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Trade: GRT/USDT/240/KCU/SWMA/4135

Strategy
GRT/USDT/240/KCU/SWMA/4135
Pair
GRT_USDT
Interval
4h
Score
537940
Daily Profit
0.229379
Profit Factor
3.778257
Profitability
51.515152
Streak
0.000000
Best Strategy
Training Data Length
1749.830000
Evaluation Time
2025-10-02 19:09
Expiration Time
2025-11-24 01:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 625961.5756 401373.4742 224588.1014 4034167.4654 1626658.9852 2407508.4803
Total P&L (%) 625.9616 401.3735 224.5881 4034.1675 1626.659 2407.5085
Avg Daily Profit (%) 0.3577 0.2294 0.1283 0.2129 0.1629 0.1843
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -54084 -57633 -32375 -3083826 -1182724 -1901101
Profit Factor 2.8326 3.7783 2.1395 1.5709 1.5284 1.6037
Total Trades 65 33 32 65 33 32
Winning Trades 35 17 18 35 17 18
Losing Trades 30 16 14 30 16 14
Profitability (%) 53.8462 51.5152 56.25 53.8462 51.5152 56.25
Ratio Avg Win / Avg Loss 2.428 3.556 1.6641 1.3465 1.4385 1.2473
Largest Winning Trade 158838 158838 66903 2597910 1229043 2597910
Largest Losing Trade -37085 -18273 -37085 -1901101 -793209 -1901101
Avg Bars in Trades 156 55 261 156 55 261
Avg Bars in Winners 242 81 394 242 81 394
Avg Bars in Losers 56 27 89 56 27 89
Bars Traded 10204 1840 8364 10204 1840 8364
Profit Streak 0 0 144.5064 0 0 144.5064
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -120708 537940 -15865 -125613 337395 416426
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10499,
    "evaluation_days": 1749.83,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610280000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759421354756,
    "expiration_time": 1763941968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 143,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 31,
            "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": [
        [
            625961.5755836493,
            401373.4741985668,
            224588.1013850827,
            4034167.465429927,
            1626658.9851635904,
            2407508.480266337
        ],
        [
            625.961576,
            401.373474,
            224.588101,
            4034.167465,
            1626.658985,
            2407.50848
        ],
        [
            0.357727,
            0.229379,
            0.128349,
            0.212925,
            0.162935,
            0.184295
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -54084,
            -57633,
            -32375,
            -3083826,
            -1182724,
            -1901101
        ],
        [
            2.83264,
            3.778257,
            2.139502,
            1.570865,
            1.528385,
            1.603656
        ],
        [
            65,
            33,
            32,
            65,
            33,
            32
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            30,
            16,
            14,
            30,
            16,
            14
        ],
        [
            53.846154,
            51.515152,
            56.25,
            53.846154,
            51.515152,
            56.25
        ],
        [
            2.427977,
            3.556007,
            1.664057,
            1.346456,
            1.43848,
            1.247288
        ],
        [
            158838,
            158838,
            66903,
            2597910,
            1229043,
            2597910
        ],
        [
            -37085,
            -18273,
            -37085,
            -1901101,
            -793209,
            -1901101
        ],
        [
            156,
            55,
            261,
            156,
            55,
            261
        ],
        [
            242,
            81,
            394,
            242,
            81,
            394
        ],
        [
            56,
            27,
            89,
            56,
            27,
            89
        ],
        [
            10204,
            1840,
            8364,
            10204,
            1840,
            8364
        ],
        [
            0,
            0,
            144.506421,
            0,
            0,
            144.506421
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -120708,
            537940,
            -15865,
            -125613,
            337395,
            416426
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10499,
    "evaluation_days": 1749.83,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610280000000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759421354756,
    "expiration_time": 1763941968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 143,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 31,
            "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)