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Trade: GRT/USDT/120/MIDPRICE/ZLMA/6746

Strategy
GRT/USDT/120/MIDPRICE/ZLMA/6746
Pair
GRT_USDT
Interval
2h
Score
450368
Daily Profit
0.405674
Profit Factor
1.991645
Profitability
45.161290
Streak
0.000000
Best Strategy
Training Data Length
1755.250000
Evaluation Time
2025-10-08 16:44
Expiration Time
2025-12-10 18:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 712059.7577 469851.3245 242208.4332 3090834.2664 752668.085 2338166.1814
Total P&L (%) 712.0598 469.8513 242.2084 3090.8343 752.6681 2338.1662
Avg Daily Profit (%) 0.4057 0.2677 0.138 0.1975 0.1222 0.1821
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106580 -142774 -35876 -1047876 -1254984 -852808
Profit Factor 1.9916 2.1299 1.8015 1.4486 1.1911 1.7919
Total Trades 155 78 77 155 78 77
Winning Trades 70 32 38 70 32 38
Losing Trades 85 46 39 85 46 39
Profitability (%) 45.1613 41.0256 49.3506 45.1613 41.0256 49.3506
Ratio Avg Win / Avg Loss 2.4184 3.0617 1.8489 1.759 1.7122 1.8391
Largest Winning Trade 225053 225053 48453 1157038 1157038 689601
Largest Losing Trade -32278 -32278 -23865 -767822 -519402 -767822
Avg Bars in Trades 132 103 161 132 103 161
Avg Bars in Winners 184 138 222 184 138 222
Avg Bars in Losers 89 78 102 89 78 102
Bars Traded 20509 8047 12462 20509 8047 12462
Profit Streak 0 0 27.8225 0 0 27.8225
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 450368 -25697 -47071 325781 -76620 -30386
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21063,
    "evaluation_days": 1755.25,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609927200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759931061656,
    "expiration_time": 1765384329600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 131,
            "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": [
        [
            712059.7577247545,
            469851.3245390886,
            242208.4331856659,
            3090834.266420136,
            752668.0850116388,
            2338166.181408499
        ],
        [
            712.059758,
            469.851325,
            242.208433,
            3090.834266,
            752.668085,
            2338.166181
        ],
        [
            0.405674,
            0.267683,
            0.137991,
            0.197481,
            0.122177,
            0.182124
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106580,
            -142774,
            -35876,
            -1047876,
            -1254984,
            -852808
        ],
        [
            1.991645,
            2.129854,
            1.801463,
            1.44855,
            1.191119,
            1.791928
        ],
        [
            155,
            78,
            77,
            155,
            78,
            77
        ],
        [
            70,
            32,
            38,
            70,
            32,
            38
        ],
        [
            85,
            46,
            39,
            85,
            46,
            39
        ],
        [
            45.16129,
            41.025641,
            49.350649,
            45.16129,
            41.025641,
            49.350649
        ],
        [
            2.418426,
            3.061665,
            1.84887,
            1.758954,
            1.712233,
            1.839084
        ],
        [
            225053,
            225053,
            48453,
            1157038,
            1157038,
            689601
        ],
        [
            -32278,
            -32278,
            -23865,
            -767822,
            -519402,
            -767822
        ],
        [
            132,
            103,
            161,
            132,
            103,
            161
        ],
        [
            184,
            138,
            222,
            184,
            138,
            222
        ],
        [
            89,
            78,
            102,
            89,
            78,
            102
        ],
        [
            20509,
            8047,
            12462,
            20509,
            8047,
            12462
        ],
        [
            0,
            0,
            27.822473,
            0,
            0,
            27.822473
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            450368,
            -25697,
            -47071,
            325781,
            -76620,
            -30386
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21063,
    "evaluation_days": 1755.25,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609927200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759931061656,
    "expiration_time": 1765384329600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 131,
            "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)