422 -56054 -79471 -79471 -56054
Avg Bars in Trades 68 63 74 68 63 74
Avg Bars in Winners 112 114 110 112 114 110
Avg Bars in Losers 38 34 44 38 34 44
Bars Traded 6889 3152 3736 6889 3152 3736
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 322724 -173677 -296772 -130484 -467765 -314988
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6987,
    "evaluation_days": 1746.75,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1608832800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759133007553,
    "expiration_time": 1763653176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 181,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 29,
            "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": [
        [
            522564.4161848315,
            422809.8840348878,
            99754.5321499435,
            161097.5594144531,
            47563.7317876512,
            113533.8276268019
        ],
        [
            522.564416,
            422.809884,
            99.754532,
            161.097559,
            47.563732,
            113.533828
        ],
        [
            0.299164,
            0.242055,
            0.057109,
            0.054959,
            0.022278,
            0.04344
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113426,
            -161153,
            -43740,
            -127970,
            -163827,
            -40219
        ],
        [
            1.747528,
            2.021604,
            1.349786,
            1.192448,
            1.092548,
            1.351322
        ],
        [
            100,
            50,
            50,
            100,
            50,
            50
        ],
        [
            41,
            18,
            23,
            41,
            18,
            23
        ],
        [
            59,
            32,
            27,
            59,
            32,
            27
        ],
        [
            41,
            36,
            46,
            41,
            36,
            46
        ],
        [
            2.514736,
            3.593963,
            1.584531,
            1.715962,
            1.942308,
            1.586335
        ],
        [
            260576,
            260576,
            58246,
            114510,
            114510,
            76957
        ],
        [
            -56054,
            -32422,
            -56054,
            -79471,
            -79471,
            -56054
        ],
        [
            68,
            63,
            74,
            68,
            63,
            74
        ],
        [
            112,
            114,
            110,
            112,
            114,
            110
        ],
        [
            38,
            34,
            44,
            38,
            34,
            44
        ],
        [
            6889,
            3152,
            3736,
            6889,
            3152,
            3736
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322724,
            -173677,
            -296772,
            -130484,
            -467765,
            -314988
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6987,
    "evaluation_days": 1746.75,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1608832800000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759133007553,
    "expiration_time": 1763653176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 181,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 29,
            "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)