← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: GRT/USDT/120/SINWMA/JMA/7307

Strategy
GRT/USDT/120/SINWMA/JMA/7307
Pair
GRT_USDT
Interval
2h
Score
308499
Daily Profit
0.272199
Profit Factor
1.476379
Profitability
39.523810
Streak
23.642685
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 476097.081 355937.2124 120159.8686 256650.1775 76062.8391 180587.3384
Total P&L (%) 476.0971 355.9372 120.1599 256.6502 76.0628 180.5873
Avg Daily Profit (%) 0.2722 0.2035 0.0687 0.0727 0.0323 0.059
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117296 -125480 -125224 -296326 -322950 -225548
Profit Factor 1.4764 1.7045 1.2432 1.1213 1.0695 1.1766
Total Trades 210 105 105 210 105 105
Winning Trades 83 38 45 83 38 45
Losing Trades 127 67 60 127 67 60
Profitability (%) 39.5238 36.1905 42.8571 39.5238 36.1905 42.8571
Ratio Avg Win / Avg Loss 2.259 3.0053 1.6575 1.7157 1.8858 1.5688
Largest Winning Trade 242606 242606 54394 225972 225972 87227
Largest Losing Trade -19545 -18395 -19545 -60733 -53055 -60733
Avg Bars in Trades 98 90 107 98 90 107
Avg Bars in Winners 167 153 178 167 153 178
Avg Bars in Losers 54 54 53 54 54 53
Bars Traded 20743 9497 11246 20743 9497 11246
Profit Streak 23.6427 37.476 23.6427 23.6427 37.476 23.6427
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308499 208106 -102866 -183794 -297696 -141797
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": 1609243200000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759397127972,
    "expiration_time": 1764832348800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 59,
            "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": [
        [
            476097.0809593018,
            355937.2123721892,
            120159.8685871123,
            256650.1774705024,
            76062.8390731223,
            180587.3383973798
        ],
        [
            476.097081,
            355.937212,
            120.159869,
            256.650177,
            76.062839,
            180.587338
        ],
        [
            0.272199,
            0.2035,
            0.068699,
            0.072727,
            0.032346,
            0.059004
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117296,
            -125480,
            -125224,
            -296326,
            -322950,
            -225548
        ],
        [
            1.476379,
            1.704488,
            1.243156,
            1.121273,
            1.069544,
            1.1766
        ],
        [
            210,
            105,
            105,
            210,
            105,
            105
        ],
        [
            83,
            38,
            45,
            83,
            38,
            45
        ],
        [
            127,
            67,
            60,
            127,
            67,
            60
        ],
        [
            39.52381,
            36.190476,
            42.857143,
            39.52381,
            36.190476,
            42.857143
        ],
        [
            2.259037,
            3.005282,
            1.657542,
            1.715682,
            1.885776,
            1.5688
        ],
        [
            242606,
            242606,
            54394,
            225972,
            225972,
            87227
        ],
        [
            -19545,
            -18395,
            -19545,
            -60733,
            -53055,
            -60733
        ],
        [
            98,
            90,
            107,
            98,
            90,
            107
        ],
        [
            167,
            153,
            178,
            167,
            153,
            178
        ],
        [
            54,
            54,
            53,
            54,
            54,
            53
        ],
        [
            20743,
            9497,
            11246,
            20743,
            9497,
            11246
        ],
        [
            23.642685,
            37.476018,
            23.642685,
            23.642685,
            37.476018,
            23.642685
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308499,
            208106,
            -102866,
            -183794,
            -297696,
            -141797
        ]
    ]
}
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": 1609243200000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759397127972,
    "expiration_time": 1764832348800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 139,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 59,
            "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)