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Trade: GRT/USDT/480/VWMA/SINWMA/7037

Strategy
GRT/USDT/480/VWMA/SINWMA/7037
Pair
GRT_USDT
Interval
8h
Score
607761
Daily Profit
0.539665
Profit Factor
2.304138
Profitability
63.492063
Streak
15.468019
Best Strategy
Training Data Length
1759.670000
Evaluation Time
2025-10-12 06:13
Expiration Time
2025-12-03 20:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 949632.7951 624941.2819 324691.5132 9611757.9354 4576333.4373 5035424.4981
Total P&L (%) 949.6328 624.9413 324.6915 9611.7579 4576.3334 5035.4245
Avg Daily Profit (%) 0.5397 0.3551 0.1845 0.2604 0.2188 0.2241
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142074 -61726 -98418 -8726153 -3335433 -5705615
Profit Factor 2.3041 2.879 1.8208 1.3947 1.439 1.3615
Total Trades 126 63 63 126 63 63
Winning Trades 80 36 44 80 36 44
Losing Trades 46 27 19 46 27 19
Profitability (%) 63.4921 57.1429 69.8413 63.4921 57.1429 69.8413
Ratio Avg Win / Avg Loss 1.3249 2.1593 0.7863 0.802 1.0793 0.5879
Largest Winning Trade 392490 392490 59317 3118994 2423942 3118994
Largest Losing Trade -45946 -24727 -45946 -2288435 -1657804 -2288435
Avg Bars in Trades 40 29 52 40 29 52
Avg Bars in Winners 41 26 54 41 26 54
Avg Bars in Losers 39 33 48 39 33 48
Bars Traded 5165 1841 3324 5165 1841 3324
Profit Streak 15.468 0 170.468 15.468 0 170.468
Trades During Streak 1 0 7 1 0 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 607761 -130616 -134475 367745 -136345 -135604
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5279,
    "evaluation_days": 1759.67,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1610179200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760238836830,
    "expiration_time": 1764788256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 44,
            "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": [
        [
            949632.7950800443,
            624941.2818577023,
            324691.5132223419,
            9611757.935437962,
            4576333.437306641,
            5035424.49813132
        ],
        [
            949.632795,
            624.941282,
            324.691513,
            9611.757935,
            4576.333437,
            5035.424498
        ],
        [
            0.539665,
            0.355147,
            0.184518,
            0.260383,
            0.218751,
            0.224085
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142074,
            -61726,
            -98418,
            -8726153,
            -3335433,
            -5705615
        ],
        [
            2.304138,
            2.879,
            1.820806,
            1.394709,
            1.439037,
            1.361535
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            80,
            36,
            44,
            80,
            36,
            44
        ],
        [
            46,
            27,
            19,
            46,
            27,
            19
        ],
        [
            63.492063,
            57.142857,
            69.84127,
            63.492063,
            57.142857,
            69.84127
        ],
        [
            1.32488,
            2.15925,
            0.786257,
            0.801958,
            1.079278,
            0.587936
        ],
        [
            392490,
            392490,
            59317,
            3118994,
            2423942,
            3118994
        ],
        [
            -45946,
            -24727,
            -45946,
            -2288435,
            -1657804,
            -2288435
        ],
        [
            40,
            29,
            52,
            40,
            29,
            52
        ],
        [
            41,
            26,
            54,
            41,
            26,
            54
        ],
        [
            39,
            33,
            48,
            39,
            33,
            48
        ],
        [
            5165,
            1841,
            3324,
            5165,
            1841,
            3324
        ],
        [
            15.468019,
            0,
            170.468019,
            15.468019,
            0,
            170.468019
        ],
        [
            1,
            0,
            7,
            1,
            0,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            607761,
            -130616,
            -134475,
            367745,
            -136345,
            -135604
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5279,
    "evaluation_days": 1759.67,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1610179200000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760238836830,
    "expiration_time": 1764788256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 69,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 44,
            "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)