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Trade: GRT/USDT/720/MIDPOINT/SSF/2640

Strategy
GRT/USDT/720/MIDPOINT/SSF/2640
Pair
GRT_USDT
Interval
12h
Score
543109
Daily Profit
0.407802
Profit Factor
2.153594
Profitability
54.330709
Streak
0.000000
Best Strategy
Training Data Length
1751.500000
Evaluation Time
2025-10-03 20:52
Expiration Time
2025-11-25 03:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 714265.6971 430822.5559 283443.1412 5976879.8023 1718919.4772 4257960.3251
Total P&L (%) 714.2657 430.8226 283.4431 5976.8798 1718.9195 4257.9603
Avg Daily Profit (%) 0.4078 0.246 0.1618 0.2348 0.1658 0.2157
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -86670 -86537 -67152 -3710641 -1953925 -2946674
Profit Factor 2.1536 2.2874 1.9962 1.5034 1.2631 1.7974
Total Trades 127 64 63 127 64 63
Winning Trades 69 34 35 69 34 35
Losing Trades 58 30 28 58 30 28
Profitability (%) 54.3307 53.125 55.5556 54.3307 53.125 55.5556
Ratio Avg Win / Avg Loss 1.8103 2.0183 1.597 1.2637 1.1145 1.4379
Largest Winning Trade 215600 215600 50545 1772782 1019649 1772782
Largest Losing Trade -33918 -30139 -33918 -1893139 -1422295 -1893139
Avg Bars in Trades 26 20 32 26 20 32
Avg Bars in Winners 29 23 34 29 23 34
Avg Bars in Losers 24 18 30 24 18 30
Bars Traded 3413 1341 2072 3413 1341 2072
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 543109 -126128 -134872 390153 -130894 -135489
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3503,
    "evaluation_days": 1751.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1610107200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759513930836,
    "expiration_time": 1764032688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 35,
            "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": [
        [
            714265.6971135556,
            430822.5558797296,
            283443.1412338265,
            5976879.802324057,
            1718919.4772152607,
            4257960.325108795
        ],
        [
            714.265697,
            430.822556,
            283.443141,
            5976.879802,
            1718.919477,
            4257.960325
        ],
        [
            0.407802,
            0.245973,
            0.161829,
            0.234764,
            0.165757,
            0.215738
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -86670,
            -86537,
            -67152,
            -3710641,
            -1953925,
            -2946674
        ],
        [
            2.153594,
            2.287421,
            1.996195,
            1.503396,
            1.263099,
            1.797404
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            58,
            30,
            28,
            58,
            30,
            28
        ],
        [
            54.330709,
            53.125,
            55.555556,
            54.330709,
            53.125,
            55.555556
        ],
        [
            1.810267,
            2.018313,
            1.596956,
            1.263724,
            1.114499,
            1.437923
        ],
        [
            215600,
            215600,
            50545,
            1772782,
            1019649,
            1772782
        ],
        [
            -33918,
            -30139,
            -33918,
            -1893139,
            -1422295,
            -1893139
        ],
        [
            26,
            20,
            32,
            26,
            20,
            32
        ],
        [
            29,
            23,
            34,
            29,
            23,
            34
        ],
        [
            24,
            18,
            30,
            24,
            18,
            30
        ],
        [
            3413,
            1341,
            2072,
            3413,
            1341,
            2072
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            543109,
            -126128,
            -134872,
            390153,
            -130894,
            -135489
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3503,
    "evaluation_days": 1751.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1610107200000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759513930836,
    "expiration_time": 1764032688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 35,
            "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)