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Trade: GRT/USDT/480/DCM/FWMA/5897

Strategy
GRT/USDT/480/DCM/FWMA/5897
Pair
GRT_USDT
Interval
8h
Score
322207
Daily Profit
0.314413
Profit Factor
1.481447
Profitability
35.714286
Streak
34.440154
Best Strategy
Training Data Length
1750.000000
Evaluation Time
2025-10-02 13:33
Expiration Time
2025-11-23 22:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 550222.0278 439892.1426 110329.8853 192790.0116 78778.5641 114011.4475
Total P&L (%) 550.222 439.8921 110.3299 192.79 78.7786 114.0114
Avg Daily Profit (%) 0.3144 0.2514 0.063 0.0614 0.0332 0.0435
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94066 -149456 -68493 -220829 -256291 -122443
Profit Factor 1.4814 1.7772 1.1913 1.1016 1.0818 1.122
Total Trades 280 140 140 280 140 140
Winning Trades 100 43 57 100 43 57
Losing Trades 180 97 83 180 97 83
Profitability (%) 35.7143 30.7143 40.7143 35.7143 30.7143 40.7143
Ratio Avg Win / Avg Loss 2.6666 4.0091 1.7346 1.9829 2.4404 1.6338
Largest Winning Trade 353466 353466 55781 218493 218493 86587
Largest Losing Trade -19085 -18424 -19085 -42732 -42732 -41788
Avg Bars in Trades 18 16 20 18 16 20
Avg Bars in Winners 34 31 36 34 31 36
Avg Bars in Losers 9 9 10 9 9 10
Bars Traded 5188 2263 2925 5188 2263 2925
Profit Streak 34.4402 34.4402 34.7735 34.4402 34.4402 34.7735
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322207 164408 -120308 -220934 -284814 -222536
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5250,
    "evaluation_days": 1750,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1609084800000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759401229287,
    "expiration_time": 1763928000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 31,
            "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": [
        [
            550222.0278427547,
            439892.1425849594,
            110329.8852577958,
            192790.0116288441,
            78778.5641128599,
            114011.4475159841
        ],
        [
            550.222028,
            439.892143,
            110.329885,
            192.790012,
            78.778564,
            114.011448
        ],
        [
            0.314413,
            0.251367,
            0.063046,
            0.061407,
            0.033204,
            0.043487
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94066,
            -149456,
            -68493,
            -220829,
            -256291,
            -122443
        ],
        [
            1.481447,
            1.777237,
            1.191252,
            1.101619,
            1.081818,
            1.122025
        ],
        [
            280,
            140,
            140,
            280,
            140,
            140
        ],
        [
            100,
            43,
            57,
            100,
            43,
            57
        ],
        [
            180,
            97,
            83,
            180,
            97,
            83
        ],
        [
            35.714286,
            30.714286,
            40.714286,
            35.714286,
            30.714286,
            40.714286
        ],
        [
            2.666604,
            4.009117,
            1.73463,
            1.982915,
            2.44038,
            1.633825
        ],
        [
            353466,
            353466,
            55781,
            218493,
            218493,
            86587
        ],
        [
            -19085,
            -18424,
            -19085,
            -42732,
            -42732,
            -41788
        ],
        [
            18,
            16,
            20,
            18,
            16,
            20
        ],
        [
            34,
            31,
            36,
            34,
            31,
            36
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            5188,
            2263,
            2925,
            5188,
            2263,
            2925
        ],
        [
            34.440154,
            34.440154,
            34.773487,
            34.440154,
            34.440154,
            34.773487
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322207,
            164408,
            -120308,
            -220934,
            -284814,
            -222536
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5250,
    "evaluation_days": 1750,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1609084800000,
    "last_datapoint_time": 1759392000000,
    "evaluation_time": 1759401229287,
    "expiration_time": 1763928000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 31,
            "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)