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Trade: GRT/USDT/120/WMA/ZLMA/1424

Strategy
GRT/USDT/120/WMA/ZLMA/1424
Pair
GRT_USDT
Interval
2h
Score
311728
Daily Profit
0.349914
Profit Factor
1.749198
Profitability
38.775510
Streak
0.000000
Best Strategy
Training Data Length
1757.330000
Evaluation Time
2025-10-10 19:19
Expiration Time
2025-12-12 22:20

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 614913.6416 498675.3247 116238.3169 217565.4334 21184.9005 196380.5329
Total P&L (%) 614.9136 498.6753 116.2383 217.5654 21.1849 196.3805
Avg Daily Profit (%) 0.3499 0.2838 0.0661 0.0658 0.0109 0.0618
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111693 -123003 -77519 -265687 -294881 -202508
Profit Factor 1.7492 2.1766 1.2928 1.1167 1.0216 1.2226
Total Trades 147 74 73 147 74 73
Winning Trades 57 20 37 57 20 37
Losing Trades 90 54 36 90 54 36
Profitability (%) 38.7755 27.027 50.6849 38.7755 27.027 50.6849
Ratio Avg Win / Avg Loss 2.7619 5.8769 1.2579 1.7632 2.7583 1.1896
Largest Winning Trade 361533 361533 63930 195356 195356 113502
Largest Losing Trade -45392 -31298 -45392 -93485 -71721 -93485
Avg Bars in Trades 141 123 159 141 123 159
Avg Bars in Winners 239 250 234 239 250 234
Avg Bars in Losers 78 75 83 78 75 83
Bars Traded 20780 9102 11678 20780 9102 11678
Profit Streak 0 0 31.5135 0 0 31.5135
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311728 -72860 -175901 -200108 -465345 -182065
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21088,
    "evaluation_days": 1757.33,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609221600000,
    "last_datapoint_time": 1760104800000,
    "evaluation_time": 1760113162151,
    "expiration_time": 1765570809600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 128,
            "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": [
        [
            614913.6416031796,
            498675.3247039774,
            116238.3168992021,
            217565.4334163057,
            21184.9005184606,
            196380.532897845
        ],
        [
            614.913642,
            498.675325,
            116.238317,
            217.565433,
            21.184901,
            196.380533
        ],
        [
            0.349914,
            0.283769,
            0.066145,
            0.065776,
            0.010935,
            0.061844
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111693,
            -123003,
            -77519,
            -265687,
            -294881,
            -202508
        ],
        [
            1.749198,
            2.176647,
            1.292827,
            1.116717,
            1.021577,
            1.222601
        ],
        [
            147,
            74,
            73,
            147,
            74,
            73
        ],
        [
            57,
            20,
            37,
            57,
            20,
            37
        ],
        [
            90,
            54,
            36,
            90,
            54,
            36
        ],
        [
            38.77551,
            27.027027,
            50.684932,
            38.77551,
            27.027027,
            50.684932
        ],
        [
            2.761891,
            5.876948,
            1.257886,
            1.763237,
            2.758257,
            1.189558
        ],
        [
            361533,
            361533,
            63930,
            195356,
            195356,
            113502
        ],
        [
            -45392,
            -31298,
            -45392,
            -93485,
            -71721,
            -93485
        ],
        [
            141,
            123,
            159,
            141,
            123,
            159
        ],
        [
            239,
            250,
            234,
            239,
            250,
            234
        ],
        [
            78,
            75,
            83,
            78,
            75,
            83
        ],
        [
            20780,
            9102,
            11678,
            20780,
            9102,
            11678
        ],
        [
            0,
            0,
            31.513451,
            0,
            0,
            31.513451
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311728,
            -72860,
            -175901,
            -200108,
            -465345,
            -182065
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21088,
    "evaluation_days": 1757.33,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609221600000,
    "last_datapoint_time": 1760104800000,
    "evaluation_time": 1760113162151,
    "expiration_time": 1765570809600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 128,
            "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)