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Trade: GRT/USDT/480/VWMA/HILO/2800

Strategy
GRT/USDT/480/VWMA/HILO/2800
Pair
GRT_USDT
Interval
8h
Score
436905
Daily Profit
0.281739
Profit Factor
1.695003
Profitability
48.538012
Streak
0.000000
Best Strategy
Training Data Length
1751.670000
Evaluation Time
2025-10-04 10:31
Expiration Time
2025-11-25 15:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 493513.1829 299620.9643 193892.2186 847530.2883 39723.5377 807806.7507
Total P&L (%) 493.5132 299.621 193.8922 847.5303 39.7235 807.8068
Avg Daily Profit (%) 0.2817 0.171 0.1107 0.1285 0.0191 0.126
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -73792 -124072 -87372 -750116 -624608 -639825
Profit Factor 1.695 1.8213 1.5616 1.2043 1.0186 1.4009
Total Trades 171 86 85 171 86 85
Winning Trades 83 34 49 83 34 49
Losing Trades 88 52 36 88 52 36
Profitability (%) 48.538 39.5349 57.6471 48.538 39.5349 57.6471
Ratio Avg Win / Avg Loss 1.7971 2.7855 1.1473 1.2768 1.5579 1.0292
Largest Winning Trade 227643 227643 52609 441693 441693 295940
Largest Losing Trade -32818 -20021 -32818 -398142 -265978 -398142
Avg Bars in Trades 29 20 39 29 20 39
Avg Bars in Winners 39 30 46 39 30 46
Avg Bars in Losers 20 13 30 20 13 30
Bars Traded 5121 1741 3380 5121 1741 3380
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 436905 241661 -42872 -21011 -372642 -23013
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5255,
    "evaluation_days": 1751.67,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1609920000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759563105857,
    "expiration_time": 1764076320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            493513.1828594576,
            299620.9643070059,
            193892.2185524514,
            847530.288313282,
            39723.5376612311,
            807806.7506520508
        ],
        [
            493.513183,
            299.620964,
            193.892219,
            847.530288,
            39.723538,
            807.806751
        ],
        [
            0.281739,
            0.171049,
            0.11069,
            0.128456,
            0.019098,
            0.126008
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -73792,
            -124072,
            -87372,
            -750116,
            -624608,
            -639825
        ],
        [
            1.695003,
            1.821264,
            1.561584,
            1.204292,
            1.018617,
            1.400914
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            83,
            34,
            49,
            83,
            34,
            49
        ],
        [
            88,
            52,
            36,
            88,
            52,
            36
        ],
        [
            48.538012,
            39.534884,
            57.647059,
            48.538012,
            39.534884,
            57.647059
        ],
        [
            1.797111,
            2.785463,
            1.147286,
            1.27684,
            1.557885,
            1.029243
        ],
        [
            227643,
            227643,
            52609,
            441693,
            441693,
            295940
        ],
        [
            -32818,
            -20021,
            -32818,
            -398142,
            -265978,
            -398142
        ],
        [
            29,
            20,
            39,
            29,
            20,
            39
        ],
        [
            39,
            30,
            46,
            39,
            30,
            46
        ],
        [
            20,
            13,
            30,
            20,
            13,
            30
        ],
        [
            5121,
            1741,
            3380,
            5121,
            1741,
            3380
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            436905,
            241661,
            -42872,
            -21011,
            -372642,
            -23013
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5255,
    "evaluation_days": 1751.67,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1609920000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759563105857,
    "expiration_time": 1764076320000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 60,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "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)