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Trade: GRT/USDT/120/WMA/HILO/5264

Strategy
GRT/USDT/120/WMA/HILO/5264
Pair
GRT_USDT
Interval
2h
Score
308043
Daily Profit
0.243940
Profit Factor
1.371561
Profitability
42.175066
Streak
0.000000
Best Strategy
Training Data Length
1758.420000
Evaluation Time
2025-10-11 20:35
Expiration Time
2025-12-14 01:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 428949.5135 310679.0508 118270.4627 252375.9905 74298.0454 178077.9451
Total P&L (%) 428.9495 310.6791 118.2705 252.376 74.298 178.0779
Avg Daily Profit (%) 0.2439 0.1767 0.0673 0.0717 0.0316 0.0582
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112126 -82259 -104988 -632017 -444614 -520163
Profit Factor 1.3716 1.5935 1.1874 1.051 1.0329 1.0661
Total Trades 377 189 188 377 189 188
Winning Trades 159 65 94 159 65 94
Losing Trades 218 124 94 218 124 94
Profitability (%) 42.1751 34.3915 50 42.1751 34.3915 50
Ratio Avg Win / Avg Loss 1.8805 3.0399 1.1874 1.4409 1.9705 1.0661
Largest Winning Trade 177287 177287 52516 316174 316174 182714
Largest Losing Trade -24758 -17011 -24758 -124149 -87749 -124149
Avg Bars in Trades 55 45 64 55 45 64
Avg Bars in Winners 87 78 94 87 78 94
Avg Bars in Losers 31 28 35 31 28 35
Bars Traded 20809 8619 12190 20809 8619 12190
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 308043 171885 -117047 -262808 -339521 -262641
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21101,
    "evaluation_days": 1758.42,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609725600000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760204139666,
    "expiration_time": 1765667779200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            428949.5134572027,
            310679.0507753929,
            118270.4626818094,
            252375.9905085471,
            74298.0453672851,
            178077.9451412612
        ],
        [
            428.949513,
            310.679051,
            118.270463,
            252.375991,
            74.298045,
            178.077945
        ],
        [
            0.24394,
            0.176681,
            0.06726,
            0.071654,
            0.031601,
            0.058179
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112126,
            -82259,
            -104988,
            -632017,
            -444614,
            -520163
        ],
        [
            1.371561,
            1.593517,
            1.187434,
            1.050962,
            1.032911,
            1.066083
        ],
        [
            377,
            189,
            188,
            377,
            189,
            188
        ],
        [
            159,
            65,
            94,
            159,
            65,
            94
        ],
        [
            218,
            124,
            94,
            218,
            124,
            94
        ],
        [
            42.175066,
            34.391534,
            50,
            42.175066,
            34.391534,
            50
        ],
        [
            1.880505,
            3.03994,
            1.187434,
            1.440941,
            1.970477,
            1.066083
        ],
        [
            177287,
            177287,
            52516,
            316174,
            316174,
            182714
        ],
        [
            -24758,
            -17011,
            -24758,
            -124149,
            -87749,
            -124149
        ],
        [
            55,
            45,
            64,
            55,
            45,
            64
        ],
        [
            87,
            78,
            94,
            87,
            78,
            94
        ],
        [
            31,
            28,
            35,
            31,
            28,
            35
        ],
        [
            20809,
            8619,
            12190,
            20809,
            8619,
            12190
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308043,
            171885,
            -117047,
            -262808,
            -339521,
            -262641
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21101,
    "evaluation_days": 1758.42,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609725600000,
    "last_datapoint_time": 1760198400000,
    "evaluation_time": 1760204139666,
    "expiration_time": 1765667779200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 206,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)