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Trade: GRT/USDT/120/SWMA/SUPERTREND/5421

Strategy
GRT/USDT/120/SWMA/SUPERTREND/5421
Pair
GRT_USDT
Interval
2h
Score
311573
Daily Profit
0.328751
Profit Factor
1.624262
Profitability
35.540070
Streak
18.204980
Best Strategy
Training Data Length
1741.330000
Evaluation Time
2025-09-26 23:55
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 572464.1483 421541.6287 150922.5195 664678.2636 180562.3286 484115.935
Total P&L (%) 572.4641 421.5416 150.9225 664.6783 180.5623 484.1159
Avg Daily Profit (%) 0.3288 0.2421 0.0867 0.1169 0.0593 0.1014
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -91473 -135924 -54247 -518424 -540514 -267557
Profit Factor 1.6243 1.8376 1.3648 1.1418 1.0713 1.2247
Total Trades 287 144 143 287 144 143
Winning Trades 102 46 56 102 46 56
Losing Trades 185 98 87 185 98 87
Profitability (%) 35.5401 31.9444 39.1608 35.5401 31.9444 39.1608
Ratio Avg Win / Avg Loss 2.946 3.9148 2.1203 2.0709 2.2822 1.9027
Largest Winning Trade 305299 305299 55750 411835 411835 252081
Largest Losing Trade -20005 -15991 -20005 -148337 -119402 -148337
Avg Bars in Trades 71 63 80 71 63 80
Avg Bars in Winners 137 120 152 137 120 152
Avg Bars in Losers 35 36 33 35 36 33
Bars Traded 20563 9087 11476 20563 9087 11476
Profit Streak 18.205 28.6216 0 18.205 28.6216 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311573 173284 -80044 -103553 -261484 -61252

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": 1609797600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758920110298,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 177,
            "offset": 39
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 29,
            "offset": 0,
            "multiplier": 1.41221
        }
    }
}
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": [
        [
            572464.1482640365,
            421541.6287357098,
            150922.5195283269,
            664678.2635707785,
            180562.328584677,
            484115.9349861022
        ],
        [
            572.464148,
            421.541629,
            150.92252,
            664.678264,
            180.562329,
            484.115935
        ],
        [
            0.328751,
            0.24208,
            0.086671,
            0.116892,
            0.059261,
            0.101407
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -91473,
            -135924,
            -54247,
            -518424,
            -540514,
            -267557
        ],
        [
            1.624262,
            1.837578,
            1.364778,
            1.141777,
            1.071252,
            1.224745
        ],
        [
            287,
            144,
            143,
            287,
            144,
            143
        ],
        [
            102,
            46,
            56,
            102,
            46,
            56
        ],
        [
            185,
            98,
            87,
            185,
            98,
            87
        ],
        [
            35.54007,
            31.944444,
            39.160839,
            35.54007,
            31.944444,
            39.160839
        ],
        [
            2.945966,
            3.91484,
            2.120279,
            2.07087,
            2.282233,
            1.902729
        ],
        [
            305299,
            305299,
            55750,
            411835,
            411835,
            252081
        ],
        [
            -20005,
            -15991,
            -20005,
            -148337,
            -119402,
            -148337
        ],
        [
            71,
            63,
            80,
            71,
            63,
            80
        ],
        [
            137,
            120,
            152,
            137,
            120,
            152
        ],
        [
            35,
            36,
            33,
            35,
            36,
            33
        ],
        [
            20563,
            9087,
            11476,
            20563,
            9087,
            11476
        ],
        [
            18.20498,
            28.621647,
            0,
            18.20498,
            28.621647,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311573,
            173284,
            -80044,
            -103553,
            -261484,
            -61252
        ]
    ]
}
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": 1609797600000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758920110298,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 177,
            "offset": 39
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 29,
            "offset": 0,
            "multiplier": 1.41221
        }
    }
}

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)