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Trade: GRT/USDT/120/MIDPRICE/KCU/9485

Strategy
GRT/USDT/120/MIDPRICE/KCU/9485
Pair
GRT_USDT
Interval
2h
Score
481683
Daily Profit
0.515144
Profit Factor
2.394577
Profitability
43.046358
Streak
0.000000
Best Strategy
Training Data Length
1741.330000
Evaluation Time
2025-09-26 15:30
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 897036.1052 610474.1493 286561.9559 8476201.7196 3119556.0226 5356645.697
Total P&L (%) 897.0361 610.4741 286.562 8476.2017 3119.556 5356.6457
Avg Daily Profit (%) 0.5151 0.3506 0.1646 0.256 0.1996 0.2299
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -94335 -90362 -32892 -2519025 -2433856 -1510160
Profit Factor 2.3946 2.5921 2.103 1.7914 1.4805 2.2702
Total Trades 151 76 75 151 76 75
Winning Trades 65 27 38 65 27 38
Losing Trades 86 49 37 86 49 37
Profitability (%) 43.0464 35.5263 50.6667 43.0464 35.5263 50.6667
Ratio Avg Win / Avg Loss 3.1682 4.7043 2.0477 2.3702 2.6868 2.2104
Largest Winning Trade 342164 342164 46140 2048093 2048093 1740535
Largest Losing Trade -22616 -21432 -22616 -801031 -707465 -801031
Avg Bars in Trades 135 120 151 135 120 151
Avg Bars in Winners 235 236 235 235 236 235
Avg Bars in Losers 60 57 64 60 57 64
Bars Traded 20522 9194 11328 20522 9194 11328
Profit Streak 0 0 17.3543 0 0 17.3543
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 481683 -40819 -44985 360034 -44754 -43687

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": 1609977600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758889814439,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            897036.1051817044,
            610474.1492963493,
            286561.9558853554,
            8476201.719624747,
            3119556.0225966033,
            5356645.697028146
        ],
        [
            897.036105,
            610.474149,
            286.561956,
            8476.20172,
            3119.556023,
            5356.645697
        ],
        [
            0.515144,
            0.350579,
            0.164565,
            0.255969,
            0.199577,
            0.22994
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -94335,
            -90362,
            -32892,
            -2519025,
            -2433856,
            -1510160
        ],
        [
            2.394577,
            2.592147,
            2.102995,
            1.791432,
            1.480475,
            2.270161
        ],
        [
            151,
            76,
            75,
            151,
            76,
            75
        ],
        [
            65,
            27,
            38,
            65,
            27,
            38
        ],
        [
            86,
            49,
            37,
            86,
            49,
            37
        ],
        [
            43.046358,
            35.526316,
            50.666667,
            43.046358,
            35.526316,
            50.666667
        ],
        [
            3.168209,
            4.704266,
            2.047653,
            2.370203,
            2.686788,
            2.21042
        ],
        [
            342164,
            342164,
            46140,
            2048093,
            2048093,
            1740535
        ],
        [
            -22616,
            -21432,
            -22616,
            -801031,
            -707465,
            -801031
        ],
        [
            135,
            120,
            151,
            135,
            120,
            151
        ],
        [
            235,
            236,
            235,
            235,
            236,
            235
        ],
        [
            60,
            57,
            64,
            60,
            57,
            64
        ],
        [
            20522,
            9194,
            11328,
            20522,
            9194,
            11328
        ],
        [
            0,
            0,
            17.354334,
            0,
            0,
            17.354334
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            481683,
            -40819,
            -44985,
            360034,
            -44754,
            -43687
        ]
    ]
}
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": 1609977600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758889814439,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 28,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)