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Trade: GRT/USDT/480/MIDPRICE/ZLMA/1146

Strategy
GRT/USDT/480/MIDPRICE/ZLMA/1146
Pair
GRT_USDT
Interval
8h
Score
325828
Daily Profit
0.206857
Profit Factor
1.299403
Profitability
48.771930
Streak
0.000000
Best Strategy
Training Data Length
1747.000000
Evaluation Time
2025-09-29 17:01
Expiration Time
2025-11-20 19:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 361380.0056 242369.0368 119010.9688 75352.9599 255724.8243 -180371.8643
Total P&L (%) 361.38 242.369 119.011 75.353 255.7248 -180.3719
Avg Daily Profit (%) 0.2069 0.1387 0.0681 0.0322 0.0727 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128356 -92380 -113115 -556039 -380720 -677107
Profit Factor 1.2994 1.4478 1.1788 1.0209 1.1608 0.9107
Total Trades 285 143 142 285 143 142
Winning Trades 139 62 77 139 62 77
Losing Trades 146 81 65 146 81 65
Profitability (%) 48.7719 43.3566 54.2254 48.7719 43.3566 54.2254
Ratio Avg Win / Avg Loss 1.3648 1.8915 0.9951 1.0723 1.5165 0.7687
Largest Winning Trade 89224 89224 50165 282388 282388 125931
Largest Losing Trade -50028 -31963 -50028 -287595 -124877 -287595
Avg Bars in Trades 17 11 24 17 11 24
Avg Bars in Winners 20 10 28 20 10 28
Avg Bars in Losers 15 12 19 15 12 19
Bars Traded 5118 1674 3444 5118 1674 3444
Profit Streak 0 0 16.9175 0 0 16.9175
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 325828 -8210 -126320 -346208 -140986 -579559
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5241,
    "evaluation_days": 1747,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1609920000000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759154475414,
    "expiration_time": 1763661024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 60,
            "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": [
        [
            361380.0055838661,
            242369.0367956485,
            119010.9687882173,
            75352.9599418149,
            255724.8242826862,
            -180371.8643408709
        ],
        [
            361.380006,
            242.369037,
            119.010969,
            75.35296,
            255.724824,
            -180.371864
        ],
        [
            0.206857,
            0.138734,
            0.068123,
            0.032153,
            0.072664,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128356,
            -92380,
            -113115,
            -556039,
            -380720,
            -677107
        ],
        [
            1.299403,
            1.447813,
            1.178755,
            1.020876,
            1.160756,
            0.910652
        ],
        [
            285,
            143,
            142,
            285,
            143,
            142
        ],
        [
            139,
            62,
            77,
            139,
            62,
            77
        ],
        [
            146,
            81,
            65,
            146,
            81,
            65
        ],
        [
            48.77193,
            43.356643,
            54.225352,
            48.77193,
            43.356643,
            54.225352
        ],
        [
            1.36484,
            1.891497,
            0.995053,
            1.072287,
            1.516472,
            0.768732
        ],
        [
            89224,
            89224,
            50165,
            282388,
            282388,
            125931
        ],
        [
            -50028,
            -31963,
            -50028,
            -287595,
            -124877,
            -287595
        ],
        [
            17,
            11,
            24,
            17,
            11,
            24
        ],
        [
            20,
            10,
            28,
            20,
            10,
            28
        ],
        [
            15,
            12,
            19,
            15,
            12,
            19
        ],
        [
            5118,
            1674,
            3444,
            5118,
            1674,
            3444
        ],
        [
            0,
            0,
            16.917539,
            0,
            0,
            16.917539
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325828,
            -8210,
            -126320,
            -346208,
            -140986,
            -579559
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5241,
    "evaluation_days": 1747,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1609920000000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759154475414,
    "expiration_time": 1763661024000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 60,
            "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)