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Trade: GRT/USDT/120/DCM/PWMA/2907

Strategy
GRT/USDT/120/DCM/PWMA/2907
Pair
GRT_USDT
Interval
2h
Score
428024
Daily Profit
0.284980
Profit Factor
1.449997
Profitability
52.777778
Streak
7.937623
Best Strategy
Training Data Length
1741.330000
Evaluation Time
2025-09-26 15:30
Expiration Time
2025-11-26 08:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 496243.8313 308244.1922 187999.6391 720847.6653 307924.597 412923.0683
Total P&L (%) 496.2438 308.2442 187.9996 720.8477 307.9246 412.9231
Avg Daily Profit (%) 0.285 0.177 0.108 0.121 0.0808 0.0939
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -155721 -127570 -77134 -400115 -393603 -248380
Profit Factor 1.45 1.5804 1.3289 1.2143 1.1952 1.2312
Total Trades 288 144 144 288 144 144
Winning Trades 152 71 81 152 71 81
Losing Trades 136 73 63 136 73 63
Profitability (%) 52.7778 49.3056 56.25 52.7778 49.3056 56.25
Ratio Avg Win / Avg Loss 1.2974 1.6249 1.0336 1.0865 1.2288 0.9576
Largest Winning Trade 109211 109211 42013 203074 179563 203074
Largest Losing Trade -36071 -35288 -36071 -229621 -144324 -229621
Avg Bars in Trades 71 52 89 71 52 89
Avg Bars in Winners 70 47 90 70 47 90
Avg Bars in Losers 71 57 88 71 57 88
Bars Traded 20448 7581 12867 20448 7581 12867
Profit Streak 7.9376 0 14.3543 7.9376 0 14.3543
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 428024 356041 -47365 -28998 -91396 -68332

Evaluation Data

{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20896,
    "evaluation_days": 1741.33,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610020800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758889810607,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 76,
            "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": [
        [
            496243.8313041955,
            308244.1922135594,
            187999.6390906363,
            720847.6652908188,
            307924.5970392628,
            412923.0682515561
        ],
        [
            496.243831,
            308.244192,
            187.999639,
            720.847665,
            307.924597,
            412.923068
        ],
        [
            0.28498,
            0.177017,
            0.107963,
            0.120967,
            0.08077,
            0.093935
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -155721,
            -127570,
            -77134,
            -400115,
            -393603,
            -248380
        ],
        [
            1.449997,
            1.58035,
            1.328879,
            1.214286,
            1.19517,
            1.23117
        ],
        [
            288,
            144,
            144,
            288,
            144,
            144
        ],
        [
            152,
            71,
            81,
            152,
            71,
            81
        ],
        [
            136,
            73,
            63,
            136,
            73,
            63
        ],
        [
            52.777778,
            49.305556,
            56.25,
            52.777778,
            49.305556,
            56.25
        ],
        [
            1.297365,
            1.624867,
            1.033573,
            1.086466,
            1.228837,
            0.957577
        ],
        [
            109211,
            109211,
            42013,
            203074,
            179563,
            203074
        ],
        [
            -36071,
            -35288,
            -36071,
            -229621,
            -144324,
            -229621
        ],
        [
            71,
            52,
            89,
            71,
            52,
            89
        ],
        [
            70,
            47,
            90,
            70,
            47,
            90
        ],
        [
            71,
            57,
            88,
            71,
            57,
            88
        ],
        [
            20448,
            7581,
            12867,
            20448,
            7581,
            12867
        ],
        [
            7.937623,
            0,
            14.354289,
            7.937623,
            0,
            14.354289
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            428024,
            356041,
            -47365,
            -28998,
            -91396,
            -68332
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20896,
    "evaluation_days": 1741.33,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610020800000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758889810607,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 76,
            "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)