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Trade: GRT/USDT/120/VWMA/PSAR/6048

Strategy
GRT/USDT/120/VWMA/PSAR/6048
Pair
GRT_USDT
Interval
2h
Score
342924
Daily Profit
0.208668
Profit Factor
1.225454
Profitability
45.398773
Streak
15.107784
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 365518.0294 278120.4531 87397.5763 89304.1628 162293.6604 -72989.4977
Total P&L (%) 365.518 278.1205 87.3976 89.3042 162.2937 -72.9895
Avg Daily Profit (%) 0.2087 0.1588 0.0499 0.0364 0.0551 -0.0747
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142598 -91701 -149170 -827085 -421969 -594500
Profit Factor 1.2255 1.3639 1.102 1.0176 1.0687 0.973
Total Trades 652 326 326 652 326 326
Winning Trades 296 143 153 296 143 153
Losing Trades 356 183 173 356 183 173
Profitability (%) 45.3988 43.865 46.9325 45.3988 43.865 46.9325
Ratio Avg Win / Avg Loss 1.4739 1.7454 1.246 1.2239 1.3677 1.1002
Largest Winning Trade 174782 174782 55298 361719 361719 154298
Largest Losing Trade -28239 -21381 -28239 -165890 -111059 -165890
Avg Bars in Trades 31 26 36 31 26 36
Avg Bars in Winners 45 34 55 45 34 55
Avg Bars in Losers 20 21 20 20 21 20
Bars Traded 20744 8729 12015 20744 8729 12015
Profit Streak 15.1078 0 16.1078 15.1078 0 16.1078
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342924 284222 -234083 -343137 -265267 -578578
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": 1609437600000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759617312531,
    "expiration_time": 1765063584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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": [
        [
            365518.0293961089,
            278120.453092942,
            87397.5763031667,
            89304.1627535356,
            162293.6604096912,
            -72989.497656156
        ],
        [
            365.518029,
            278.120453,
            87.397576,
            89.304163,
            162.29366,
            -72.989498
        ],
        [
            0.208668,
            0.158774,
            0.049894,
            0.03644,
            0.055065,
            -0.074698
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142598,
            -91701,
            -149170,
            -827085,
            -421969,
            -594500
        ],
        [
            1.225454,
            1.363867,
            1.101992,
            1.017643,
            1.068732,
            0.97297
        ],
        [
            652,
            326,
            326,
            652,
            326,
            326
        ],
        [
            296,
            143,
            153,
            296,
            143,
            153
        ],
        [
            356,
            183,
            173,
            356,
            183,
            173
        ],
        [
            45.398773,
            43.865031,
            46.932515,
            45.398773,
            43.865031,
            46.932515
        ],
        [
            1.473857,
            1.745368,
            1.246043,
            1.223923,
            1.367678,
            1.100156
        ],
        [
            174782,
            174782,
            55298,
            361719,
            361719,
            154298
        ],
        [
            -28239,
            -21381,
            -28239,
            -165890,
            -111059,
            -165890
        ],
        [
            31,
            26,
            36,
            31,
            26,
            36
        ],
        [
            45,
            34,
            55,
            45,
            34,
            55
        ],
        [
            20,
            21,
            20,
            20,
            21,
            20
        ],
        [
            20744,
            8729,
            12015,
            20744,
            8729,
            12015
        ],
        [
            15.107784,
            0,
            16.107784,
            15.107784,
            0,
            16.107784
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342924,
            284222,
            -234083,
            -343137,
            -265267,
            -578578
        ]
    ]
}
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": 1609437600000,
    "last_datapoint_time": 1759615200000,
    "evaluation_time": 1759617312531,
    "expiration_time": 1765063584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 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)