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Trade: GRT/USDT/60/SSF/HILO/8252

Strategy
GRT/USDT/60/SSF/HILO/8252
Pair
GRT_USDT
Interval
1h
Score
300080
Daily Profit
0.200092
Profit Factor
1.294180
Profitability
42.857143
Streak
6.116046
Best Strategy
Training Data Length
1041.620000
Evaluation Time
2025-09-28 06:47
Expiration Time
2025-12-08 16:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 239871.0707 208419.328 31451.7428 181637.3495 288377.5432 -106740.1937
Total P&L (%) 239.8711 208.4193 31.4517 181.6373 288.3775 -106.7402
Avg Daily Profit (%) 0.2303 0.2001 0.0302 0.0995 0.1303 0
Buy And Hold Return (%) 41.2935 41.2935 41.2935 41.2935 41.2935 41.2935
Max Trade Drawdown -69829 -63904 -113543 -319305 -199143 -452700
Profit Factor 1.1511 1.2942 1.0358 1.037 1.1319 0.9608
Total Trades 1051 525 526 1051 525 526
Winning Trades 486 225 261 486 225 261
Losing Trades 565 300 265 565 300 265
Profitability (%) 46.2417 42.8571 49.6198 46.2417 42.8571 49.6198
Ratio Avg Win / Avg Loss 1.3382 1.7256 1.0517 1.2055 1.5092 0.9756
Largest Winning Trade 78653 78653 26531 123714 123714 74389
Largest Losing Trade -18073 -10695 -18073 -59503 -46767 -59503
Avg Bars in Trades 23 20 26 23 20 26
Avg Bars in Winners 29 27 32 29 27 32
Avg Bars in Losers 18 16 21 18 16 21
Bars Traded 24930 10929 14001 24930 10929 14001
Profit Streak 6.116 6.116 10.116 6.116 6.116 10.116
Trades During Streak 5 2 4 5 2 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -40898 300080 -495575 -235610 -92534 -576873
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1668805200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759031226430,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 77,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            239871.0707470944,
            208419.3279585757,
            31451.7427885198,
            181637.3494847228,
            288377.5432318474,
            -106740.1937471253
        ],
        [
            239.871071,
            208.419328,
            31.451743,
            181.637349,
            288.377543,
            -106.740194
        ],
        [
            0.230287,
            0.200092,
            0.030195,
            0.099457,
            0.130344,
            0
        ],
        [
            41.293532,
            41.293532,
            41.293532,
            41.293532,
            41.293532,
            41.293532
        ],
        [
            -69829,
            -63904,
            -113543,
            -319305,
            -199143,
            -452700
        ],
        [
            1.151128,
            1.29418,
            1.035792,
            1.036981,
            1.131864,
            0.960826
        ],
        [
            1051,
            525,
            526,
            1051,
            525,
            526
        ],
        [
            486,
            225,
            261,
            486,
            225,
            261
        ],
        [
            565,
            300,
            265,
            565,
            300,
            265
        ],
        [
            46.241675,
            42.857143,
            49.619772,
            46.241675,
            42.857143,
            49.619772
        ],
        [
            1.338246,
            1.725573,
            1.051667,
            1.205543,
            1.509153,
            0.975551
        ],
        [
            78653,
            78653,
            26531,
            123714,
            123714,
            74389
        ],
        [
            -18073,
            -10695,
            -18073,
            -59503,
            -46767,
            -59503
        ],
        [
            23,
            20,
            26,
            23,
            20,
            26
        ],
        [
            29,
            27,
            32,
            29,
            27,
            32
        ],
        [
            18,
            16,
            21,
            18,
            16,
            21
        ],
        [
            24930,
            10929,
            14001,
            24930,
            10929,
            14001
        ],
        [
            6.116046,
            6.116046,
            10.116046,
            6.116047,
            6.116047,
            10.116047
        ],
        [
            5,
            2,
            4,
            5,
            2,
            4
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -40898,
            300080,
            -495575,
            -235610,
            -92534,
            -576873
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 1041.62,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1668805200000,
    "last_datapoint_time": 1758726000000,
    "evaluation_time": 1759031226430,
    "expiration_time": 1765205740800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 77,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)