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Trade: GRT/USDT/120/DCM/WMA/1102

Strategy
GRT/USDT/120/DCM/WMA/1102
Pair
GRT_USDT
Interval
2h
Score
342221
Daily Profit
0.251152
Profit Factor
1.355175
Profitability
48.297214
Streak
0.000000
Best Strategy
Training Data Length
1750.170000
Evaluation Time
2025-10-03 14:40
Expiration Time
2025-12-05 12:08

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 439558.8177 284749.9853 154808.8324 385526.0581 319762.5578 65763.5003
Total P&L (%) 439.5588 284.75 154.8088 385.5261 319.7626 65.7635
Avg Daily Profit (%) 0.2512 0.1627 0.0885 0.0903 0.082 0.0289
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98095 -114935 -105898 -893413 -591038 -408849
Profit Factor 1.3552 1.4648 1.2477 1.0882 1.1533 1.0288
Total Trades 323 161 162 323 161 162
Winning Trades 156 70 86 156 70 86
Losing Trades 167 91 76 167 91 76
Profitability (%) 48.2972 43.4783 53.0864 48.2972 43.4783 53.0864
Ratio Avg Win / Avg Loss 1.4507 1.9042 1.1026 1.1649 1.4993 0.9091
Largest Winning Trade 89503 89503 40049 447641 447641 225970
Largest Losing Trade -57907 -18977 -57907 -284370 -168244 -284370
Avg Bars in Trades 64 54 74 64 54 74
Avg Bars in Winners 81 61 98 81 61 98
Avg Bars in Losers 48 48 48 48 48 48
Bars Traded 20864 8735 12130 20864 8735 12130
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342221 261215 -74410 -194907 -137623 -344455
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21002,
    "evaluation_days": 1750.17,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609185600000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759491610586,
    "expiration_time": 1764929318400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 55,
            "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": [
        [
            439558.8176994779,
            284749.985267656,
            154808.8324318217,
            385526.0581018648,
            319762.5577637345,
            65763.5003381301
        ],
        [
            439.558818,
            284.749985,
            154.808832,
            385.526058,
            319.762558,
            65.7635
        ],
        [
            0.251152,
            0.162698,
            0.088454,
            0.090321,
            0.081998,
            0.028881
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98095,
            -114935,
            -105898,
            -893413,
            -591038,
            -408849
        ],
        [
            1.355175,
            1.464788,
            1.247718,
            1.088156,
            1.153298,
            1.028751
        ],
        [
            323,
            161,
            162,
            323,
            161,
            162
        ],
        [
            156,
            70,
            86,
            156,
            70,
            86
        ],
        [
            167,
            91,
            76,
            167,
            91,
            76
        ],
        [
            48.297214,
            43.478261,
            53.08642,
            48.297214,
            43.478261,
            53.08642
        ],
        [
            1.450732,
            1.904225,
            1.102634,
            1.164885,
            1.499288,
            0.909129
        ],
        [
            89503,
            89503,
            40049,
            447641,
            447641,
            225970
        ],
        [
            -57907,
            -18977,
            -57907,
            -284370,
            -168244,
            -284370
        ],
        [
            64,
            54,
            74,
            64,
            54,
            74
        ],
        [
            81,
            61,
            98,
            81,
            61,
            98
        ],
        [
            48,
            48,
            48,
            48,
            48,
            48
        ],
        [
            20864,
            8735,
            12130,
            20864,
            8735,
            12130
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342221,
            261215,
            -74410,
            -194907,
            -137623,
            -344455
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21002,
    "evaluation_days": 1750.17,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609185600000,
    "last_datapoint_time": 1759485600000,
    "evaluation_time": 1759491610586,
    "expiration_time": 1764929318400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 55,
            "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)