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Trade: GRT/USDT/720/LINREG/HWMA/4391

Strategy
GRT/USDT/720/LINREG/HWMA/4391
Pair
GRT_USDT
Interval
12h
Score
313027
Daily Profit
0.231455
Profit Factor
1.734949
Profitability
43.023256
Streak
0.000000
Best Strategy
Training Data Length
1742.500000
Evaluation Time
2025-09-26 09:46
Expiration Time
2025-11-15 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 403310.9884 193169.19 210141.7983 309232.1154 -67947.8793 377179.9947
Total P&L (%) 403.311 193.1692 210.1418 309.2321 -67.9479 377.18
Avg Daily Profit (%) 0.2315 0.1109 0.1206 0.0809 -0.0653 0.0897
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104789 -127418 -62422 -595241 -515866 -151516
Profit Factor 1.7349 1.4923 2.3436 1.1896 0.9397 1.748
Total Trades 86 43 43 86 43 43
Winning Trades 37 13 24 37 13 24
Losing Trades 49 30 19 49 30 19
Profitability (%) 43.0233 30.2326 55.814 43.0233 30.2326 55.814
Ratio Avg Win / Avg Loss 2.2976 3.4438 1.8554 1.5754 2.1686 1.3839
Largest Winning Trade 178311 178311 61099 279443 279443 115135
Largest Losing Trade -25371 -25371 -23667 -140248 -140248 -89657
Avg Bars in Trades 38 41 36 38 41 36
Avg Bars in Winners 55 64 50 55 64 50
Avg Bars in Losers 26 31 18 26 31 18
Bars Traded 3341 1789 1552 3341 1789 1552
Profit Streak 0 0 140.2822 0 0 140.2822
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 313027 -50263 -25780 -98325 -585636 -69207

Evaluation Data

{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3485,
    "evaluation_days": 1742.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1613174400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869178533,
    "expiration_time": 1763231760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}
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": [
        [
            403310.9883816782,
            193169.1900499343,
            210141.798331744,
            309232.1154019436,
            -67947.8793394938,
            377179.9947414377
        ],
        [
            403.310988,
            193.16919,
            210.141798,
            309.232115,
            -67.947879,
            377.179995
        ],
        [
            0.231455,
            0.110857,
            0.120598,
            0.0809,
            -0.065276,
            0.089723
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104789,
            -127418,
            -62422,
            -595241,
            -515866,
            -151516
        ],
        [
            1.734949,
            1.492324,
            2.343625,
            1.189558,
            0.939714,
            1.74803
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            37,
            13,
            24,
            37,
            13,
            24
        ],
        [
            49,
            30,
            19,
            49,
            30,
            19
        ],
        [
            43.023256,
            30.232558,
            55.813953,
            43.023256,
            30.232558,
            55.813953
        ],
        [
            2.297635,
            3.443826,
            1.85537,
            1.575361,
            2.168572,
            1.383857
        ],
        [
            178311,
            178311,
            61099,
            279443,
            279443,
            115135
        ],
        [
            -25371,
            -25371,
            -23667,
            -140248,
            -140248,
            -89657
        ],
        [
            38,
            41,
            36,
            38,
            41,
            36
        ],
        [
            55,
            64,
            50,
            55,
            64,
            50
        ],
        [
            26,
            31,
            18,
            26,
            31,
            18
        ],
        [
            3341,
            1789,
            1552,
            3341,
            1789,
            1552
        ],
        [
            0,
            0,
            140.282159,
            0,
            0,
            140.282159
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            313027,
            -50263,
            -25780,
            -98325,
            -585636,
            -69207
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3485,
    "evaluation_days": 1742.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1613174400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869178533,
    "expiration_time": 1763231760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.1
        }
    }
}

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)