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Trade: GRT/USDT/120/VWMA/PSAR/6374

Strategy
GRT/USDT/120/VWMA/PSAR/6374
Pair
GRT_USDT
Interval
2h
Score
344018
Daily Profit
0.235743
Profit Factor
1.293736
Profitability
46.777164
Streak
0.000000
Best Strategy
Training Data Length
1741.330000
Evaluation Time
2025-09-27 19:37
Expiration Time
2025-11-26 08:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 410506.7089 299845.0904 110661.6185 219812.9552 146574.0354 73238.9198
Total P&L (%) 410.5067 299.8451 110.6616 219.813 146.574 73.2389
Avg Daily Profit (%) 0.2357 0.1722 0.0636 0.0668 0.0518 0.0316
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -110102 -77284 -109221 -739001 -424671 -620603
Profit Factor 1.2937 1.4405 1.1544 1.0383 1.0532 1.0246
Total Trades 543 272 271 543 272 271
Winning Trades 254 119 135 254 119 135
Losing Trades 289 153 136 289 153 136
Profitability (%) 46.7772 43.75 49.8155 46.7772 43.75 49.8155
Ratio Avg Win / Avg Loss 1.472 1.852 1.1629 1.1814 1.3542 1.0322
Largest Winning Trade 179186 179186 55181 338552 338552 194725
Largest Losing Trade -23793 -23793 -22174 -174810 -84366 -174810
Avg Bars in Trades 37 32 43 37 32 43
Avg Bars in Winners 55 45 63 55 45 63
Avg Bars in Losers 22 22 23 22 22 23
Bars Traded 20590 8826 11764 20590 8826 11764
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 344018 283446 -157986 -280525 -287211 -343425
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20896,
    "evaluation_days": 1741.33,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609545600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758991036276,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "offset": 33
        }
    },
    "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": [
        [
            410506.7089150215,
            299845.0903702552,
            110661.6185447658,
            219812.9551760281,
            146574.0353996454,
            73238.919776383
        ],
        [
            410.506709,
            299.84509,
            110.661619,
            219.812955,
            146.574035,
            73.23892
        ],
        [
            0.235743,
            0.172193,
            0.06355,
            0.066785,
            0.051841,
            0.031561
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -110102,
            -77284,
            -109221,
            -739001,
            -424671,
            -620603
        ],
        [
            1.293736,
            1.440464,
            1.154385,
            1.038343,
            1.05324,
            1.024579
        ],
        [
            543,
            272,
            271,
            543,
            272,
            271
        ],
        [
            254,
            119,
            135,
            254,
            119,
            135
        ],
        [
            289,
            153,
            136,
            289,
            153,
            136
        ],
        [
            46.777164,
            43.75,
            49.815498,
            46.777164,
            43.75,
            49.815498
        ],
        [
            1.472006,
            1.852025,
            1.162936,
            1.181422,
            1.354166,
            1.032169
        ],
        [
            179186,
            179186,
            55181,
            338552,
            338552,
            194725
        ],
        [
            -23793,
            -23793,
            -22174,
            -174810,
            -84366,
            -174810
        ],
        [
            37,
            32,
            43,
            37,
            32,
            43
        ],
        [
            55,
            45,
            63,
            55,
            45,
            63
        ],
        [
            22,
            22,
            23,
            22,
            22,
            23
        ],
        [
            20590,
            8826,
            11764,
            20590,
            8826,
            11764
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            344018,
            283446,
            -157986,
            -280525,
            -287211,
            -343425
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20896,
    "evaluation_days": 1741.33,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609545600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758991036276,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 148,
            "offset": 33
        }
    },
    "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)