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Trade: GRT/USDT/360/VWMA/HILO/1240

Strategy
GRT/USDT/360/VWMA/HILO/1240
Pair
GRT_USDT
Interval
6h
Score
435084
Daily Profit
0.260747
Profit Factor
1.627557
Profitability
50.318471
Streak
0.000000
Best Strategy
Training Data Length
1753.500000
Evaluation Time
2025-10-06 03:19
Expiration Time
2025-11-27 16:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 457220.3693 279138.6484 178081.7208 495364.9134 -26121.5422 521486.4556
Total P&L (%) 457.2204 279.1386 178.0817 495.3649 -26.1215 521.4865
Avg Daily Profit (%) 0.2607 0.1592 0.1016 0.1018 -0.0173 0.1042
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111143 -125585 -95124 -307825 -296814 -238723
Profit Factor 1.6276 1.7135 1.5279 1.2335 0.9781 1.5602
Total Trades 157 79 78 157 79 78
Winning Trades 79 33 46 79 33 46
Losing Trades 78 46 32 78 46 32
Profitability (%) 50.3185 41.7722 58.9744 50.3185 41.7722 58.9744
Ratio Avg Win / Avg Loss 1.607 2.3885 1.0629 1.2179 1.3633 1.0853
Largest Winning Trade 150083 150083 52674 179720 178288 179720
Largest Losing Trade -39186 -33263 -39186 -143430 -120961 -143430
Avg Bars in Trades 43 30 56 43 30 56
Avg Bars in Winners 61 45 72 61 45 72
Avg Bars in Losers 25 20 32 25 20 32
Bars Traded 6831 2446 4385 6831 2446 4385
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 435084 -19638 -88935 -56543 -609269 -84742
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7014,
    "evaluation_days": 1753.5,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1610150400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759709959502,
    "expiration_time": 1764253872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            457220.3692760506,
            279138.6484325444,
            178081.7208435062,
            495364.9134129575,
            -26121.5421676514,
            521486.4555806088
        ],
        [
            457.220369,
            279.138648,
            178.081721,
            495.364913,
            -26.121542,
            521.486456
        ],
        [
            0.260747,
            0.159189,
            0.101558,
            0.101791,
            -0.017264,
            0.104243
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111143,
            -125585,
            -95124,
            -307825,
            -296814,
            -238723
        ],
        [
            1.627557,
            1.713465,
            1.527918,
            1.233537,
            0.978052,
            1.560161
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            79,
            33,
            46,
            79,
            33,
            46
        ],
        [
            78,
            46,
            32,
            78,
            46,
            32
        ],
        [
            50.318471,
            41.772152,
            58.974359,
            50.318471,
            41.772152,
            58.974359
        ],
        [
            1.606955,
            2.388467,
            1.062899,
            1.217923,
            1.363346,
            1.085329
        ],
        [
            150083,
            150083,
            52674,
            179720,
            178288,
            179720
        ],
        [
            -39186,
            -33263,
            -39186,
            -143430,
            -120961,
            -143430
        ],
        [
            43,
            30,
            56,
            43,
            30,
            56
        ],
        [
            61,
            45,
            72,
            61,
            45,
            72
        ],
        [
            25,
            20,
            32,
            25,
            20,
            32
        ],
        [
            6831,
            2446,
            4385,
            6831,
            2446,
            4385
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            435084,
            -19638,
            -88935,
            -56543,
            -609269,
            -84742
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7014,
    "evaluation_days": 1753.5,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1610150400000,
    "last_datapoint_time": 1759708800000,
    "evaluation_time": 1759709959502,
    "expiration_time": 1764253872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 90,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)