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Trade: GRT/USDT/120/DCM/SSF/2556

Strategy
GRT/USDT/120/DCM/SSF/2556
Pair
GRT_USDT
Interval
2h
Score
445039
Daily Profit
0.298338
Profit Factor
1.603287
Profitability
54.644809
Streak
0.000000
Best Strategy
Training Data Length
1750.080000
Evaluation Time
2025-10-03 12:14
Expiration Time
2025-12-05 10:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 522115.4737 310655.8178 211459.6559 1231999.8678 597236.2011 634763.6668
Total P&L (%) 522.1155 310.6558 211.4597 1231.9999 597.2362 634.7637
Avg Daily Profit (%) 0.2983 0.1775 0.1208 0.1481 0.111 0.114
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -189777 -125528 -74466 -654057 -407508 -260141
Profit Factor 1.6033 1.6936 1.5064 1.4433 1.404 1.488
Total Trades 183 92 91 183 92 91
Winning Trades 100 48 52 100 48 52
Losing Trades 83 44 39 83 44 39
Profitability (%) 54.6448 52.1739 57.1429 54.6448 52.1739 57.1429
Ratio Avg Win / Avg Loss 1.3307 1.5525 1.1298 1.198 1.287 1.116
Largest Winning Trade 86929 86929 47940 384839 384839 330223
Largest Losing Trade -46000 -31937 -46000 -260141 -249187 -260141
Avg Bars in Trades 111 84 139 111 84 139
Avg Bars in Winners 115 83 145 115 83 145
Avg Bars in Losers 107 86 131 107 86 131
Bars Traded 20487 7807 12679 20487 7807 12679
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445039 382000 -29740 271627 -43663 -38510
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21001,
    "evaluation_days": 1750.08,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609876800000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759482851992,
    "expiration_time": 1764921859200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 202,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            522115.4737363122,
            310655.8178364401,
            211459.6558998722,
            1231999.867844835,
            597236.2010577345,
            634763.6667871001
        ],
        [
            522.115474,
            310.655818,
            211.459656,
            1231.999868,
            597.236201,
            634.763667
        ],
        [
            0.298338,
            0.177509,
            0.120829,
            0.148061,
            0.111025,
            0.114024
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -189777,
            -125528,
            -74466,
            -654057,
            -407508,
            -260141
        ],
        [
            1.603287,
            1.693607,
            1.506409,
            1.44332,
            1.404011,
            1.487994
        ],
        [
            183,
            92,
            91,
            183,
            92,
            91
        ],
        [
            100,
            48,
            52,
            100,
            48,
            52
        ],
        [
            83,
            44,
            39,
            83,
            44,
            39
        ],
        [
            54.644809,
            52.173913,
            57.142857,
            54.644809,
            52.173913,
            57.142857
        ],
        [
            1.330728,
            1.552473,
            1.129807,
            1.197956,
            1.28701,
            1.115995
        ],
        [
            86929,
            86929,
            47940,
            384839,
            384839,
            330223
        ],
        [
            -46000,
            -31937,
            -46000,
            -260141,
            -249187,
            -260141
        ],
        [
            111,
            84,
            139,
            111,
            84,
            139
        ],
        [
            115,
            83,
            145,
            115,
            83,
            145
        ],
        [
            107,
            86,
            131,
            107,
            86,
            131
        ],
        [
            20487,
            7807,
            12679,
            20487,
            7807,
            12679
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445039,
            382000,
            -29740,
            271627,
            -43663,
            -38510
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21001,
    "evaluation_days": 1750.08,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609876800000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759482851992,
    "expiration_time": 1764921859200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 227,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 202,
            "offset": 0,
            "poles": 2
        }
    }
}

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)