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Trade: GRT/USDT/720/SINWMA/HMA/4969

Strategy
GRT/USDT/720/SINWMA/HMA/4969
Pair
GRT_USDT
Interval
12h
Score
308343
Daily Profit
0.356795
Profit Factor
1.967238
Profitability
36.111111
Streak
18.089626
Best Strategy
Training Data Length
1756.500000
Evaluation Time
2025-10-08 17:09
Expiration Time
2025-11-30 06:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 626709.9092 453210.3638 173499.5454 706112.2069 188075.28 518036.9269
Total P&L (%) 626.7099 453.2104 173.4995 706.1122 188.0753 518.0369
Avg Daily Profit (%) 0.3568 0.258 0.0988 0.1189 0.0603 0.1037
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117600 -162947 -56269 -469996 -498272 -203797
Profit Factor 1.9672 2.1569 1.6772 1.3175 1.1426 1.5728
Total Trades 108 54 54 108 54 54
Winning Trades 39 14 25 39 14 25
Losing Trades 69 40 29 69 40 29
Profitability (%) 36.1111 25.9259 46.2963 36.1111 25.9259 46.2963
Ratio Avg Win / Avg Loss 3.4805 6.1625 1.9456 2.331 3.2645 1.8245
Largest Winning Trade 317648 317648 58026 317648 317648 141467
Largest Losing Trade -29623 -29623 -26421 -203797 -119482 -203797
Avg Bars in Trades 31 28 35 31 28 35
Avg Bars in Winners 54 55 53 54 55 53
Avg Bars in Losers 19 18 20 19 18 20
Bars Traded 3444 1526 1918 3444 1526 1918
Profit Streak 18.0896 0 29.0896 18.0896 0 29.0896
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308343 -193569 -238883 -37118 -380857 -232153
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3513,
    "evaluation_days": 1756.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1609848000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759932543709,
    "expiration_time": 1764477648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 35,
            "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": [
        [
            626709.9091950234,
            453210.3638380911,
            173499.5453569317,
            706112.2068952199,
            188075.2799872608,
            518036.9269079589
        ],
        [
            626.709909,
            453.210364,
            173.499545,
            706.112207,
            188.07528,
            518.036927
        ],
        [
            0.356795,
            0.258019,
            0.098776,
            0.118889,
            0.060255,
            0.103747
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117600,
            -162947,
            -56269,
            -469996,
            -498272,
            -203797
        ],
        [
            1.967238,
            2.156889,
            1.677233,
            1.317545,
            1.142558,
            1.572817
        ],
        [
            108,
            54,
            54,
            108,
            54,
            54
        ],
        [
            39,
            14,
            25,
            39,
            14,
            25
        ],
        [
            69,
            40,
            29,
            69,
            40,
            29
        ],
        [
            36.111111,
            25.925926,
            46.296296,
            36.111111,
            25.925926,
            46.296296
        ],
        [
            3.480498,
            6.162541,
            1.945591,
            2.331041,
            3.264451,
            1.824468
        ],
        [
            317648,
            317648,
            58026,
            317648,
            317648,
            141467
        ],
        [
            -29623,
            -29623,
            -26421,
            -203797,
            -119482,
            -203797
        ],
        [
            31,
            28,
            35,
            31,
            28,
            35
        ],
        [
            54,
            55,
            53,
            54,
            55,
            53
        ],
        [
            19,
            18,
            20,
            19,
            18,
            20
        ],
        [
            3444,
            1526,
            1918,
            3444,
            1526,
            1918
        ],
        [
            18.089626,
            0,
            29.089626,
            18.089626,
            0,
            29.089626
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308343,
            -193569,
            -238883,
            -37118,
            -380857,
            -232153
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3513,
    "evaluation_days": 1756.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1609848000000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759932543709,
    "expiration_time": 1764477648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 34,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 35,
            "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)