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Trade: GRT/USDT/240/DCM/MIDPRICE/2339

Strategy
GRT/USDT/240/DCM/MIDPRICE/2339
Pair
GRT_USDT
Interval
4h
Score
429639
Daily Profit
0.474506
Profit Factor
2.165736
Profitability
42.446043
Streak
0.000000
Best Strategy
Training Data Length
1747.330000
Evaluation Time
2025-09-30 04:32
Expiration Time
2025-11-21 12:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 829118.7076 622149.3995 206969.3081 1659019.2111 1334013.7562 325005.4549
Total P&L (%) 829.1187 622.1494 206.9693 1659.0192 1334.0138 325.0055
Avg Daily Profit (%) 0.4745 0.3561 0.1184 0.1642 0.1525 0.0828
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -160188 -67220 -97917 -2917167 -1274070 -1747503
Profit Factor 2.1657 2.7309 1.5883 1.1898 1.3381 1.0678
Total Trades 139 70 69 139 70 69
Winning Trades 59 24 35 59 24 35
Losing Trades 80 46 34 80 46 34
Profitability (%) 42.446 34.2857 50.7246 42.446 34.2857 50.7246
Ratio Avg Win / Avg Loss 2.9366 5.2343 1.5429 1.6133 2.5647 1.0373
Largest Winning Trade 429874 429874 53487 2071411 2071411 416324
Largest Losing Trade -65502 -18760 -65502 -1098114 -360457 -1098114
Avg Bars in Trades 73 55 92 73 55 92
Avg Bars in Winners 129 109 143 129 109 143
Avg Bars in Losers 32 27 39 32 27 39
Bars Traded 10260 3905 6355 10260 3905 6355
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 429639 -85986 -133503 -5469 -91509 -329912
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10484,
    "evaluation_days": 1747.33,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609646400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759195979233,
    "expiration_time": 1763719488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 13,
            "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": [
        [
            829118.7075685868,
            622149.3994928324,
            206969.3080757543,
            1659019.211124306,
            1334013.7562436834,
            325005.4548806222
        ],
        [
            829.118708,
            622.149399,
            206.969308,
            1659.019211,
            1334.013756,
            325.005455
        ],
        [
            0.474506,
            0.356057,
            0.118449,
            0.164233,
            0.152524,
            0.082842
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -160188,
            -67220,
            -97917,
            -2917167,
            -1274070,
            -1747503
        ],
        [
            2.165736,
            2.730934,
            1.588297,
            1.189804,
            1.33813,
            1.067774
        ],
        [
            139,
            70,
            69,
            139,
            70,
            69
        ],
        [
            59,
            24,
            35,
            59,
            24,
            35
        ],
        [
            80,
            46,
            34,
            80,
            46,
            34
        ],
        [
            42.446043,
            34.285714,
            50.724638,
            42.446043,
            34.285714,
            50.724638
        ],
        [
            2.936591,
            5.234291,
            1.542918,
            1.613294,
            2.564749,
            1.037266
        ],
        [
            429874,
            429874,
            53487,
            2071411,
            2071411,
            416324
        ],
        [
            -65502,
            -18760,
            -65502,
            -1098114,
            -360457,
            -1098114
        ],
        [
            73,
            55,
            92,
            73,
            55,
            92
        ],
        [
            129,
            109,
            143,
            129,
            109,
            143
        ],
        [
            32,
            27,
            39,
            32,
            27,
            39
        ],
        [
            10260,
            3905,
            6355,
            10260,
            3905,
            6355
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            429639,
            -85986,
            -133503,
            -5469,
            -91509,
            -329912
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10484,
    "evaluation_days": 1747.33,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609646400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759195979233,
    "expiration_time": 1763719488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 99,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 13,
            "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)