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Trade: GRT/USDT/720/SWMA/BBL/3217

Strategy
GRT/USDT/720/SWMA/BBL/3217
Pair
GRT_USDT
Interval
12h
Score
455279
Daily Profit
0.355628
Profit Factor
2.204777
Profitability
47.058824
Streak
0.000000
Best Strategy
Training Data Length
1742.500000
Evaluation Time
2025-09-25 16:56
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 619681.1994 419133.6707 200547.5286 2438338.582 1794929.3358 643409.2462
Total P&L (%) 619.6812 419.1337 200.5475 2438.3386 1794.9293 643.4092
Avg Daily Profit (%) 0.3556 0.2405 0.1151 0.1858 0.169 0.1152
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105083 -60768 -84669 -2733861 -1947530 -1908290
Profit Factor 2.2048 2.7546 1.728 1.2443 1.4293 1.1109
Total Trades 85 43 42 85 43 42
Winning Trades 40 17 23 40 17 23
Losing Trades 45 26 19 45 26 19
Profitability (%) 47.0588 39.5349 54.7619 47.0588 39.5349 54.7619
Ratio Avg Win / Avg Loss 2.4804 4.2128 1.4275 1.3998 2.186 0.9177
Largest Winning Trade 146398 146398 73964 1889387 1681560 1889387
Largest Losing Trade -46772 -22132 -46772 -1898128 -631089 -1898128
Avg Bars in Trades 39 15 65 39 15 65
Avg Bars in Winners 61 23 89 61 23 89
Avg Bars in Losers 21 10 35 21 10 35
Bars Traded 3398 663 2735 3398 663 2735
Profit Streak 0 0 128.081 0 0 128.081
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 455279 341380 -35566 242739 216590 -137368

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": 1610798400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758808596732,
    "expiration_time": 1763231760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 1.99078
        }
    }
}
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": [
        [
            619681.1993853722,
            419133.6707422437,
            200547.5286431286,
            2438338.5819937387,
            1794929.3357916381,
            643409.2462021015
        ],
        [
            619.681199,
            419.133671,
            200.547529,
            2438.338582,
            1794.929336,
            643.409246
        ],
        [
            0.355628,
            0.240536,
            0.115092,
            0.185773,
            0.168967,
            0.115193
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105083,
            -60768,
            -84669,
            -2733861,
            -1947530,
            -1908290
        ],
        [
            2.204777,
            2.754553,
            1.72802,
            1.244268,
            1.429283,
            1.110913
        ],
        [
            85,
            43,
            42,
            85,
            43,
            42
        ],
        [
            40,
            17,
            23,
            40,
            17,
            23
        ],
        [
            45,
            26,
            19,
            45,
            26,
            19
        ],
        [
            47.058824,
            39.534884,
            54.761905,
            47.058824,
            39.534884,
            54.761905
        ],
        [
            2.480374,
            4.212846,
            1.427494,
            1.399801,
            2.185962,
            0.917711
        ],
        [
            146398,
            146398,
            73964,
            1889387,
            1681560,
            1889387
        ],
        [
            -46772,
            -22132,
            -46772,
            -1898128,
            -631089,
            -1898128
        ],
        [
            39,
            15,
            65,
            39,
            15,
            65
        ],
        [
            61,
            23,
            89,
            61,
            23,
            89
        ],
        [
            21,
            10,
            35,
            21,
            10,
            35
        ],
        [
            3398,
            663,
            2735,
            3398,
            663,
            2735
        ],
        [
            0,
            0,
            128.080981,
            0,
            0,
            128.080981
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            455279,
            341380,
            -35566,
            242739,
            216590,
            -137368
        ]
    ]
}
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": 1610798400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758808596732,
    "expiration_time": 1763231760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 61,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbl",
        "factors": {
            "length": 13,
            "offset": 0,
            "std": 1.99078
        }
    }
}

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)