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Trade: GRT/USDT/120/MIDPRICE/SINWMA/5758

Strategy
GRT/USDT/120/MIDPRICE/SINWMA/5758
Pair
GRT_USDT
Interval
2h
Score
305761
Daily Profit
0.191754
Profit Factor
1.282470
Profitability
59.695817
Streak
0.000000
Best Strategy
Training Data Length
1746.750000
Evaluation Time
2025-09-30 05:03
Expiration Time
2025-12-01 23:11

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 334946.9957 222173.6331 112773.3626 -265887.9121 -19830.917 -246056.9951
Total P&L (%) 334.947 222.1736 112.7734 -265.8879 -19.8309 -246.057
Avg Daily Profit (%) 0.1918 0.1272 0.0646 0 -0.0127 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -257407 -93363 -156614 -456068 -207992 -275744
Profit Factor 1.2825 1.4377 1.1663 0.784 0.9616 0.6561
Total Trades 263 132 131 263 132 131
Winning Trades 157 75 82 106 59 47
Losing Trades 106 57 49 157 73 84
Profitability (%) 59.6958 56.8182 62.5954 40.3042 44.697 35.8779
Ratio Avg Win / Avg Loss 0.8659 1.0927 0.6969 1.1613 1.1897 1.1726
Largest Winning Trade 45601 45601 33253 110225 44726 110225
Largest Losing Trade -132653 -45954 -132653 -151750 -61306 -151750
Avg Bars in Trades 77 56 99 77 56 99
Avg Bars in Winners 68 42 92 89 73 110
Avg Bars in Losers 91 74 111 69 42 93
Bars Traded 20478 7435 13043 20478 7435 13043
Profit Streak 0 0 0 81.0023 81.0023 90.3356
Trades During Streak 0 0 0 6 3 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305761 -21610 -144588 -580000 -580010 -583449
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20961,
    "evaluation_days": 1746.75,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609884000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759197798640,
    "expiration_time": 1764623491200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 186,
            "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": [
        [
            334946.995747,
            222173.6331222266,
            112773.3626247732,
            -265887.9121155269,
            -19830.9170480181,
            -246056.9950675087
        ],
        [
            334.946996,
            222.173633,
            112.773363,
            -265.887912,
            -19.830917,
            -246.056995
        ],
        [
            0.191754,
            0.127193,
            0.064562,
            0,
            -0.012653,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -257407,
            -93363,
            -156614,
            -456068,
            -207992,
            -275744
        ],
        [
            1.28247,
            1.437741,
            1.166275,
            0.784047,
            0.961551,
            0.656088
        ],
        [
            263,
            132,
            131,
            263,
            132,
            131
        ],
        [
            157,
            75,
            82,
            106,
            59,
            47
        ],
        [
            106,
            57,
            49,
            157,
            73,
            84
        ],
        [
            59.695817,
            56.818182,
            62.59542,
            40.304183,
            44.69697,
            35.877863
        ],
        [
            0.865871,
            1.092684,
            0.69692,
            1.161277,
            1.189715,
            1.172583
        ],
        [
            45601,
            45601,
            33253,
            110225,
            44726,
            110225
        ],
        [
            -132653,
            -45954,
            -132653,
            -151750,
            -61306,
            -151750
        ],
        [
            77,
            56,
            99,
            77,
            56,
            99
        ],
        [
            68,
            42,
            92,
            89,
            73,
            110
        ],
        [
            91,
            74,
            111,
            69,
            42,
            93
        ],
        [
            20478,
            7435,
            13043,
            20478,
            7435,
            13043
        ],
        [
            0,
            0,
            0,
            81.002299,
            81.002299,
            90.335632
        ],
        [
            0,
            0,
            0,
            6,
            3,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305761,
            -21610,
            -144588,
            -580000,
            -580010,
            -583449
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20961,
    "evaluation_days": 1746.75,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609884000000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759197798640,
    "expiration_time": 1764623491200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 228,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 186,
            "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)