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Trade: GRT/USDT/480/MIDPRICE/ZLMA/5214

Strategy
GRT/USDT/480/MIDPRICE/ZLMA/5214
Pair
GRT_USDT
Interval
8h
Score
540140
Daily Profit
0.421944
Profit Factor
2.247695
Profitability
53.383459
Streak
0.000000
Best Strategy
Training Data Length
1755.670000
Evaluation Time
2025-10-08 07:41
Expiration Time
2025-11-29 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 740794.0686 469454.9207 271339.148 6498835.7508 2676589.0886 3822246.6622
Total P&L (%) 740.7941 469.4549 271.3391 6498.8358 2676.5891 3822.2467
Avg Daily Profit (%) 0.4219 0.2674 0.1546 0.2389 0.1895 0.2092
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -139812 -99954 -51772 -4166826 -2691729 -1475097
Profit Factor 2.2477 2.5179 1.9539 1.6455 1.5021 1.8069
Total Trades 133 67 66 133 67 66
Winning Trades 71 36 35 71 36 35
Losing Trades 62 31 31 62 31 31
Profitability (%) 53.3835 53.7313 53.0303 53.3835 53.7313 53.0303
Ratio Avg Win / Avg Loss 1.9628 2.1682 1.7306 1.4369 1.2934 1.6004
Largest Winning Trade 227714 227714 73436 1676758 1116531 1676758
Largest Losing Trade -33243 -33196 -33243 -1270046 -1270046 -1056753
Avg Bars in Trades 38 26 51 38 26 51
Avg Bars in Winners 48 27 70 48 27 70
Avg Bars in Losers 26 25 28 26 25 28
Bars Traded 5116 1749 3367 5116 1749 3367
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 540140 -102922 -112843 401985 -106652 -112243
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5267,
    "evaluation_days": 1755.67,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1610323200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759898463763,
    "expiration_time": 1764432288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 74,
            "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": [
        [
            740794.0686456996,
            469454.9206649598,
            271339.1479807396,
            6498835.750841966,
            2676589.0886413595,
            3822246.6622006088
        ],
        [
            740.794069,
            469.454921,
            271.339148,
            6498.835751,
            2676.589089,
            3822.246662
        ],
        [
            0.421944,
            0.267394,
            0.15455,
            0.238911,
            0.189498,
            0.209213
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -139812,
            -99954,
            -51772,
            -4166826,
            -2691729,
            -1475097
        ],
        [
            2.247695,
            2.517941,
            1.953877,
            1.645495,
            1.502061,
            1.806928
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            71,
            36,
            35,
            71,
            36,
            35
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            53.383459,
            53.731343,
            53.030303,
            53.383459,
            53.731343,
            53.030303
        ],
        [
            1.962776,
            2.168227,
            1.730577,
            1.436911,
            1.293442,
            1.600422
        ],
        [
            227714,
            227714,
            73436,
            1676758,
            1116531,
            1676758
        ],
        [
            -33243,
            -33196,
            -33243,
            -1270046,
            -1270046,
            -1056753
        ],
        [
            38,
            26,
            51,
            38,
            26,
            51
        ],
        [
            48,
            27,
            70,
            48,
            27,
            70
        ],
        [
            26,
            25,
            28,
            26,
            25,
            28
        ],
        [
            5116,
            1749,
            3367,
            5116,
            1749,
            3367
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            540140,
            -102922,
            -112843,
            401985,
            -106652,
            -112243
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5267,
    "evaluation_days": 1755.67,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1610323200000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759898463763,
    "expiration_time": 1764432288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 74,
            "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)