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Trade: GRT/USDT/720/WMA/DCM/7666

Strategy
GRT/USDT/720/WMA/DCM/7666
Pair
GRT_USDT
Interval
12h
Score
317183
Daily Profit
0.243684
Profit Factor
1.339363
Profitability
41.883117
Streak
10.644646
Best Strategy
Training Data Length
1750.000000
Evaluation Time
2025-10-02 06:28
Expiration Time
2025-11-23 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 426447.8008 351799.6399 74648.1609 22686.9617 -35224.2115 57911.1732
Total P&L (%) 426.4478 351.7996 74.6482 22.687 -35.2242 57.9112
Avg Daily Profit (%) 0.2437 0.201 0.0427 0.0117 -0.0248 0.0261
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135564 -126103 -106153 -150817 -193012 -109240
Profit Factor 1.3394 1.5505 1.1209 1.0174 0.9493 1.0945
Total Trades 308 154 154 308 154 154
Winning Trades 129 57 72 129 57 72
Losing Trades 179 97 82 179 97 82
Profitability (%) 41.8831 37.013 46.7532 41.8831 37.013 46.7532
Ratio Avg Win / Avg Loss 1.8585 2.6385 1.2766 1.4117 1.6155 1.2466
Largest Winning Trade 297900 297900 48927 131568 131568 46317
Largest Losing Trade -29543 -18708 -29543 -37877 -37877 -29055
Avg Bars in Trades 11 10 12 11 10 12
Avg Bars in Winners 17 16 17 17 16 17
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 3474 1619 1855 3474 1619 1855
Profit Streak 10.6446 0 37.1446 10.6446 0 37.1446
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 317183 210030 -222785 -384384 -582521 -274631
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3500,
    "evaluation_days": 1750,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1609070400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759375697415,
    "expiration_time": 1763899200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 5,
            "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": [
        [
            426447.8008317214,
            351799.6399081199,
            74648.1609236012,
            22686.9617038897,
            -35224.2115312646,
            57911.1732351542
        ],
        [
            426.447801,
            351.79964,
            74.648161,
            22.686962,
            -35.224212,
            57.911173
        ],
        [
            0.243684,
            0.201028,
            0.042656,
            0.011684,
            -0.024811,
            0.02611
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135564,
            -126103,
            -106153,
            -150817,
            -193012,
            -109240
        ],
        [
            1.339363,
            1.550467,
            1.120884,
            1.017352,
            0.949312,
            1.094539
        ],
        [
            308,
            154,
            154,
            308,
            154,
            154
        ],
        [
            129,
            57,
            72,
            129,
            57,
            72
        ],
        [
            179,
            97,
            82,
            179,
            97,
            82
        ],
        [
            41.883117,
            37.012987,
            46.753247,
            41.883117,
            37.012987,
            46.753247
        ],
        [
            1.858496,
            2.638515,
            1.276562,
            1.411674,
            1.615496,
            1.246558
        ],
        [
            297900,
            297900,
            48927,
            131568,
            131568,
            46317
        ],
        [
            -29543,
            -18708,
            -29543,
            -37877,
            -37877,
            -29055
        ],
        [
            11,
            10,
            12,
            11,
            10,
            12
        ],
        [
            17,
            16,
            17,
            17,
            16,
            17
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            3474,
            1619,
            1855,
            3474,
            1619,
            1855
        ],
        [
            10.644646,
            0,
            37.144646,
            10.644646,
            0,
            37.144646
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            317183,
            210030,
            -222785,
            -384384,
            -582521,
            -274631
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3500,
    "evaluation_days": 1750,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1609070400000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759375697415,
    "expiration_time": 1763899200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 5,
            "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)