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Trade: GRT/USDT/120/SINWMA/PWMA/2122

Strategy
GRT/USDT/120/SINWMA/PWMA/2122
Pair
GRT_USDT
Interval
2h
Score
402370
Daily Profit
0.405904
Profit Factor
1.769530
Profitability
42.105263
Streak
0.000000
Best Strategy
Training Data Length
1745.420000
Evaluation Time
2025-09-28 19:54
Expiration Time
2025-11-30 14:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 708472.1876 570130.3998 138341.7878 428665.2373 45068.2388 383596.9985
Total P&L (%) 708.4722 570.1304 138.3418 428.6652 45.0682 383.597
Avg Daily Profit (%) 0.4059 0.3266 0.0793 0.0954 0.0213 0.0903
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -144347 -173896 -58719 -757383 -834247 -469581
Profit Factor 1.7695 2.1678 1.3199 1.0904 1.0181 1.1706
Total Trades 209 105 104 209 105 104
Winning Trades 88 36 52 88 36 52
Losing Trades 121 69 52 121 69 52
Profitability (%) 42.1053 34.2857 50 42.1053 34.2857 50
Ratio Avg Win / Avg Loss 2.4331 4.155 1.3199 1.4993 1.9513 1.1706
Largest Winning Trade 469456 469456 51858 630387 630387 228094
Largest Losing Trade -38814 -27504 -38814 -335075 -152061 -335075
Avg Bars in Trades 98 85 111 98 85 111
Avg Bars in Winners 140 124 151 140 124 151
Avg Bars in Losers 67 65 71 67 65 71
Bars Traded 20591 8972 11619 20591 8972 11619
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 402370 246910 -87198 -188571 -372062 -105489
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20945,
    "evaluation_days": 1745.42,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609869600000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759078494563,
    "expiration_time": 1764504144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 46,
            "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": [
        [
            708472.1876203414,
            570130.3998245209,
            138341.7877958213,
            428665.2373401425,
            45068.2388132581,
            383596.9985268842
        ],
        [
            708.472188,
            570.1304,
            138.341788,
            428.665237,
            45.068239,
            383.596999
        ],
        [
            0.405904,
            0.326644,
            0.07926,
            0.095449,
            0.021317,
            0.090339
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -144347,
            -173896,
            -58719,
            -757383,
            -834247,
            -469581
        ],
        [
            1.76953,
            2.167831,
            1.319895,
            1.09043,
            1.018086,
            1.170608
        ],
        [
            209,
            105,
            104,
            209,
            105,
            104
        ],
        [
            88,
            36,
            52,
            88,
            36,
            52
        ],
        [
            121,
            69,
            52,
            121,
            69,
            52
        ],
        [
            42.105263,
            34.285714,
            50,
            42.105263,
            34.285714,
            50
        ],
        [
            2.433104,
            4.15501,
            1.319895,
            1.499342,
            1.951332,
            1.170608
        ],
        [
            469456,
            469456,
            51858,
            630387,
            630387,
            228094
        ],
        [
            -38814,
            -27504,
            -38814,
            -335075,
            -152061,
            -335075
        ],
        [
            98,
            85,
            111,
            98,
            85,
            111
        ],
        [
            140,
            124,
            151,
            140,
            124,
            151
        ],
        [
            67,
            65,
            71,
            67,
            65,
            71
        ],
        [
            20591,
            8972,
            11619,
            20591,
            8972,
            11619
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            402370,
            246910,
            -87198,
            -188571,
            -372062,
            -105489
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 20945,
    "evaluation_days": 1745.42,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609869600000,
    "last_datapoint_time": 1759075200000,
    "evaluation_time": 1759078494563,
    "expiration_time": 1764504144000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 226,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 46,
            "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)