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Trade: GRT/USDT/480/SINWMA/MIDPRICE/7881

Strategy
GRT/USDT/480/SINWMA/MIDPRICE/7881
Pair
GRT_USDT
Interval
8h
Score
304749
Daily Profit
0.168933
Profit Factor
1.400823
Profitability
47.619048
Streak
0.000000
Best Strategy
Training Data Length
1755.670000
Evaluation Time
2025-10-08 07:41
Expiration Time
2025-11-29 18:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 296590.3961 220774.6467 75815.7495 -58685.4927 -211903.147 153217.6542
Total P&L (%) 296.5904 220.7746 75.8157 -58.6855 -211.9031 153.2177
Avg Daily Profit (%) 0.1689 0.1258 0.0432 -0.0503 0 0.0529
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -115534 -156185 -122821 -457103 -493735 -141525
Profit Factor 1.4008 1.468 1.2827 0.9537 0.7786 1.4935
Total Trades 84 42 42 84 42 42
Winning Trades 40 19 21 40 19 21
Losing Trades 44 23 21 44 23 21
Profitability (%) 47.619 45.2381 50 47.619 45.2381 50
Ratio Avg Win / Avg Loss 1.5409 1.777 1.2827 1.0491 0.9425 1.4935
Largest Winning Trade 140865 140865 34470 165221 165221 73508
Largest Losing Trade -69428 -59062 -69428 -197815 -197815 -85746
Avg Bars in Trades 60 85 36 60 85 36
Avg Bars in Winners 70 88 53 70 88 53
Avg Bars in Losers 52 82 19 52 82 19
Bars Traded 5115 3582 1533 5115 3582 1533
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 304749 -24726 -135207 -579812 -582586 -120919
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5267,
    "evaluation_days": 1755.67,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1611993600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759898463433,
    "expiration_time": 1764432288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "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": [
        [
            296590.3961245122,
            220774.6466607454,
            75815.749463767,
            -58685.4927071988,
            -211903.1469571984,
            153217.6542499994
        ],
        [
            296.590396,
            220.774647,
            75.815749,
            -58.685493,
            -211.903147,
            153.217654
        ],
        [
            0.168933,
            0.12575,
            0.043183,
            -0.050336,
            0,
            0.052933
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -115534,
            -156185,
            -122821,
            -457103,
            -493735,
            -141525
        ],
        [
            1.400823,
            1.467995,
            1.282675,
            0.953697,
            0.778557,
            1.49347
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            40,
            19,
            21,
            40,
            19,
            21
        ],
        [
            44,
            23,
            21,
            44,
            23,
            21
        ],
        [
            47.619048,
            45.238095,
            50,
            47.619048,
            45.238095,
            50
        ],
        [
            1.540905,
            1.777046,
            1.282675,
            1.049066,
            0.942464,
            1.49347
        ],
        [
            140865,
            140865,
            34470,
            165221,
            165221,
            73508
        ],
        [
            -69428,
            -59062,
            -69428,
            -197815,
            -197815,
            -85746
        ],
        [
            60,
            85,
            36,
            60,
            85,
            36
        ],
        [
            70,
            88,
            53,
            70,
            88,
            53
        ],
        [
            52,
            82,
            19,
            52,
            82,
            19
        ],
        [
            5115,
            3582,
            1533,
            5115,
            3582,
            1533
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            304749,
            -24726,
            -135207,
            -579812,
            -582586,
            -120919
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5267,
    "evaluation_days": 1755.67,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1611993600000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759898463433,
    "expiration_time": 1764432288000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 132,
            "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)