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Trade: GRT/USDT/480/VWMA/HILO/4143

Strategy
GRT/USDT/480/VWMA/HILO/4143
Pair
GRT_USDT
Interval
8h
Score
576111
Daily Profit
0.461758
Profit Factor
2.964140
Profitability
49.494949
Streak
0.000000
Best Strategy
Training Data Length
1749.330000
Evaluation Time
2025-10-02 02:53
Expiration Time
2025-11-23 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 807767.7483 552218.28 255549.4683 6296985.4035 521153.5 5775831.9035
Total P&L (%) 807.7677 552.2183 255.5495 6296.9854 521.1535 5775.8319
Avg Daily Profit (%) 0.4618 0.3157 0.1461 0.238 0.1045 0.2331
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70625 -71879 -30966 -4897621 -4269992 -1942354
Profit Factor 2.9641 3.3837 2.4229 1.4632 1.0639 2.0627
Total Trades 99 50 49 99 50 49
Winning Trades 49 20 29 49 20 29
Losing Trades 50 30 20 50 30 20
Profitability (%) 49.4949 40 59.1837 49.4949 40 59.1837
Ratio Avg Win / Avg Loss 3.0246 5.0756 1.671 1.493 1.5958 1.4225
Largest Winning Trade 303747 303747 74137 3366984 2536079 3366984
Largest Losing Trade -26605 -21509 -26605 -1727658 -1727658 -1580553
Avg Bars in Trades 51 34 68 51 34 68
Avg Bars in Winners 69 57 78 69 57 78
Avg Bars in Losers 33 20 54 33 20 54
Bars Traded 5117 1747 3369 5117 1747 3369
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 576111 -168447 283518 342388 -386214 447035
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5248,
    "evaluation_days": 1749.33,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1611043200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759362794108,
    "expiration_time": 1763868672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 99,
            "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": [
        [
            807767.7483448638,
            552218.280045239,
            255549.4682996244,
            6296985.40354133,
            521153.5000032771,
            5775831.903538056
        ],
        [
            807.767748,
            552.21828,
            255.549468,
            6296.985404,
            521.1535,
            5775.831904
        ],
        [
            0.461758,
            0.315674,
            0.146084,
            0.237997,
            0.104461,
            0.233128
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70625,
            -71879,
            -30966,
            -4897621,
            -4269992,
            -1942354
        ],
        [
            2.96414,
            3.383715,
            2.422923,
            1.463176,
            1.063867,
            2.062654
        ],
        [
            99,
            50,
            49,
            99,
            50,
            49
        ],
        [
            49,
            20,
            29,
            49,
            20,
            29
        ],
        [
            50,
            30,
            20,
            50,
            30,
            20
        ],
        [
            49.494949,
            40,
            59.183673,
            49.494949,
            40,
            59.183673
        ],
        [
            3.024633,
            5.075572,
            1.670981,
            1.493037,
            1.595801,
            1.42252
        ],
        [
            303747,
            303747,
            74137,
            3366984,
            2536079,
            3366984
        ],
        [
            -26605,
            -21509,
            -26605,
            -1727658,
            -1727658,
            -1580553
        ],
        [
            51,
            34,
            68,
            51,
            34,
            68
        ],
        [
            69,
            57,
            78,
            69,
            57,
            78
        ],
        [
            33,
            20,
            54,
            33,
            20,
            54
        ],
        [
            5117,
            1747,
            3369,
            5117,
            1747,
            3369
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            576111,
            -168447,
            283518,
            342388,
            -386214,
            447035
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5248,
    "evaluation_days": 1749.33,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1611043200000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759362794108,
    "expiration_time": 1763868672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 99,
            "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)