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Trade: GRT/USDT/240/PWMA/SSF/1160

Strategy
GRT/USDT/240/PWMA/SSF/1160
Pair
GRT_USDT
Interval
4h
Score
506484
Daily Profit
0.341492
Profit Factor
1.694729
Profitability
51.190476
Streak
16.193387
Best Strategy
Training Data Length
1757.170000
Evaluation Time
2025-10-10 03:38
Expiration Time
2025-12-01 15:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 600058.6737 407028.8918 193029.7819 1100471.781 286157.4085 814314.3725
Total P&L (%) 600.0587 407.0289 193.0298 1100.4718 286.1574 814.3144
Avg Daily Profit (%) 0.3415 0.2316 0.1099 0.1415 0.0769 0.126
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131140 -104553 -61176 -614686 -494009 -321220
Profit Factor 1.6947 1.8299 1.5172 1.2689 1.1198 1.4782
Total Trades 168 84 84 168 84 84
Winning Trades 86 40 46 86 40 46
Losing Trades 82 44 38 82 44 38
Profitability (%) 51.1905 47.619 54.7619 51.1905 47.619 54.7619
Ratio Avg Win / Avg Loss 1.6159 2.0129 1.2533 1.2099 1.2318 1.2211
Largest Winning Trade 129622 129622 59544 365735 365735 288031
Largest Losing Trade -39825 -39825 -36445 -335516 -335516 -321220
Avg Bars in Trades 61 54 68 61 54 68
Avg Bars in Winners 75 65 85 75 65 85
Avg Bars in Losers 46 44 48 46 44 48
Bars Traded 10357 4574 5783 10357 4574 5783
Profit Streak 16.1934 0 26.6934 16.1934 0 26.6934
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 506484 363893 -44095 -2167 -180268 -22359
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10543,
    "evaluation_days": 1757.17,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610654400000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760056708642,
    "expiration_time": 1764594576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            600058.673699185,
            407028.8918106385,
            193029.7818885465,
            1100471.7809813651,
            286157.408529096,
            814314.3724522693
        ],
        [
            600.058674,
            407.028892,
            193.029782,
            1100.471781,
            286.157409,
            814.314372
        ],
        [
            0.341492,
            0.231639,
            0.109853,
            0.141538,
            0.076919,
            0.126021
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131140,
            -104553,
            -61176,
            -614686,
            -494009,
            -321220
        ],
        [
            1.694729,
            1.829865,
            1.517153,
            1.268946,
            1.119783,
            1.478213
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            86,
            40,
            46,
            86,
            40,
            46
        ],
        [
            82,
            44,
            38,
            82,
            44,
            38
        ],
        [
            51.190476,
            47.619048,
            54.761905,
            51.190476,
            47.619048,
            54.761905
        ],
        [
            1.615904,
            2.012851,
            1.253301,
            1.209925,
            1.231761,
            1.221132
        ],
        [
            129622,
            129622,
            59544,
            365735,
            365735,
            288031
        ],
        [
            -39825,
            -39825,
            -36445,
            -335516,
            -335516,
            -321220
        ],
        [
            61,
            54,
            68,
            61,
            54,
            68
        ],
        [
            75,
            65,
            85,
            75,
            65,
            85
        ],
        [
            46,
            44,
            48,
            46,
            44,
            48
        ],
        [
            10357,
            4574,
            5783,
            10357,
            4574,
            5783
        ],
        [
            16.193387,
            0,
            26.693387,
            16.193387,
            0,
            26.693387
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            506484,
            363893,
            -44095,
            -2167,
            -180268,
            -22359
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10543,
    "evaluation_days": 1757.17,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610654400000,
    "last_datapoint_time": 1760040000000,
    "evaluation_time": 1760056708642,
    "expiration_time": 1764594576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 169,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 165,
            "offset": 0,
            "poles": 3
        }
    }
}

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)