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Trade: GRT/USDT/720/SINWMA/HILO/7420

Strategy
GRT/USDT/720/SINWMA/HILO/7420
Pair
GRT_USDT
Interval
12h
Score
431072
Daily Profit
0.337973
Profit Factor
2.052731
Profitability
46.391753
Streak
0.000000
Best Strategy
Training Data Length
1749.500000
Evaluation Time
2025-10-01 18:39
Expiration Time
2025-11-23 01:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 591283.7908 411928.0386 179355.7521 759602.6924 -361783.4384 1121386.1308
Total P&L (%) 591.2838 411.928 179.3558 759.6027 -361.7834 1121.3861
Avg Daily Profit (%) 0.338 0.2355 0.1025 0.123 0 0.1431
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89023 -97265 -48133 -1944321 -1521459 -916537
Profit Factor 2.0527 2.2243 1.7964 1.139 0.8901 1.5158
Total Trades 97 49 48 97 49 48
Winning Trades 45 17 28 45 17 28
Losing Trades 52 32 20 52 32 20
Profitability (%) 46.3918 34.6939 58.3333 46.3918 34.6939 58.3333
Ratio Avg Win / Avg Loss 2.372 4.1869 1.2832 1.3162 1.6754 1.0827
Largest Winning Trade 292669 292669 59454 1004970 1004970 705982
Largest Losing Trade -34642 -34642 -32951 -578717 -527972 -578717
Avg Bars in Trades 35 26 44 35 26 44
Avg Bars in Winners 50 45 54 50 45 54
Avg Bars in Losers 21 16 30 21 16 30
Bars Traded 3417 1289 2128 3417 1289 2128
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 431072 236838 -52650 -97110 -583578 37604
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3499,
    "evaluation_days": 1749.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1610884800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759333156936,
    "expiration_time": 1763854704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            591283.7907859487,
            411928.0386437265,
            179355.7521422225,
            759602.6923702273,
            -361783.4384065044,
            1121386.1307767315
        ],
        [
            591.283791,
            411.928039,
            179.355752,
            759.602692,
            -361.783438,
            1121.386131
        ],
        [
            0.337973,
            0.235455,
            0.102518,
            0.123042,
            0,
            0.143147
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89023,
            -97265,
            -48133,
            -1944321,
            -1521459,
            -916537
        ],
        [
            2.052731,
            2.224288,
            1.796417,
            1.138996,
            0.890062,
            1.515787
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            45,
            17,
            28,
            45,
            17,
            28
        ],
        [
            52,
            32,
            20,
            52,
            32,
            20
        ],
        [
            46.391753,
            34.693878,
            58.333333,
            46.391753,
            34.693878,
            58.333333
        ],
        [
            2.372045,
            4.186896,
            1.283155,
            1.316173,
            1.67541,
            1.082705
        ],
        [
            292669,
            292669,
            59454,
            1004970,
            1004970,
            705982
        ],
        [
            -34642,
            -34642,
            -32951,
            -578717,
            -527972,
            -578717
        ],
        [
            35,
            26,
            44,
            35,
            26,
            44
        ],
        [
            50,
            45,
            54,
            50,
            45,
            54
        ],
        [
            21,
            16,
            30,
            21,
            16,
            30
        ],
        [
            3417,
            1289,
            2128,
            3417,
            1289,
            2128
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            431072,
            236838,
            -52650,
            -97110,
            -583578,
            37604
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3499,
    "evaluation_days": 1749.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1610884800000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759333156936,
    "expiration_time": 1763854704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)