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Trade: GRT/USDT/120/LINREG/VWMA/5517

Strategy
GRT/USDT/120/LINREG/VWMA/5517
Pair
GRT_USDT
Interval
2h
Score
439580
Daily Profit
0.312014
Profit Factor
1.883935
Profitability
48.421053
Streak
0.000000
Best Strategy
Training Data Length
1750.080000
Evaluation Time
2025-10-03 12:14
Expiration Time
2025-12-05 10:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 546048.9739 373681.3179 172367.656 514809.8497 -41001.5371 555811.3868
Total P&L (%) 546.049 373.6813 172.3677 514.8099 -41.0015 555.8114
Avg Daily Profit (%) 0.312 0.2135 0.0985 0.1038 -0.0301 0.1075
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -116925 -135834 -51947 -766698 -560084 -333024
Profit Factor 1.8839 2.0257 1.6802 1.1918 0.9744 1.5134
Total Trades 95 48 47 95 48 47
Winning Trades 46 21 25 46 21 25
Losing Trades 49 27 22 49 27 22
Profitability (%) 48.4211 43.75 53.1915 48.4211 43.75 53.1915
Ratio Avg Win / Avg Loss 2.0068 2.6044 1.4786 1.2696 1.2528 1.3318
Largest Winning Trade 228135 228135 52270 490000 490000 238761
Largest Losing Trade -31620 -31620 -27705 -210062 -210062 -161412
Avg Bars in Trades 216 207 225 216 207 225
Avg Bars in Winners 287 289 285 287 289 285
Avg Bars in Losers 150 144 156 150 144 156
Bars Traded 20562 9981 10581 20562 9981 10581
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 439580 332803 -58918 -63816 -581453 -47143
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21001,
    "evaluation_days": 1750.08,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610784000000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759482849973,
    "expiration_time": 1764921859200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 113,
            "offset": 240
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 151,
            "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": [
        [
            546048.9738914894,
            373681.3179241564,
            172367.6559673328,
            514809.8496720976,
            -41001.5370912336,
            555811.3867633314
        ],
        [
            546.048974,
            373.681318,
            172.367656,
            514.80985,
            -41.001537,
            555.811387
        ],
        [
            0.312014,
            0.213522,
            0.098491,
            0.103829,
            -0.030146,
            0.107522
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -116925,
            -135834,
            -51947,
            -766698,
            -560084,
            -333024
        ],
        [
            1.883935,
            2.02566,
            1.680178,
            1.191839,
            0.97439,
            1.513433
        ],
        [
            95,
            48,
            47,
            95,
            48,
            47
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            49,
            27,
            22,
            49,
            27,
            22
        ],
        [
            48.421053,
            43.75,
            53.191489,
            48.421053,
            43.75,
            53.191489
        ],
        [
            2.0068,
            2.60442,
            1.478557,
            1.269568,
            1.252787,
            1.331821
        ],
        [
            228135,
            228135,
            52270,
            490000,
            490000,
            238761
        ],
        [
            -31620,
            -31620,
            -27705,
            -210062,
            -210062,
            -161412
        ],
        [
            216,
            207,
            225,
            216,
            207,
            225
        ],
        [
            287,
            289,
            285,
            287,
            289,
            285
        ],
        [
            150,
            144,
            156,
            150,
            144,
            156
        ],
        [
            20562,
            9981,
            10581,
            20562,
            9981,
            10581
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            439580,
            332803,
            -58918,
            -63816,
            -581453,
            -47143
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21001,
    "evaluation_days": 1750.08,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610784000000,
    "last_datapoint_time": 1759478400000,
    "evaluation_time": 1759482849973,
    "expiration_time": 1764921859200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 113,
            "offset": 240
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 151,
            "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)