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Trade: GRT/USDT/240/SINWMA/SINWMA/4771

Strategy
GRT/USDT/240/SINWMA/SINWMA/4771
Pair
GRT_USDT
Interval
4h
Score
319567
Daily Profit
0.268921
Profit Factor
1.761463
Profitability
42.528736
Streak
0.000000
Best Strategy
Training Data Length
1741.830000
Evaluation Time
2025-09-25 11:04
Expiration Time
2025-11-15 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 468415.391 307349.1651 161066.2259 337970.6669 62661.2238 275309.4432
Total P&L (%) 468.4154 307.3492 161.0662 337.9707 62.6612 275.3094
Avg Daily Profit (%) 0.2689 0.1765 0.0925 0.0848 0.0279 0.076
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125424 -158819 -37674 -189577 -229417 -91562
Profit Factor 1.7615 1.7826 1.7242 1.2575 1.0749 1.5787
Total Trades 87 44 43 87 44 43
Winning Trades 37 13 24 37 13 24
Losing Trades 50 31 19 50 31 19
Profitability (%) 42.5287 29.5455 55.814 42.5287 29.5455 55.814
Ratio Avg Win / Avg Loss 2.3804 4.2508 1.365 1.6993 2.5631 1.2498
Largest Winning Trade 166521 166521 58526 170151 170151 132627
Largest Losing Trade -33054 -29674 -33054 -115986 -115986 -82965
Avg Bars in Trades 117 103 132 117 103 132
Avg Bars in Winners 178 196 168 178 196 168
Avg Bars in Losers 72 64 86 72 64 86
Bars Traded 10252 4553 5699 10252 4553 5699
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 319567 38799 -66551 -81436 -302844 -88935

Evaluation Data

{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10451,
    "evaluation_days": 1741.83,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610179200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758787441684,
    "expiration_time": 1763230032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 56,
            "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": [
        [
            468415.3910467215,
            307349.1651218103,
            161066.2259249113,
            337970.6669475833,
            62661.223763247,
            275309.4431843361
        ],
        [
            468.415391,
            307.349165,
            161.066226,
            337.970667,
            62.661224,
            275.309443
        ],
        [
            0.268921,
            0.176452,
            0.09247,
            0.084831,
            0.027934,
            0.075959
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125424,
            -158819,
            -37674,
            -189577,
            -229417,
            -91562
        ],
        [
            1.761463,
            1.782594,
            1.724152,
            1.257451,
            1.074859,
            1.578742
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            37,
            13,
            24,
            37,
            13,
            24
        ],
        [
            50,
            31,
            19,
            50,
            31,
            19
        ],
        [
            42.528736,
            29.545455,
            55.813953,
            42.528736,
            29.545455,
            55.813953
        ],
        [
            2.380355,
            4.2508,
            1.364954,
            1.699259,
            2.563126,
            1.249838
        ],
        [
            166521,
            166521,
            58526,
            170151,
            170151,
            132627
        ],
        [
            -33054,
            -29674,
            -33054,
            -115986,
            -115986,
            -82965
        ],
        [
            117,
            103,
            132,
            117,
            103,
            132
        ],
        [
            178,
            196,
            168,
            178,
            196,
            168
        ],
        [
            72,
            64,
            86,
            72,
            64,
            86
        ],
        [
            10252,
            4553,
            5699,
            10252,
            4553,
            5699
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319567,
            38799,
            -66551,
            -81436,
            -302844,
            -88935
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10451,
    "evaluation_days": 1741.83,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610179200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758787441684,
    "expiration_time": 1763230032000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 136,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 56,
            "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)