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Trade: GRT/USDT/720/T3/VWMA/1689

Strategy
GRT/USDT/720/T3/VWMA/1689
Pair
GRT_USDT
Interval
12h
Score
301987
Daily Profit
0.216769
Profit Factor
1.230271
Profitability
39.748954
Streak
18.302029
Best Strategy
Training Data Length
1758.000000
Evaluation Time
2025-10-10 10:14
Expiration Time
2025-12-01 19:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 381079.3702 355618.555 25460.8152 -57826.8096 180274.3886 -238101.1981
Total P&L (%) 381.0794 355.6186 25.4608 -57.8268 180.2744 -238.1012
Avg Daily Profit (%) 0.2168 0.2023 0.0145 -0.0491 0.0586 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -179950 -176750 -130401 -637467 -406308 -325033
Profit Factor 1.2303 1.3864 1.0347 0.9789 1.1279 0.8205
Total Trades 478 239 239 478 239 239
Winning Trades 190 75 115 190 75 115
Losing Trades 288 164 124 288 164 124
Profitability (%) 39.749 31.3808 48.1172 39.749 31.3808 48.1172
Ratio Avg Win / Avg Loss 1.8648 3.0317 1.1156 1.4838 2.4664 0.8847
Largest Winning Trade 304026 304026 34055 503395 503395 115825
Largest Losing Trade -25535 -25535 -21276 -131958 -71968 -131958
Avg Bars in Trades 7 8 6 7 8 6
Avg Bars in Winners 11 14 9 11 14 9
Avg Bars in Losers 4 5 3 4 5 3
Bars Traded 3480 1937 1543 3480 1937 1543
Profit Streak 18.302 18.302 34.302 18.302 18.302 34.302
Trades During Streak 2 1 3 2 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301987 131726 -357730 -579256 -199026 -579092
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3516,
    "evaluation_days": 1758,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1608552000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760080495343,
    "expiration_time": 1764611136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 6,
            "offset": 0,
            "a": 0.38255
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 9,
            "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": [
        [
            381079.3702049397,
            355618.5550386396,
            25460.8151663002,
            -57826.8095689933,
            180274.3885764487,
            -238101.1981454423
        ],
        [
            381.07937,
            355.618555,
            25.460815,
            -57.82681,
            180.274389,
            -238.101198
        ],
        [
            0.216769,
            0.202286,
            0.014483,
            -0.0491,
            0.058641,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -179950,
            -176750,
            -130401,
            -637467,
            -406308,
            -325033
        ],
        [
            1.230271,
            1.38644,
            1.034656,
            0.978864,
            1.127921,
            0.820531
        ],
        [
            478,
            239,
            239,
            478,
            239,
            239
        ],
        [
            190,
            75,
            115,
            190,
            75,
            115
        ],
        [
            288,
            164,
            124,
            288,
            164,
            124
        ],
        [
            39.748954,
            31.380753,
            48.117155,
            39.748954,
            31.380753,
            48.117155
        ],
        [
            1.864832,
            3.031682,
            1.115629,
            1.483752,
            2.466388,
            0.884747
        ],
        [
            304026,
            304026,
            34055,
            503395,
            503395,
            115825
        ],
        [
            -25535,
            -25535,
            -21276,
            -131958,
            -71968,
            -131958
        ],
        [
            7,
            8,
            6,
            7,
            8,
            6
        ],
        [
            11,
            14,
            9,
            11,
            14,
            9
        ],
        [
            4,
            5,
            3,
            4,
            5,
            3
        ],
        [
            3480,
            1937,
            1543,
            3480,
            1937,
            1543
        ],
        [
            18.302029,
            18.302029,
            34.302029,
            18.302029,
            18.302029,
            34.302029
        ],
        [
            2,
            1,
            3,
            2,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301987,
            131726,
            -357730,
            -579256,
            -199026,
            -579092
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3516,
    "evaluation_days": 1758,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1608552000000,
    "last_datapoint_time": 1760054400000,
    "evaluation_time": 1760080495343,
    "expiration_time": 1764611136000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 6,
            "offset": 0,
            "a": 0.38255
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 9,
            "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)