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Trade: GRT/USDT/480/WMA/MIDPRICE/6242

Strategy
GRT/USDT/480/WMA/MIDPRICE/6242
Pair
GRT_USDT
Interval
8h
Score
440946
Daily Profit
0.341698
Profit Factor
1.665878
Profitability
44.623656
Streak
7.071647
Best Strategy
Training Data Length
1746.670000
Evaluation Time
2025-09-29 04:43
Expiration Time
2025-11-20 11:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 596834.3638 450552.3827 146281.9811 296348.7412 -170974.8409 467323.5821
Total P&L (%) 596.8344 450.5524 146.282 296.3487 -170.9748 467.3236
Avg Daily Profit (%) 0.3417 0.2579 0.0837 0.0789 0 0.0994
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -126891 -178116 -48564 -559720 -708293 -287189
Profit Factor 1.6659 1.7731 1.4666 1.0891 0.9241 1.4351
Total Trades 186 93 93 186 93 93
Winning Trades 83 35 48 83 35 48
Losing Trades 103 58 45 103 58 45
Profitability (%) 44.6237 37.6344 51.6129 44.6237 37.6344 51.6129
Ratio Avg Win / Avg Loss 2.0673 2.9382 1.375 1.3515 1.5314 1.3454
Largest Winning Trade 355504 355504 37242 382917 382917 155232
Largest Losing Trade -28428 -28428 -26388 -151265 -151265 -134712
Avg Bars in Trades 27 29 25 27 29 25
Avg Bars in Winners 37 46 31 37 46 31
Avg Bars in Losers 19 19 20 19 19 20
Bars Traded 5150 2754 2396 5150 2754 2396
Profit Streak 7.0716 0 21.7383 7.0716 0 21.7383
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440946 239102 -79308 -210354 -582837 -58599
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5240,
    "evaluation_days": 1746.67,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1610323200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759110190306,
    "expiration_time": 1763631360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 35,
            "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": [
        [
            596834.3637570825,
            450552.3826528321,
            146281.9811042509,
            296348.7411827389,
            -170974.8408850754,
            467323.5820678141
        ],
        [
            596.834364,
            450.552383,
            146.281981,
            296.348741,
            -170.974841,
            467.323582
        ],
        [
            0.341698,
            0.257949,
            0.083749,
            0.078874,
            0,
            0.099425
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -126891,
            -178116,
            -48564,
            -559720,
            -708293,
            -287189
        ],
        [
            1.665878,
            1.773064,
            1.466613,
            1.089063,
            0.924123,
            1.435087
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            83,
            35,
            48,
            83,
            35,
            48
        ],
        [
            103,
            58,
            45,
            103,
            58,
            45
        ],
        [
            44.623656,
            37.634409,
            51.612903,
            44.623656,
            37.634409,
            51.612903
        ],
        [
            2.067295,
            2.93822,
            1.37495,
            1.351488,
            1.531403,
            1.345394
        ],
        [
            355504,
            355504,
            37242,
            382917,
            382917,
            155232
        ],
        [
            -28428,
            -28428,
            -26388,
            -151265,
            -151265,
            -134712
        ],
        [
            27,
            29,
            25,
            27,
            29,
            25
        ],
        [
            37,
            46,
            31,
            37,
            46,
            31
        ],
        [
            19,
            19,
            20,
            19,
            19,
            20
        ],
        [
            5150,
            2754,
            2396,
            5150,
            2754,
            2396
        ],
        [
            7.071647,
            0,
            21.738314,
            7.071647,
            0,
            21.738314
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440946,
            239102,
            -79308,
            -210354,
            -582837,
            -58599
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5240,
    "evaluation_days": 1746.67,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1610323200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759110190306,
    "expiration_time": 1763631360000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 74,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 35,
            "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)