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Trade: GRT/USDT/120/WMA/KCL/6046

Strategy
GRT/USDT/120/WMA/KCL/6046
Pair
GRT_USDT
Interval
2h
Score
431950
Daily Profit
0.200026
Profit Factor
1.930343
Profitability
69.047619
Streak
59.995404
Best Strategy
Training Data Length
1749.420000
Evaluation Time
2025-10-02 20:53
Expiration Time
2025-12-04 17:29

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 152319.0286 100398.5827 51920.4458 3571247.7946 373566.0335 3197681.761
Total P&L (%) 152.319 100.3986 51.9204 3571.2478 373.566 3197.6818
Avg Daily Profit (%) 0.0871 0.0574 0.0297 0.2062 0.0889 0.2
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -303537 -43300 -338759 -1398339 -471715 -1249293
Profit Factor 1.2382 1.7922 1.1012 1.7008 1.2252 1.9303
Total Trades 85 43 42 85 43 42
Winning Trades 62 28 34 50 21 29
Losing Trades 23 15 8 35 22 13
Profitability (%) 72.9412 65.1163 80.9524 58.8235 48.8372 69.0476
Ratio Avg Win / Avg Loss 0.4593 0.9601 0.2591 1.1906 1.2836 0.8653
Largest Winning Trade 39670 17684 39670 1429389 355782 1429389
Largest Losing Trade -303537 -41518 -303537 -1043632 -379351 -1043632
Avg Bars in Trades 228 74 386 228 74 386
Avg Bars in Winners 164 45 262 192 37 304
Avg Bars in Losers 402 129 913 280 109 569
Bars Traded 19449 3209 16240 19449 3209 16240
Profit Streak 0 0 59.9954 0 0 59.9954
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -75197 -113654 -260686 416635 -75003 431950
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20993,
    "evaluation_days": 1749.42,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609502400000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759427602867,
    "expiration_time": 1764862185600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 175,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            152319.0285677669,
            100398.5827437247,
            51920.4458240423,
            3571247.79458701,
            373566.0335400251,
            3197681.761046985
        ],
        [
            152.319029,
            100.398583,
            51.920446,
            3571.247795,
            373.566034,
            3197.681761
        ],
        [
            0.087068,
            0.05739,
            0.029679,
            0.206173,
            0.088933,
            0.200026
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -303537,
            -43300,
            -338759,
            -1398339,
            -471715,
            -1249293
        ],
        [
            1.238153,
            1.792211,
            1.101238,
            1.700838,
            1.225232,
            1.930343
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            62,
            28,
            34,
            50,
            21,
            29
        ],
        [
            23,
            15,
            8,
            35,
            22,
            13
        ],
        [
            72.941176,
            65.116279,
            80.952381,
            58.823529,
            48.837209,
            69.047619
        ],
        [
            0.459315,
            0.960113,
            0.259115,
            1.190586,
            1.283576,
            0.865326
        ],
        [
            39670,
            17684,
            39670,
            1429389,
            355782,
            1429389
        ],
        [
            -303537,
            -41518,
            -303537,
            -1043632,
            -379351,
            -1043632
        ],
        [
            228,
            74,
            386,
            228,
            74,
            386
        ],
        [
            164,
            45,
            262,
            192,
            37,
            304
        ],
        [
            402,
            129,
            913,
            280,
            109,
            569
        ],
        [
            19449,
            3209,
            16240,
            19449,
            3209,
            16240
        ],
        [
            0,
            0,
            59.995403,
            0,
            0,
            59.995404
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -75197,
            -113654,
            -260686,
            416635,
            -75003,
            431950
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20993,
    "evaluation_days": 1749.42,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609502400000,
    "last_datapoint_time": 1759420800000,
    "evaluation_time": 1759427602867,
    "expiration_time": 1764862185600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 73,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 175,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)