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Trade: GRT/USDT/120/MIDPOINT/JMA/1691

Strategy
GRT/USDT/120/MIDPOINT/JMA/1691
Pair
GRT_USDT
Interval
2h
Score
560358
Daily Profit
0.423187
Profit Factor
1.979708
Profitability
49.700599
Streak
10.257104
Best Strategy
Training Data Length
1745.170000
Evaluation Time
2025-09-28 15:10
Expiration Time
2025-11-30 07:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 738534.0854 503325.256 235208.8294 2666700.9753 1100855.1782 1565845.7971
Total P&L (%) 738.5341 503.3253 235.2088 2666.701 1100.8552 1565.8458
Avg Daily Profit (%) 0.4232 0.2884 0.1348 0.1904 0.1425 0.1613
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -113428 -144450 -34465 -992997 -960518 -661500
Profit Factor 1.9797 2.064 1.8377 1.3575 1.2457 1.5256
Total Trades 167 84 83 167 84 83
Winning Trades 83 39 44 83 39 44
Losing Trades 84 45 39 84 45 39
Profitability (%) 49.7006 46.4286 53.012 49.7006 46.4286 53.012
Ratio Avg Win / Avg Loss 2.0036 2.3815 1.6289 1.3739 1.4374 1.3522
Largest Winning Trade 298467 298467 46920 927734 927734 501911
Largest Losing Trade -31141 -31141 -26807 -660765 -352898 -660765
Avg Bars in Trades 122 105 140 122 105 140
Avg Bars in Winners 159 129 186 159 129 186
Avg Bars in Losers 86 83 89 86 83 89
Bars Traded 20512 8831 11681 20512 8831 11681
Profit Streak 10.2571 10.2571 18.4238 10.2571 10.2571 18.4238
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 560358 419624 -8995 369013 -3658 352460
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20942,
    "evaluation_days": 1745.17,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609610400000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759061413788,
    "expiration_time": 1764481766400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 144,
            "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": [
        [
            738534.0854359788,
            503325.2560130409,
            235208.8294229378,
            2666700.9752590694,
            1100855.1781563514,
            1565845.7971027174
        ],
        [
            738.534085,
            503.325256,
            235.208829,
            2666.700975,
            1100.855178,
            1565.845797
        ],
        [
            0.423187,
            0.28841,
            0.134777,
            0.190434,
            0.14253,
            0.161313
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -113428,
            -144450,
            -34465,
            -992997,
            -960518,
            -661500
        ],
        [
            1.979708,
            2.063969,
            1.837737,
            1.357509,
            1.245735,
            1.525582
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            83,
            39,
            44,
            83,
            39,
            44
        ],
        [
            84,
            45,
            39,
            84,
            45,
            39
        ],
        [
            49.700599,
            46.428571,
            53.012048,
            49.700599,
            46.428571,
            53.012048
        ],
        [
            2.00356,
            2.381502,
            1.628903,
            1.373864,
            1.437386,
            1.35222
        ],
        [
            298467,
            298467,
            46920,
            927734,
            927734,
            501911
        ],
        [
            -31141,
            -31141,
            -26807,
            -660765,
            -352898,
            -660765
        ],
        [
            122,
            105,
            140,
            122,
            105,
            140
        ],
        [
            159,
            129,
            186,
            159,
            129,
            186
        ],
        [
            86,
            83,
            89,
            86,
            83,
            89
        ],
        [
            20512,
            8831,
            11681,
            20512,
            8831,
            11681
        ],
        [
            10.257104,
            10.257104,
            18.423771,
            10.257104,
            10.257104,
            18.423771
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            560358,
            419624,
            -8995,
            369013,
            -3658,
            352460
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20942,
    "evaluation_days": 1745.17,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609610400000,
    "last_datapoint_time": 1759053600000,
    "evaluation_time": 1759061413788,
    "expiration_time": 1764481766400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 190,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 144,
            "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)