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Trade: GRT/USDT/720/BBU/VWAP/2266

Strategy
GRT/USDT/720/BBU/VWAP/2266
Pair
GRT_USDT
Interval
12h
Score
361284
Daily Profit
0.170897
Profit Factor
3.163707
Profitability
40.476190
Streak
0.000000
Best Strategy
Training Data Length
1742.500000
Evaluation Time
2025-09-26 09:46
Expiration Time
2025-11-15 20:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 397817.7465 297787.7375 100030.009 263043.9788 237776.3813 25267.5974
Total P&L (%) 397.8177 297.7877 100.03 263.044 237.7764 25.2676
Avg Daily Profit (%) 0.2283 0.1709 0.0574 0.074 0.0699 0.0129
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105520 -64693 -142672 -414844 -165743 -347928
Profit Factor 1.8192 3.1637 1.2874 1.2244 1.7781 1.0291
Total Trades 83 42 41 83 42 41
Winning Trades 30 17 13 30 17 13
Losing Trades 53 25 28 53 25 28
Profitability (%) 36.1446 40.4762 31.7073 36.1446 40.4762 31.7073
Ratio Avg Win / Avg Loss 3.2139 4.6525 2.7729 2.163 2.6148 2.2166
Largest Winning Trade 239189 239189 74124 239189 239189 192486
Largest Losing Trade -28952 -13282 -28952 -141814 -33725 -141814
Avg Bars in Trades 40 8 73 40 8 73
Avg Bars in Winners 96 15 202 96 15 202
Avg Bars in Losers 9 3 13 9 3 13
Bars Traded 3375 370 3005 3375 370 3005
Profit Streak 0 0 72.2821 0 0 72.2821
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 167343 361284 -121666 -100043 -99644 -372970

Evaluation Data

{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3485,
    "evaluation_days": 1742.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1611532800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869176433,
    "expiration_time": 1763231760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 165,
            "offset": 0,
            "std": 1.80902
        }
    },
    "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": [
        [
            397817.7464832811,
            297787.7374586303,
            100030.0090246508,
            263043.9787817395,
            237776.3813428314,
            25267.5974389083
        ],
        [
            397.817746,
            297.787737,
            100.030009,
            263.043979,
            237.776381,
            25.267597
        ],
        [
            0.228303,
            0.170897,
            0.057406,
            0.074022,
            0.069879,
            0.01293
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105520,
            -64693,
            -142672,
            -414844,
            -165743,
            -347928
        ],
        [
            1.819166,
            3.163707,
            1.287435,
            1.224354,
            1.778068,
            1.029149
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            30,
            17,
            13,
            30,
            17,
            13
        ],
        [
            53,
            25,
            28,
            53,
            25,
            28
        ],
        [
            36.144578,
            40.47619,
            31.707317,
            36.144578,
            40.47619,
            31.707317
        ],
        [
            3.213861,
            4.65251,
            2.772938,
            2.163026,
            2.614806,
            2.216628
        ],
        [
            239189,
            239189,
            74124,
            239189,
            239189,
            192486
        ],
        [
            -28952,
            -13282,
            -28952,
            -141814,
            -33725,
            -141814
        ],
        [
            40,
            8,
            73,
            40,
            8,
            73
        ],
        [
            96,
            15,
            202,
            96,
            15,
            202
        ],
        [
            9,
            3,
            13,
            9,
            3,
            13
        ],
        [
            3375,
            370,
            3005,
            3375,
            370,
            3005
        ],
        [
            0,
            0,
            72.282135,
            0,
            0,
            72.282135
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            167343,
            361284,
            -121666,
            -100043,
            -99644,
            -372970
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3485,
    "evaluation_days": 1742.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1611532800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758869176433,
    "expiration_time": 1763231760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbu",
        "factors": {
            "length": 165,
            "offset": 0,
            "std": 1.80902
        }
    },
    "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)