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Trade: GRT/USDT/120/WMA/HMA/9259

Strategy
GRT/USDT/120/WMA/HMA/9259
Pair
GRT_USDT
Interval
2h
Score
342347
Daily Profit
0.344792
Profit Factor
1.753828
Profitability
39.694656
Streak
17.177387
Best Strategy
Training Data Length
1741.330000
Evaluation Time
2025-09-26 17:15
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 600397.0354 496318.8247 104078.2107 149910.2362 -27231.4932 177141.7294
Total P&L (%) 600.397 496.3188 104.0782 149.9102 -27.2315 177.1417
Avg Daily Profit (%) 0.3448 0.285 0.0598 0.0526 -0.0183 0.0586
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -147032 -146946 -83903 -209474 -237764 -141221
Profit Factor 1.7538 2.1613 1.282 1.1198 0.961 1.3202
Total Trades 131 66 65 131 66 65
Winning Trades 52 19 33 52 19 33
Losing Trades 79 47 32 79 47 32
Profitability (%) 39.6947 28.7879 50.7692 39.6947 28.7879 50.7692
Ratio Avg Win / Avg Loss 2.6645 5.3465 1.2431 1.7012 2.3772 1.2801
Largest Winning Trade 362722 362722 56431 124966 124966 82098
Largest Losing Trade -55027 -30684 -55027 -93546 -51595 -93546
Avg Bars in Trades 156 137 176 156 137 176
Avg Bars in Winners 259 273 252 259 273 252
Avg Bars in Losers 88 83 97 88 83 97
Bars Traded 20544 9102 11442 20544 9102 11442
Profit Streak 17.1774 40.5107 0 17.1774 40.5107 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 342347 -124570 -244721 -213395 -715029 -246105

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": 1609862400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758896126242,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 153,
            "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": [
        [
            600397.0354416245,
            496318.8247048253,
            104078.2107367993,
            149910.2362112916,
            -27231.4932240855,
            177141.7294353769
        ],
        [
            600.397035,
            496.318825,
            104.078211,
            149.910236,
            -27.231493,
            177.141729
        ],
        [
            0.344792,
            0.285023,
            0.059769,
            0.052613,
            -0.018254,
            0.058556
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -147032,
            -146946,
            -83903,
            -209474,
            -237764,
            -141221
        ],
        [
            1.753828,
            2.161341,
            1.28198,
            1.119788,
            0.960995,
            1.320153
        ],
        [
            131,
            66,
            65,
            131,
            66,
            65
        ],
        [
            52,
            19,
            33,
            52,
            19,
            33
        ],
        [
            79,
            47,
            32,
            79,
            47,
            32
        ],
        [
            39.694656,
            28.787879,
            50.769231,
            39.694656,
            28.787879,
            50.769231
        ],
        [
            2.664469,
            5.346474,
            1.243132,
            1.701217,
            2.377198,
            1.280149
        ],
        [
            362722,
            362722,
            56431,
            124966,
            124966,
            82098
        ],
        [
            -55027,
            -30684,
            -55027,
            -93546,
            -51595,
            -93546
        ],
        [
            156,
            137,
            176,
            156,
            137,
            176
        ],
        [
            259,
            273,
            252,
            259,
            273,
            252
        ],
        [
            88,
            83,
            97,
            88,
            83,
            97
        ],
        [
            20544,
            9102,
            11442,
            20544,
            9102,
            11442
        ],
        [
            17.177387,
            40.51072,
            0,
            17.177387,
            40.51072,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342347,
            -124570,
            -244721,
            -213395,
            -715029,
            -246105
        ]
    ]
}
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": 1609862400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758896126242,
    "expiration_time": 1764138643200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 225,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 153,
            "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)