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Trade: GRT/USDT/120/DCM/VWMA/8465

Strategy
GRT/USDT/120/DCM/VWMA/8465
Pair
GRT_USDT
Interval
2h
Score
422140
Daily Profit
0.298253
Profit Factor
1.396326
Profitability
53.918495
Streak
0.000000
Best Strategy
Training Data Length
1741.330000
Evaluation Time
2025-09-27 23:45
Expiration Time
2025-11-26 08:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 519357.7274 369543.835 149813.8924 418013.9509 492554.7141 -74540.7632
Total P&L (%) 519.3577 369.5438 149.8139 418.014 492.5547 -74.5408
Avg Daily Profit (%) 0.2983 0.2122 0.086 0.0945 0.1022 -0.0785
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -238404 -138534 -124732 -465894 -181169 -374482
Profit Factor 1.3963 1.5421 1.2383 1.1779 1.4673 0.9425
Total Trades 319 160 159 319 160 159
Winning Trades 172 82 90 172 82 90
Losing Trades 147 78 69 147 78 69
Profitability (%) 53.9185 51.25 56.6038 53.9185 51.25 56.6038
Ratio Avg Win / Avg Loss 1.1934 1.4669 0.9493 1.0067 1.3957 0.7226
Largest Winning Trade 71808 71808 48734 201518 201518 145459
Largest Losing Trade -68531 -39960 -68531 -330428 -98298 -330428
Avg Bars in Trades 64 57 71 64 57 71
Avg Bars in Winners 66 55 76 66 55 76
Avg Bars in Losers 62 59 65 62 59 65
Bars Traded 20570 9178 11392 20570 9178 11392
Profit Streak 0 0 16.7816 0 0 16.7816
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422140 350417 -78348 -89440 -54947 -579072
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20896,
    "evaluation_days": 1741.33,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609538400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759005932011,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 110,
            "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": [
        [
            519357.7274033914,
            369543.8350399137,
            149813.8923634782,
            418013.950862497,
            492554.71409676,
            -74540.7632342637
        ],
        [
            519.357727,
            369.543835,
            149.813892,
            418.013951,
            492.554714,
            -74.540763
        ],
        [
            0.298253,
            0.212219,
            0.086034,
            0.094503,
            0.102231,
            -0.078535
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -238404,
            -138534,
            -124732,
            -465894,
            -181169,
            -374482
        ],
        [
            1.396326,
            1.542133,
            1.23826,
            1.177921,
            1.46731,
            0.942458
        ],
        [
            319,
            160,
            159,
            319,
            160,
            159
        ],
        [
            172,
            82,
            90,
            172,
            82,
            90
        ],
        [
            147,
            78,
            69,
            147,
            78,
            69
        ],
        [
            53.918495,
            51.25,
            56.603774,
            53.918495,
            51.25,
            56.603774
        ],
        [
            1.193372,
            1.466907,
            0.949333,
            1.006711,
            1.395734,
            0.722551
        ],
        [
            71808,
            71808,
            48734,
            201518,
            201518,
            145459
        ],
        [
            -68531,
            -39960,
            -68531,
            -330428,
            -98298,
            -330428
        ],
        [
            64,
            57,
            71,
            64,
            57,
            71
        ],
        [
            66,
            55,
            76,
            66,
            55,
            76
        ],
        [
            62,
            59,
            65,
            62,
            59,
            65
        ],
        [
            20570,
            9178,
            11392,
            20570,
            9178,
            11392
        ],
        [
            0,
            0,
            16.78162,
            0,
            0,
            16.78162
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422140,
            350417,
            -78348,
            -89440,
            -54947,
            -579072
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20896,
    "evaluation_days": 1741.33,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609538400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1759005932011,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 180,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 110,
            "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)