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Trade: GRT/USDT/720/MIDPRICE/LINREG/4885

Strategy
GRT/USDT/720/MIDPRICE/LINREG/4885
Pair
GRT_USDT
Interval
12h
Score
520165
Daily Profit
0.401586
Profit Factor
2.287627
Profitability
50.495050
Streak
0.000000
Best Strategy
Training Data Length
1753.500000
Evaluation Time
2025-10-05 23:18
Expiration Time
2025-11-27 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 704181.148 452893.9371 251287.211 3941703.5593 1078442.1895 2863261.3699
Total P&L (%) 704.1811 452.8939 251.2872 3941.7036 1078.4422 2863.2614
Avg Daily Profit (%) 0.4016 0.2583 0.1433 0.2112 0.1408 0.1935
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100688 -82500 -68553 -6051256 -3264367 -4382120
Profit Factor 2.2876 2.5346 1.9981 1.2845 1.1568 1.4103
Total Trades 101 51 50 101 51 50
Winning Trades 51 21 30 51 21 30
Losing Trades 50 30 20 50 30 20
Profitability (%) 50.4951 41.1765 60 50.4951 41.1765 60
Ratio Avg Win / Avg Loss 2.2428 3.6209 1.3321 1.2593 1.6526 0.9402
Largest Winning Trade 237442 237442 70218 1881284 1646036 1881284
Largest Losing Trade -32296 -22910 -32296 -2889594 -1239335 -2889594
Avg Bars in Trades 33 25 41 33 25 41
Avg Bars in Winners 43 34 50 43 34 50
Avg Bars in Losers 23 20 29 23 20 29
Bars Traded 3416 1325 2091 3416 1325 2091
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 520165 -170257 -177805 304403 -234789 -171685
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3507,
    "evaluation_days": 1753.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1610236800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759695533838,
    "expiration_time": 1764210672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 48,
            "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": [
        [
            704181.1480255306,
            452893.9370714423,
            251287.210954089,
            3941703.5593126127,
            1078442.189462573,
            2863261.3698500413
        ],
        [
            704.181148,
            452.893937,
            251.287211,
            3941.703559,
            1078.442189,
            2863.26137
        ],
        [
            0.401586,
            0.25828,
            0.143306,
            0.211187,
            0.140776,
            0.19345
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100688,
            -82500,
            -68553,
            -6051256,
            -3264367,
            -4382120
        ],
        [
            2.287627,
            2.534609,
            1.998112,
            1.284519,
            1.15684,
            1.410335
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            51,
            21,
            30,
            51,
            21,
            30
        ],
        [
            50,
            30,
            20,
            50,
            30,
            20
        ],
        [
            50.49505,
            41.176471,
            60,
            50.49505,
            41.176471,
            60
        ],
        [
            2.242772,
            3.62087,
            1.332074,
            1.259332,
            1.652629,
            0.940223
        ],
        [
            237442,
            237442,
            70218,
            1881284,
            1646036,
            1881284
        ],
        [
            -32296,
            -22910,
            -32296,
            -2889594,
            -1239335,
            -2889594
        ],
        [
            33,
            25,
            41,
            33,
            25,
            41
        ],
        [
            43,
            34,
            50,
            43,
            34,
            50
        ],
        [
            23,
            20,
            29,
            23,
            20,
            29
        ],
        [
            3416,
            1325,
            2091,
            3416,
            1325,
            2091
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            520165,
            -170257,
            -177805,
            304403,
            -234789,
            -171685
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3507,
    "evaluation_days": 1753.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1610236800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759695533838,
    "expiration_time": 1764210672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 44,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 48,
            "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)