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Trade: GRT/USDT/120/SMA/VWMA/7542

Strategy
GRT/USDT/120/SMA/VWMA/7542
Pair
GRT_USDT
Interval
2h
Score
312506
Daily Profit
0.372217
Profit Factor
1.964586
Profitability
37.634409
Streak
0.000000
Best Strategy
Training Data Length
1749.000000
Evaluation Time
2025-10-02 09:39
Expiration Time
2025-12-04 07:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 651007.524 497552.609 153454.915 420569.6221 148570.4194 271999.2027
Total P&L (%) 651.0075 497.5526 153.4549 420.5696 148.5704 271.9992
Avg Daily Profit (%) 0.3722 0.2845 0.0877 0.0944 0.0521 0.0751
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -184914 -203627 -61749 -389183 -272296 -93528
Profit Factor 1.9646 2.1246 1.6601 1.3222 1.1761 1.5892
Total Trades 93 47 46 93 47 46
Winning Trades 35 15 20 35 15 20
Losing Trades 58 32 26 58 32 26
Profitability (%) 37.6344 31.9149 43.4783 37.6344 31.9149 43.4783
Ratio Avg Win / Avg Loss 3.2556 4.5325 2.1581 2.1911 2.509 2.066
Largest Winning Trade 313519 313519 48711 313519 313519 115161
Largest Losing Trade -37201 -37201 -33206 -109292 -109292 -93528
Avg Bars in Trades 220 214 226 220 214 226
Avg Bars in Winners 345 379 321 345 379 321
Avg Bars in Losers 145 137 154 145 137 154
Bars Traded 20526 10099 10427 20526 10099 10427
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 312506 195545 -75139 -70209 -156046 -92118
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20988,
    "evaluation_days": 1749,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609963200000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759387165744,
    "expiration_time": 1764824889600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 126,
            "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": [
        [
            651007.5240479349,
            497552.6090055679,
            153454.9150423668,
            420569.6220854545,
            148570.4193892365,
            271999.202696218
        ],
        [
            651.007524,
            497.552609,
            153.454915,
            420.569622,
            148.570419,
            271.999203
        ],
        [
            0.372217,
            0.284478,
            0.087739,
            0.09437,
            0.052075,
            0.075141
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -184914,
            -203627,
            -61749,
            -389183,
            -272296,
            -93528
        ],
        [
            1.964586,
            2.124592,
            1.66008,
            1.322192,
            1.176086,
            1.589247
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            35,
            15,
            20,
            35,
            15,
            20
        ],
        [
            58,
            32,
            26,
            58,
            32,
            26
        ],
        [
            37.634409,
            31.914894,
            43.478261,
            37.634409,
            31.914894,
            43.478261
        ],
        [
            3.2556,
            4.532463,
            2.158104,
            2.19106,
            2.508984,
            2.066021
        ],
        [
            313519,
            313519,
            48711,
            313519,
            313519,
            115161
        ],
        [
            -37201,
            -37201,
            -33206,
            -109292,
            -109292,
            -93528
        ],
        [
            220,
            214,
            226,
            220,
            214,
            226
        ],
        [
            345,
            379,
            321,
            345,
            379,
            321
        ],
        [
            145,
            137,
            154,
            145,
            137,
            154
        ],
        [
            20526,
            10099,
            10427,
            20526,
            10099,
            10427
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312506,
            195545,
            -75139,
            -70209,
            -156046,
            -92118
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20988,
    "evaluation_days": 1749,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609963200000,
    "last_datapoint_time": 1759384800000,
    "evaluation_time": 1759387165744,
    "expiration_time": 1764824889600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 239,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 126,
            "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)