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Trade: GRT/USDT/240/MIDPRICE/ZLMA/9868

Strategy
GRT/USDT/240/MIDPRICE/ZLMA/9868
Pair
GRT_USDT
Interval
4h
Score
499028
Daily Profit
0.378386
Profit Factor
2.394677
Profitability
57.831325
Streak
0.000000
Best Strategy
Training Data Length
1749.830000
Evaluation Time
2025-10-02 18:21
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 662110.6496 440682.7985 221427.8511 2507873.1398 418579.0159 2089294.1239
Total P&L (%) 662.1107 440.6828 221.4279 2507.8731 418.579 2089.2941
Avg Daily Profit (%) 0.3784 0.2518 0.1265 0.1865 0.0941 0.1765
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -118028 -79689 -43480 -1943788 -1247628 -787346
Profit Factor 2.3947 2.5645 2.1469 1.514 1.134 2.1906
Total Trades 83 42 41 83 42 41
Winning Trades 48 22 26 48 22 26
Losing Trades 35 20 15 35 20 15
Profitability (%) 57.8313 52.381 63.4146 57.8313 52.381 63.4146
Ratio Avg Win / Avg Loss 1.7461 2.3314 1.2386 1.104 1.0309 1.2638
Largest Winning Trade 241665 241665 71917 1257752 568067 1257752
Largest Losing Trade -33568 -33568 -31074 -563632 -563632 -414772
Avg Bars in Trades 123 87 160 123 87 160
Avg Bars in Winners 154 98 201 154 98 201
Avg Bars in Losers 80 74 88 80 74 88
Bars Traded 10243 3664 6579 10243 3664 6579
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 499028 479005 -19336 325872 -140132 456076
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": 1610611200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759418506959,
    "expiration_time": 1763941968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 108,
            "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": [
        [
            662110.6495990839,
            440682.7984602937,
            221427.8511387901,
            2507873.139779505,
            418579.0158836573,
            2089294.1238958477
        ],
        [
            662.11065,
            440.682798,
            221.427851,
            2507.87314,
            418.579016,
            2089.294124
        ],
        [
            0.378386,
            0.251843,
            0.126542,
            0.186542,
            0.094106,
            0.176525
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -118028,
            -79689,
            -43480,
            -1943788,
            -1247628,
            -787346
        ],
        [
            2.394677,
            2.564488,
            2.146921,
            1.514007,
            1.133977,
            2.19062
        ],
        [
            83,
            42,
            41,
            83,
            42,
            41
        ],
        [
            48,
            22,
            26,
            48,
            22,
            26
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            57.831325,
            52.380952,
            63.414634,
            57.831325,
            52.380952,
            63.414634
        ],
        [
            1.746118,
            2.331353,
            1.238608,
            1.103963,
            1.030888,
            1.26382
        ],
        [
            241665,
            241665,
            71917,
            1257752,
            568067,
            1257752
        ],
        [
            -33568,
            -33568,
            -31074,
            -563632,
            -563632,
            -414772
        ],
        [
            123,
            87,
            160,
            123,
            87,
            160
        ],
        [
            154,
            98,
            201,
            154,
            98,
            201
        ],
        [
            80,
            74,
            88,
            80,
            74,
            88
        ],
        [
            10243,
            3664,
            6579,
            10243,
            3664,
            6579
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            499028,
            479005,
            -19336,
            325872,
            -140132,
            456076
        ]
    ]
}
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": 1610611200000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759418506959,
    "expiration_time": 1763941968000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 166,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 108,
            "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)