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Trade: GRT/USDT/120/SINWMA/MIDPOINT/2986

Strategy
GRT/USDT/120/SINWMA/MIDPOINT/2986
Pair
GRT_USDT
Interval
2h
Score
318679
Daily Profit
0.350696
Profit Factor
1.799781
Profitability
39.097744
Streak
0.000000
Best Strategy
Training Data Length
1754.000000
Evaluation Time
2025-10-07 09:43
Expiration Time
2025-12-09 11:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 615121.2217 476045.1419 139076.0797 295771.5312 65791.3912 229980.14
Total P&L (%) 615.1212 476.0451 139.0761 295.7715 65.7914 229.9801
Avg Daily Profit (%) 0.3507 0.2714 0.0793 0.0785 0.0288 0.0681
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -100942 -165153 -55955 -345021 -404711 -167979
Profit Factor 1.7998 1.994 1.4793 1.1218 1.0442 1.2447
Total Trades 133 67 66 133 67 66
Winning Trades 52 19 33 52 19 33
Losing Trades 81 48 33 81 48 33
Profitability (%) 39.0977 28.3582 50 39.0977 28.3582 50
Ratio Avg Win / Avg Loss 2.8035 5.0374 1.4793 1.7475 2.6381 1.2447
Largest Winning Trade 359528 359528 43162 359528 359528 129892
Largest Losing Trade -26204 -26204 -25685 -140764 -140764 -99043
Avg Bars in Trades 154 153 154 154 153 154
Avg Bars in Winners 248 314 210 248 314 210
Avg Bars in Losers 93 90 98 93 90 98
Bars Traded 20516 10314 10202 20516 10314 10202
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 318679 -119952 -210085 -177463 -457385 -226456
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21048,
    "evaluation_days": 1754,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609898400000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759819424396,
    "expiration_time": 1765272441600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 139,
            "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": [
        [
            615121.2216844757,
            476045.1419470849,
            139076.0797373908,
            295771.5312492162,
            65791.3912202037,
            229980.1400290125
        ],
        [
            615.121222,
            476.045142,
            139.07608,
            295.771531,
            65.791391,
            229.98014
        ],
        [
            0.350696,
            0.271405,
            0.079291,
            0.078461,
            0.028827,
            0.068088
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -100942,
            -165153,
            -55955,
            -345021,
            -404711,
            -167979
        ],
        [
            1.799781,
            1.993963,
            1.479283,
            1.121847,
            1.04423,
            1.244681
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            52,
            19,
            33,
            52,
            19,
            33
        ],
        [
            81,
            48,
            33,
            81,
            48,
            33
        ],
        [
            39.097744,
            28.358209,
            50,
            39.097744,
            28.358209,
            50
        ],
        [
            2.803505,
            5.037379,
            1.479283,
            1.747493,
            2.638055,
            1.244681
        ],
        [
            359528,
            359528,
            43162,
            359528,
            359528,
            129892
        ],
        [
            -26204,
            -26204,
            -25685,
            -140764,
            -140764,
            -99043
        ],
        [
            154,
            153,
            154,
            154,
            153,
            154
        ],
        [
            248,
            314,
            210,
            248,
            314,
            210
        ],
        [
            93,
            90,
            98,
            93,
            90,
            98
        ],
        [
            20516,
            10314,
            10202,
            20516,
            10314,
            10202
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            318679,
            -119952,
            -210085,
            -177463,
            -457385,
            -226456
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21048,
    "evaluation_days": 1754,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609898400000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759819424396,
    "expiration_time": 1765272441600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 230,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 139,
            "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)