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Trade: GRT/USDT/720/HMA/HWMA/5653

Strategy
GRT/USDT/720/HMA/HWMA/5653
Pair
GRT_USDT
Interval
12h
Score
303063
Daily Profit
0.180551
Profit Factor
1.340874
Profitability
48.750000
Streak
0.000000
Best Strategy
Training Data Length
1760.000000
Evaluation Time
2025-10-12 16:13
Expiration Time
2025-12-03 21:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 317768.9702 248098.2014 69670.7688 -9324.3341 -110604.5285 101280.1943
Total P&L (%) 317.769 248.0982 69.6708 -9.3243 -110.6045 101.2802
Avg Daily Profit (%) 0.1806 0.141 0.0396 -0.0056 0 0.0398
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -101035 -81595 -118800 -218165 -200413 -172566
Profit Factor 1.3409 1.5306 1.1499 0.9929 0.8517 1.1762
Total Trades 160 80 80 160 80 80
Winning Trades 78 37 41 78 37 41
Losing Trades 82 43 39 82 43 39
Profitability (%) 48.75 46.25 51.25 48.75 46.25 51.25
Ratio Avg Win / Avg Loss 1.4096 1.7789 1.0938 1.0439 0.9898 1.1188
Largest Winning Trade 139066 139066 62773 79019 79019 65382
Largest Losing Trade -70059 -42608 -70059 -108652 -108652 -70059
Avg Bars in Trades 21 21 21 21 21 21
Avg Bars in Winners 22 20 25 22 20 25
Avg Bars in Losers 20 22 17 20 22 17
Bars Traded 3448 1732 1716 3448 1732 1716
Profit Streak 0 0 106.0512 0 0 106.0512
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 303063 -22887 -214101 -578481 -601416 -184977
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3520,
    "evaluation_days": 1760,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1609070400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760274820889,
    "expiration_time": 1764789120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.03307,
            "nc": 0.1
        }
    }
}
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": [
        [
            317768.9701710497,
            248098.2013874617,
            69670.7687835883,
            -9324.3341336313,
            -110604.5284683473,
            101280.1943347159
        ],
        [
            317.76897,
            248.098201,
            69.670769,
            -9.324334,
            -110.604528,
            101.280194
        ],
        [
            0.180551,
            0.140965,
            0.039586,
            -0.005561,
            0,
            0.039754
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -101035,
            -81595,
            -118800,
            -218165,
            -200413,
            -172566
        ],
        [
            1.340874,
            1.530638,
            1.149936,
            0.99294,
            0.851704,
            1.176189
        ],
        [
            160,
            80,
            80,
            160,
            80,
            80
        ],
        [
            78,
            37,
            41,
            78,
            37,
            41
        ],
        [
            82,
            43,
            39,
            82,
            43,
            39
        ],
        [
            48.75,
            46.25,
            51.25,
            48.75,
            46.25,
            51.25
        ],
        [
            1.409637,
            1.77885,
            1.093842,
            1.04386,
            0.989818,
            1.118814
        ],
        [
            139066,
            139066,
            62773,
            79019,
            79019,
            65382
        ],
        [
            -70059,
            -42608,
            -70059,
            -108652,
            -108652,
            -70059
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            22,
            20,
            25,
            22,
            20,
            25
        ],
        [
            20,
            22,
            17,
            20,
            22,
            17
        ],
        [
            3448,
            1732,
            1716,
            3448,
            1732,
            1716
        ],
        [
            0,
            0,
            106.051168,
            0,
            0,
            106.051168
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            303063,
            -22887,
            -214101,
            -578481,
            -601416,
            -184977
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3520,
    "evaluation_days": 1760,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1609070400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760274820889,
    "expiration_time": 1764789120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 18,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.03307,
            "nc": 0.1
        }
    }
}

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)