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Trade: GRT/USDT/120/DCM/SINWMA/2776

Strategy
GRT/USDT/120/DCM/SINWMA/2776
Pair
GRT_USDT
Interval
2h
Score
416368
Daily Profit
0.270706
Profit Factor
1.437734
Profitability
60.633484
Streak
9.441121
Best Strategy
Training Data Length
1751.670000
Evaluation Time
2025-10-05 01:35
Expiration Time
2025-12-07 01:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 474187.514 310075.253 164112.2609 400501.3439 299496.4532 101004.8907
Total P&L (%) 474.1875 310.0753 164.1123 400.5013 299.4965 101.0049
Avg Daily Profit (%) 0.2707 0.177 0.0937 0.092 0.0791 0.0399
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -281687 -151681 -130006 -391155 -170929 -263985
Profit Factor 1.4377 1.5652 1.3069 1.2585 1.3818 1.1321
Total Trades 221 111 110 221 111 110
Winning Trades 134 65 69 134 65 69
Losing Trades 87 46 41 87 46 41
Profitability (%) 60.6335 58.5586 62.7273 60.6335 58.5586 62.7273
Ratio Avg Win / Avg Loss 0.9335 1.1077 0.7766 0.8171 0.9779 0.6727
Largest Winning Trade 81998 81998 41932 149397 149397 104842
Largest Losing Trade -51621 -32499 -51621 -208048 -106832 -208048
Avg Bars in Trades 92 68 116 92 68 116
Avg Bars in Winners 84 57 110 84 57 110
Avg Bars in Losers 105 85 127 105 85 127
Bars Traded 20494 7654 12840 20494 7654 12840
Profit Streak 9.4411 9.6078 9.4411 9.4411 9.6078 9.4411
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 416368 399152 -67373 -67921 -86463 -214491
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21020,
    "evaluation_days": 1751.67,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609891200000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759617312895,
    "expiration_time": 1765063584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 117,
            "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": [
        [
            474187.5139558411,
            310075.253025635,
            164112.2609302063,
            400501.343905214,
            299496.4532003873,
            101004.8907048266
        ],
        [
            474.187514,
            310.075253,
            164.112261,
            400.501344,
            299.496453,
            101.004891
        ],
        [
            0.270706,
            0.177017,
            0.093689,
            0.09198,
            0.079101,
            0.039865
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -281687,
            -151681,
            -130006,
            -391155,
            -170929,
            -263985
        ],
        [
            1.437734,
            1.565195,
            1.306946,
            1.258526,
            1.38176,
            1.132092
        ],
        [
            221,
            111,
            110,
            221,
            111,
            110
        ],
        [
            134,
            65,
            69,
            134,
            65,
            69
        ],
        [
            87,
            46,
            41,
            87,
            46,
            41
        ],
        [
            60.633484,
            58.558559,
            62.727273,
            60.633484,
            58.558559,
            62.727273
        ],
        [
            0.933454,
            1.107676,
            0.776591,
            0.817103,
            0.977861,
            0.672692
        ],
        [
            81998,
            81998,
            41932,
            149397,
            149397,
            104842
        ],
        [
            -51621,
            -32499,
            -51621,
            -208048,
            -106832,
            -208048
        ],
        [
            92,
            68,
            116,
            92,
            68,
            116
        ],
        [
            84,
            57,
            110,
            84,
            57,
            110
        ],
        [
            105,
            85,
            127,
            105,
            85,
            127
        ],
        [
            20494,
            7654,
            12840,
            20494,
            7654,
            12840
        ],
        [
            9.441121,
            9.607788,
            9.441121,
            9.441121,
            9.607788,
            9.441121
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            416368,
            399152,
            -67373,
            -67921,
            -86463,
            -214491
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21020,
    "evaluation_days": 1751.67,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609891200000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759617312895,
    "expiration_time": 1765063584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 117,
            "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)