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Trade: GRT/USDT/360/DCM/SWMA/6481

Strategy
GRT/USDT/360/DCM/SWMA/6481
Pair
GRT_USDT
Interval
6h
Score
319198
Daily Profit
0.401315
Profit Factor
2.266704
Profitability
35.772358
Streak
0.000000
Best Strategy
Training Data Length
1746.750000
Evaluation Time
2025-09-29 14:21
Expiration Time
2025-11-20 17:39

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 700997.3455 487805.7628 213191.5827 2153456.8523 606905.5147 1546551.3376
Total P&L (%) 700.9973 487.8058 213.1916 2153.4569 606.9055 1546.5513
Avg Daily Profit (%) 0.4013 0.2793 0.1221 0.1785 0.112 0.1605
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -109493 -95465 -45078 -853183 -604947 -351435
Profit Factor 2.2667 2.4765 1.9559 1.526 1.2427 1.9711
Total Trades 123 62 61 123 62 61
Winning Trades 44 17 27 44 17 27
Losing Trades 79 45 34 79 45 34
Profitability (%) 35.7724 27.4194 44.2623 35.7724 27.4194 44.2623
Ratio Avg Win / Avg Loss 4.0698 6.5555 2.463 2.7399 3.2894 2.4821
Largest Winning Trade 238900 238900 73875 744815 744815 703025
Largest Losing Trade -24158 -24158 -19544 -223487 -223487 -203231
Avg Bars in Trades 55 40 71 55 40 71
Avg Bars in Winners 107 91 118 107 91 118
Avg Bars in Losers 26 20 33 26 20 33
Bars Traded 6835 2496 4339 6835 2496 4339
Profit Streak 0 0 11.7233 0 0 11.7233
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319198 -160591 -189641 188049 -215786 -151839
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6987,
    "evaluation_days": 1746.75,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1610582400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759144889865,
    "expiration_time": 1763653176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 8,
            "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": [
        [
            700997.3455492475,
            487805.7628111992,
            213191.5827380483,
            2153456.852281453,
            606905.5146688735,
            1546551.337612578
        ],
        [
            700.997346,
            487.805763,
            213.191583,
            2153.456852,
            606.905515,
            1546.551338
        ],
        [
            0.401315,
            0.279265,
            0.12205,
            0.178493,
            0.112026,
            0.160499
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -109493,
            -95465,
            -45078,
            -853183,
            -604947,
            -351435
        ],
        [
            2.266704,
            2.476522,
            1.955897,
            1.526044,
            1.242662,
            1.971053
        ],
        [
            123,
            62,
            61,
            123,
            62,
            61
        ],
        [
            44,
            17,
            27,
            44,
            17,
            27
        ],
        [
            79,
            45,
            34,
            79,
            45,
            34
        ],
        [
            35.772358,
            27.419355,
            44.262295,
            35.772358,
            27.419355,
            44.262295
        ],
        [
            4.069764,
            6.555499,
            2.462982,
            2.739942,
            3.2894,
            2.482067
        ],
        [
            238900,
            238900,
            73875,
            744815,
            744815,
            703025
        ],
        [
            -24158,
            -24158,
            -19544,
            -223487,
            -223487,
            -203231
        ],
        [
            55,
            40,
            71,
            55,
            40,
            71
        ],
        [
            107,
            91,
            118,
            107,
            91,
            118
        ],
        [
            26,
            20,
            33,
            26,
            20,
            33
        ],
        [
            6835,
            2496,
            4339,
            6835,
            2496,
            4339
        ],
        [
            0,
            0,
            11.723262,
            0,
            0,
            11.723262
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319198,
            -160591,
            -189641,
            188049,
            -215786,
            -151839
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6987,
    "evaluation_days": 1746.75,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1610582400000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759144889865,
    "expiration_time": 1763653176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 110,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 8,
            "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)