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Trade: GRT/USDT/480/VWAP/KCL/1060

Strategy
GRT/USDT/480/VWAP/KCL/1060
Pair
GRT_USDT
Interval
8h
Score
507445
Daily Profit
0.164264
Profit Factor
1.824203
Profitability
87.128713
Streak
171.521779
Best Strategy
Training Data Length
1757.000000
Evaluation Time
2025-10-09 15:31
Expiration Time
2025-12-01 03:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 288611.5801 105665.9636 182945.6165 -2448716.4665 -79574.8325 -2369141.634
Total P&L (%) 288.6116 105.666 182.9456 -2448.7165 -79.5748 -2369.1416
Avg Daily Profit (%) 0.1643 0.0601 0.1041 0 -0.0904 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177561 -53451 -199607 -4267211 -812746 -4292253
Profit Factor 1.8242 1.9235 1.776 0.6186 0.9565 0.4838
Total Trades 101 51 50 101 51 50
Winning Trades 88 40 48 67 33 34
Losing Trades 13 11 2 34 18 16
Profitability (%) 87.1287 78.4314 96 66.3366 64.7059 68
Ratio Avg Win / Avg Loss 0.2695 0.529 0.074 0.3139 0.5218 0.2276
Largest Winning Trade 29647 16172 29647 319056 305277 319056
Largest Losing Trade -168578 -53451 -168578 -1817768 -745777 -1817768
Avg Bars in Trades 44 17 72 44 17 72
Avg Bars in Winners 30 7 50 30 13 47
Avg Bars in Losers 137 52 602 71 24 124
Bars Traded 4490 871 3619 4490 871 3619
Profit Streak 171.5218 171.5218 479.1884 0 0 0
Trades During Streak 2 1 14 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 507445 -287255 -226485 -578113 -758649 -758500
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5271,
    "evaluation_days": 1757,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1614470400000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760013081741,
    "expiration_time": 1764550944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 5
        }
    }
}
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": [
        [
            288611.5801429906,
            105665.9636285997,
            182945.6165143907,
            -2448716.466486799,
            -79574.8324649771,
            -2369141.634021822
        ],
        [
            288.61158,
            105.665964,
            182.945617,
            -2448.716466,
            -79.574832,
            -2369.141634
        ],
        [
            0.164264,
            0.06014,
            0.104124,
            0,
            -0.090363,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177561,
            -53451,
            -199607,
            -4267211,
            -812746,
            -4292253
        ],
        [
            1.824203,
            1.923491,
            1.776013,
            0.618604,
            0.956546,
            0.483754
        ],
        [
            101,
            51,
            50,
            101,
            51,
            50
        ],
        [
            88,
            40,
            48,
            67,
            33,
            34
        ],
        [
            13,
            11,
            2,
            34,
            18,
            16
        ],
        [
            87.128713,
            78.431373,
            96,
            66.336634,
            64.705882,
            68
        ],
        [
            0.269484,
            0.52896,
            0.074001,
            0.313919,
            0.521752,
            0.227649
        ],
        [
            29647,
            16172,
            29647,
            319056,
            305277,
            319056
        ],
        [
            -168578,
            -53451,
            -168578,
            -1817768,
            -745777,
            -1817768
        ],
        [
            44,
            17,
            72,
            44,
            17,
            72
        ],
        [
            30,
            7,
            50,
            30,
            13,
            47
        ],
        [
            137,
            52,
            602,
            71,
            24,
            124
        ],
        [
            4490,
            871,
            3619,
            4490,
            871,
            3619
        ],
        [
            171.521779,
            171.521779,
            479.188446,
            0,
            0,
            0
        ],
        [
            2,
            1,
            14,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            507445,
            -287255,
            -226485,
            -578113,
            -758649,
            -758500
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5271,
    "evaluation_days": 1757,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1614470400000,
    "last_datapoint_time": 1759996800000,
    "evaluation_time": 1760013081741,
    "expiration_time": 1764550944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcl",
        "factors": {
            "length": 218,
            "offset": 0,
            "scalar": 5
        }
    }
}

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)