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Trade: GRT/USDT/240/VWAP/MIDPOINT/1798

Strategy
GRT/USDT/240/VWAP/MIDPOINT/1798
Pair
GRT_USDT
Interval
4h
Score
309192
Daily Profit
0.258531
Profit Factor
1.505291
Profitability
42.156863
Streak
0.000000
Best Strategy
Training Data Length
1756.000000
Evaluation Time
2025-10-08 20:11
Expiration Time
2025-11-30 10:19

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 453980.3709 373757.7067 80222.6642 25305.8363 -96700.9199 122006.7562
Total P&L (%) 453.9804 373.7577 80.2227 25.3058 -96.7009 122.0068
Avg Daily Profit (%) 0.2585 0.2128 0.0457 0.0128 -0.1941 0.0454
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -165176 -141398 -96864 -523599 -333883 -222628
Profit Factor 1.5053 1.8397 1.177 1.0167 0.8824 1.1758
Total Trades 204 102 102 204 102 102
Winning Trades 86 35 51 86 35 51
Losing Trades 118 67 51 118 67 51
Profitability (%) 42.1569 34.3137 50 42.1569 34.3137 50
Ratio Avg Win / Avg Loss 2.0654 3.5218 1.177 1.395 1.6892 1.1758
Largest Winning Trade 270430 270430 50521 200042 200042 132648
Largest Losing Trade -52972 -33857 -52972 -127202 -127202 -71479
Avg Bars in Trades 50 44 56 50 44 56
Avg Bars in Winners 77 79 75 77 79 75
Avg Bars in Losers 31 26 37 31 26 37
Bars Traded 10329 4551 5778 10329 4551 5778
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 309192 174211 -158055 -383359 -584382 -159694
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10536,
    "evaluation_days": 1756,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609963200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759943464176,
    "expiration_time": 1764490752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 120
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 41,
            "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": [
        [
            453980.3709175059,
            373757.7067170063,
            80222.6642004994,
            25305.8363322168,
            -96700.9198528682,
            122006.7561850848
        ],
        [
            453.980371,
            373.757707,
            80.222664,
            25.305836,
            -96.70092,
            122.006756
        ],
        [
            0.258531,
            0.212846,
            0.045685,
            0.012847,
            -0.19409,
            0.045428
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -165176,
            -141398,
            -96864,
            -523599,
            -333883,
            -222628
        ],
        [
            1.505291,
            1.839724,
            1.176952,
            1.016687,
            0.882414,
            1.175773
        ],
        [
            204,
            102,
            102,
            204,
            102,
            102
        ],
        [
            86,
            35,
            51,
            86,
            35,
            51
        ],
        [
            118,
            67,
            51,
            118,
            67,
            51
        ],
        [
            42.156863,
            34.313725,
            50,
            42.156863,
            34.313725,
            50
        ],
        [
            2.065399,
            3.521758,
            1.176952,
            1.394989,
            1.689192,
            1.175773
        ],
        [
            270430,
            270430,
            50521,
            200042,
            200042,
            132648
        ],
        [
            -52972,
            -33857,
            -52972,
            -127202,
            -127202,
            -71479
        ],
        [
            50,
            44,
            56,
            50,
            44,
            56
        ],
        [
            77,
            79,
            75,
            77,
            79,
            75
        ],
        [
            31,
            26,
            37,
            31,
            26,
            37
        ],
        [
            10329,
            4551,
            5778,
            10329,
            4551,
            5778
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309192,
            174211,
            -158055,
            -383359,
            -584382,
            -159694
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10536,
    "evaluation_days": 1756,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609963200000,
    "last_datapoint_time": 1759939200000,
    "evaluation_time": 1759943464176,
    "expiration_time": 1764490752000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 120
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 41,
            "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)