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Trade: GRT/USDT/120/PWMA/HWMA/4056

Strategy
GRT/USDT/120/PWMA/HWMA/4056
Pair
GRT_USDT
Interval
2h
Score
356427
Daily Profit
0.271166
Profit Factor
1.261492
Profitability
56.521739
Streak
0.000000
Best Strategy
Training Data Length
1749.080000
Evaluation Time
2025-10-02 12:25
Expiration Time
2025-12-04 09:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 474291.4333 310580.0233 163711.41 -576242.032 -232865.6398 -343376.3922
Total P&L (%) 474.2914 310.58 163.7114 -576.242 -232.8656 -343.3764
Avg Daily Profit (%) 0.2712 0.1776 0.0936 0 0 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -203582 -80354 -217574 -779984 -419114 -443233
Profit Factor 1.2615 1.3624 1.1711 0.7668 0.7987 0.7387
Total Trades 506 253 253 506 253 253
Winning Trades 286 134 152 217 120 97
Losing Trades 220 119 101 289 133 156
Profitability (%) 56.5217 52.9644 60.0791 42.8854 47.4308 38.3399
Ratio Avg Win / Avg Loss 0.9704 1.2099 0.7782 1.0212 0.8853 1.188
Largest Winning Trade 36396 31917 36396 77902 47735 77902
Largest Losing Trade -118569 -24706 -118569 -90326 -68624 -90326
Avg Bars in Trades 41 41 41 41 41 41
Avg Bars in Winners 41 41 41 41 41 41
Avg Bars in Losers 41 41 41 41 41 41
Bars Traded 20891 10444 10447 20891 10444 10447
Profit Streak 0 0 19.226 5.3926 22.6426 0
Trades During Streak 0 0 2 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 356427 325686 -98838 -578525 -579543 -582877
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20989,
    "evaluation_days": 1749.08,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1608645600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759397124440,
    "expiration_time": 1764832348800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.01432,
            "nb": 0.1,
            "nc": 0.39571
        }
    }
}
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": [
        [
            474291.4333052692,
            310580.023261013,
            163711.410044256,
            -576242.0319830833,
            -232865.6397958466,
            -343376.392187237
        ],
        [
            474.291433,
            310.580023,
            163.71141,
            -576.242032,
            -232.86564,
            -343.376392
        ],
        [
            0.271166,
            0.177568,
            0.093599,
            0,
            0,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -203582,
            -80354,
            -217574,
            -779984,
            -419114,
            -443233
        ],
        [
            1.261492,
            1.362388,
            1.171112,
            0.766807,
            0.79873,
            0.738701
        ],
        [
            506,
            253,
            253,
            506,
            253,
            253
        ],
        [
            286,
            134,
            152,
            217,
            120,
            97
        ],
        [
            220,
            119,
            101,
            289,
            133,
            156
        ],
        [
            56.521739,
            52.964427,
            60.079051,
            42.885375,
            47.43083,
            38.339921
        ],
        [
            0.970379,
            1.209882,
            0.778173,
            1.021231,
            0.885259,
            1.188013
        ],
        [
            36396,
            31917,
            36396,
            77902,
            47735,
            77902
        ],
        [
            -118569,
            -24706,
            -118569,
            -90326,
            -68624,
            -90326
        ],
        [
            41,
            41,
            41,
            41,
            41,
            41
        ],
        [
            41,
            41,
            41,
            41,
            41,
            41
        ],
        [
            41,
            41,
            41,
            41,
            41,
            41
        ],
        [
            20891,
            10444,
            10447,
            20891,
            10444,
            10447
        ],
        [
            0,
            0,
            19.225977,
            5.392644,
            22.642644,
            0
        ],
        [
            0,
            0,
            2,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            356427,
            325686,
            -98838,
            -578525,
            -579543,
            -582877
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20989,
    "evaluation_days": 1749.08,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1608645600000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759397124440,
    "expiration_time": 1764832348800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 56,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.01432,
            "nb": 0.1,
            "nc": 0.39571
        }
    }
}

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)