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Trade: GRT/USDT/60/DCM/VWMA/7506

Strategy
GRT/USDT/60/DCM/VWMA/7506
Pair
GRT_USDT
Interval
1h
Score
312603
Daily Profit
0.266213
Profit Factor
1.566148
Profitability
42.000000
Streak
0.000000
Best Strategy
Training Data Length
1041.670000
Evaluation Time
2025-10-10 12:27
Expiration Time
2025-12-24 11:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 277306.0415 219348.2931 57957.7483 312419.5956 138075.6343 174343.9612
Total P&L (%) 277.306 219.3483 57.9577 312.4196 138.0756 174.344
Avg Daily Profit (%) 0.2662 0.2106 0.0556 0.1361 0.0833 0.0969
Buy And Hold Return (%) 22.7618 22.7618 22.7618 22.7618 22.7618 22.7618
Max Trade Drawdown -76480 -58849 -65616 -212691 -263401 -131841
Profit Factor 1.5661 1.9348 1.2271 1.2402 1.2132 1.2669
Total Trades 150 75 75 150 75 75
Winning Trades 63 31 32 63 31 32
Losing Trades 87 44 43 87 44 43
Profitability (%) 42 41.3333 42.6667 42 41.3333 42.6667
Ratio Avg Win / Avg Loss 2.1628 2.7462 1.649 1.7126 1.7219 1.7024
Largest Winning Trade 125918 125918 29126 130524 130524 108009
Largest Losing Trade -18649 -17996 -18649 -64212 -47425 -64212
Avg Bars in Trades 164 150 179 164 150 179
Avg Bars in Winners 258 232 283 258 232 283
Avg Bars in Losers 96 92 101 96 92 101
Bars Traded 24729 11290 13438 24729 11290 13438
Profit Streak 0 0 32.0607 0 0 32.0607
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312603 -48942 -180655 -12819 -142017 -121841
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670086800000,
    "first_datapoint_time": 1670932800000,
    "last_datapoint_time": 1760086800000,
    "evaluation_time": 1760088441893,
    "expiration_time": 1766566800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 59,
            "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": [
        [
            277306.0414515144,
            219348.2931291656,
            57957.7483223487,
            312419.5955587087,
            138075.6343210446,
            174343.9612376642
        ],
        [
            277.306041,
            219.348293,
            57.957748,
            312.419596,
            138.075634,
            174.343961
        ],
        [
            0.266213,
            0.210574,
            0.055639,
            0.136112,
            0.083307,
            0.096931
        ],
        [
            22.76176,
            22.76176,
            22.76176,
            22.76176,
            22.76176,
            22.76176
        ],
        [
            -76480,
            -58849,
            -65616,
            -212691,
            -263401,
            -131841
        ],
        [
            1.566148,
            1.934789,
            1.227141,
            1.240153,
            1.213158,
            1.266925
        ],
        [
            150,
            75,
            75,
            150,
            75,
            75
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            42,
            41.333333,
            42.666667,
            42,
            41.333333,
            42.666667
        ],
        [
            2.162776,
            2.746153,
            1.648971,
            1.712592,
            1.721901,
            1.70243
        ],
        [
            125918,
            125918,
            29126,
            130524,
            130524,
            108009
        ],
        [
            -18649,
            -17996,
            -18649,
            -64212,
            -47425,
            -64212
        ],
        [
            164,
            150,
            179,
            164,
            150,
            179
        ],
        [
            258,
            232,
            283,
            258,
            232,
            283
        ],
        [
            96,
            92,
            101,
            96,
            92,
            101
        ],
        [
            24729,
            11290,
            13438,
            24729,
            11290,
            13438
        ],
        [
            0,
            0,
            32.06067,
            0,
            0,
            32.06067
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312603,
            -48942,
            -180655,
            -12819,
            -142017,
            -121841
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 1041.67,
    "actual_first_datapoint_time": 1670086800000,
    "first_datapoint_time": 1670932800000,
    "last_datapoint_time": 1760086800000,
    "evaluation_time": 1760088441893,
    "expiration_time": 1766566800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 59,
            "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)