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Trade: GRT/USDT/480/MIDPRICE/VWAP/9649

Strategy
GRT/USDT/480/MIDPRICE/VWAP/9649
Pair
GRT_USDT
Interval
8h
Score
302802
Daily Profit
0.424856
Profit Factor
1.954238
Profitability
33.160622
Streak
0.000000
Best Strategy
Training Data Length
1744.330000
Evaluation Time
2025-09-27 02:29
Expiration Time
2025-11-18 01:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 741089.7106 514282.3736 226807.337 2970666.7997 1548681.7785 1421985.0213
Total P&L (%) 741.0897 514.2824 226.8073 2970.6668 1548.6818 1421.985
Avg Daily Profit (%) 0.4249 0.2948 0.13 0.1965 0.1608 0.1562
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113799 -68802 -58831 -1200874 -1100690 -797552
Profit Factor 1.9542 2.3467 1.5746 1.3584 1.3806 1.337
Total Trades 193 97 96 193 97 96
Winning Trades 64 26 38 64 26 38
Losing Trades 129 71 58 129 71 58
Profitability (%) 33.1606 26.8041 39.5833 33.1606 26.8041 39.5833
Ratio Avg Win / Avg Loss 3.939 6.4082 2.4033 2.738 3.7701 2.0406
Largest Winning Trade 223799 223799 53324 1224495 1224495 688856
Largest Losing Trade -34072 -18529 -34072 -362732 -362732 -319490
Avg Bars in Trades 26 20 32 26 20 32
Avg Bars in Winners 59 49 66 59 49 66
Avg Bars in Losers 10 9 10 10 9 10
Bars Traded 5124 1957 3167 5124 1957 3167
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 302802 -8563 -20915 154778 -12490 170473

Evaluation Data

{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5233,
    "evaluation_days": 1744.33,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1609891200000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758929341457,
    "expiration_time": 1763423712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            741089.7106304744,
            514282.3735935187,
            226807.3370369564,
            2970666.799737851,
            1548681.7784577403,
            1421985.021280111
        ],
        [
            741.089711,
            514.282374,
            226.807337,
            2970.6668,
            1548.681778,
            1421.985021
        ],
        [
            0.424856,
            0.294831,
            0.130025,
            0.196513,
            0.160796,
            0.156205
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113799,
            -68802,
            -58831,
            -1200874,
            -1100690,
            -797552
        ],
        [
            1.954238,
            2.346681,
            1.574573,
            1.358386,
            1.380596,
            1.33697
        ],
        [
            193,
            97,
            96,
            193,
            97,
            96
        ],
        [
            64,
            26,
            38,
            64,
            26,
            38
        ],
        [
            129,
            71,
            58,
            129,
            71,
            58
        ],
        [
            33.160622,
            26.804124,
            39.583333,
            33.160622,
            26.804124,
            39.583333
        ],
        [
            3.939011,
            6.408245,
            2.403295,
            2.737996,
            3.770089,
            2.040638
        ],
        [
            223799,
            223799,
            53324,
            1224495,
            1224495,
            688856
        ],
        [
            -34072,
            -18529,
            -34072,
            -362732,
            -362732,
            -319490
        ],
        [
            26,
            20,
            32,
            26,
            20,
            32
        ],
        [
            59,
            49,
            66,
            59,
            49,
            66
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            5124,
            1957,
            3167,
            5124,
            1957,
            3167
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302802,
            -8563,
            -20915,
            154778,
            -12490,
            170473
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5233,
    "evaluation_days": 1744.33,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1609891200000,
    "last_datapoint_time": 1758902400000,
    "evaluation_time": 1758929341457,
    "expiration_time": 1763423712000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 59,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)