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Trade: GRT/USDT/60/JMA/SSF/5340

Strategy
GRT/USDT/60/JMA/SSF/5340
Pair
GRT_USDT
Interval
1h
Score
332638
Daily Profit
0.261349
Profit Factor
1.332315
Profitability
43.968872
Streak
5.683932
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-26 05:24
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 272225.8768 223885.9933 48339.8835 262716.1093 161664.9747 101051.1347
Total P&L (%) 272.2259 223.886 48.3399 262.7161 161.665 101.0511
Avg Daily Profit (%) 0.2613 0.2149 0.0464 0.1238 0.0924 0.0671
Buy And Hold Return (%) 38.3117 38.3117 38.3117 38.3117 38.3117 38.3117
Max Trade Drawdown -91118 -45512 -109969 -368058 -191795 -239217
Profit Factor 1.3323 1.5933 1.1094 1.114 1.1416 1.087
Total Trades 257 128 129 257 128 129
Winning Trades 113 57 56 113 57 56
Losing Trades 144 71 73 144 71 73
Profitability (%) 43.9689 44.5313 43.4109 43.9689 44.5313 43.4109
Ratio Avg Win / Avg Loss 1.6978 1.9846 1.4462 1.4197 1.422 1.4169
Largest Winning Trade 108180 108180 28082 104961 104961 88282
Largest Losing Trade -34421 -21770 -34421 -83346 -83346 -75662
Avg Bars in Trades 96 95 96 96 95 96
Avg Bars in Winners 120 110 130 120 110 130
Avg Bars in Losers 77 83 71 77 83 71
Bars Traded 24730 12220 12510 24730 12220 12510
Profit Streak 5.6839 0 18.1423 5.6839 0 18.1423
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 332638 274458 -317150 -123243 -138755 -233375

Evaluation Data

{
    "trading_pair": "GRT_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669618800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758853491719,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            272225.8768124914,
            223885.9933434145,
            48339.8834690769,
            262716.1093443435,
            161664.9746791967,
            101051.134665147
        ],
        [
            272.225877,
            223.885993,
            48.339883,
            262.716109,
            161.664975,
            101.051135
        ],
        [
            0.261349,
            0.21494,
            0.046408,
            0.123773,
            0.092389,
            0.067071
        ],
        [
            38.311688,
            38.311688,
            38.311688,
            38.311688,
            38.311688,
            38.311688
        ],
        [
            -91118,
            -45512,
            -109969,
            -368058,
            -191795,
            -239217
        ],
        [
            1.332315,
            1.593261,
            1.109416,
            1.114048,
            1.141601,
            1.086974
        ],
        [
            257,
            128,
            129,
            257,
            128,
            129
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            144,
            71,
            73,
            144,
            71,
            73
        ],
        [
            43.968872,
            44.53125,
            43.410853,
            43.968872,
            44.53125,
            43.410853
        ],
        [
            1.697817,
            1.984588,
            1.446203,
            1.419672,
            1.421994,
            1.416948
        ],
        [
            108180,
            108180,
            28082,
            104961,
            104961,
            88282
        ],
        [
            -34421,
            -21770,
            -34421,
            -83346,
            -83346,
            -75662
        ],
        [
            96,
            95,
            96,
            96,
            95,
            96
        ],
        [
            120,
            110,
            130,
            120,
            110,
            130
        ],
        [
            77,
            83,
            71,
            77,
            83,
            71
        ],
        [
            24730,
            12220,
            12510,
            24730,
            12220,
            12510
        ],
        [
            5.683932,
            0,
            18.142265,
            5.683932,
            0,
            18.142265
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            332638,
            274458,
            -317150,
            -123243,
            -138755,
            -233375
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669618800000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1758853491719,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 248,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 103,
            "offset": 0,
            "poles": 2
        }
    }
}

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)