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Trade: GRT/USDT/720/DCL/HWMA/9150

Strategy
GRT/USDT/720/DCL/HWMA/9150
Pair
GRT_USDT
Interval
12h
Score
305497
Daily Profit
0.246745
Profit Factor
1.410896
Profitability
41.818182
Streak
11.476989
Best Strategy
Training Data Length
1753.000000
Evaluation Time
2025-10-05 14:26
Expiration Time
2025-11-26 16:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 432543.6648 459172.3116 -26628.6467 -85416.4468 -113151.2751 27734.8283
Total P&L (%) 432.5437 459.1723 -26.6286 -85.4164 -113.1513 27.7348
Avg Daily Profit (%) 0.2467 0.2619 -0.0152 -0.1098 0 0.014
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -278559 -214342 -91838 -273647 -299623 -82286
Profit Factor 1.4109 1.65 0.9231 0.9068 0.8252 1.1031
Total Trades 165 82 83 165 82 83
Winning Trades 69 28 41 69 28 41
Losing Trades 96 54 42 96 54 42
Profitability (%) 41.8182 34.1463 49.3976 41.8182 34.1463 49.3976
Ratio Avg Win / Avg Loss 1.963 3.1822 0.9456 1.2616 1.5914 1.13
Largest Winning Trade 433364 433364 25996 195961 195961 38621
Largest Losing Trade -61037 -61037 -46038 -124624 -124624 -37485
Avg Bars in Trades 20 37 4 20 37 4
Avg Bars in Winners 28 62 5 28 62 5
Avg Bars in Losers 15 24 4 15 24 4
Bars Traded 3457 3061 396 3457 3061 396
Profit Streak 11.477 0 17.977 11.477 0 17.977
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 305497 23466 -580501 -580518 -588623 -284390
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3506,
    "evaluation_days": 1753,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1609200000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759663611831,
    "expiration_time": 1764166176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.53884,
            "nc": 0.13633
        }
    }
}
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": [
        [
            432543.6648460453,
            459172.3115555197,
            -26628.6467094743,
            -85416.446838592,
            -113151.2751483466,
            27734.8283097545
        ],
        [
            432.543665,
            459.172312,
            -26.628647,
            -85.416447,
            -113.151275,
            27.734828
        ],
        [
            0.246745,
            0.261935,
            -0.01519,
            -0.109767,
            0,
            0.013965
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -278559,
            -214342,
            -91838,
            -273647,
            -299623,
            -82286
        ],
        [
            1.410896,
            1.650016,
            0.923101,
            0.906788,
            0.82518,
            1.103054
        ],
        [
            165,
            82,
            83,
            165,
            82,
            83
        ],
        [
            69,
            28,
            41,
            69,
            28,
            41
        ],
        [
            96,
            54,
            42,
            96,
            54,
            42
        ],
        [
            41.818182,
            34.146341,
            49.39759,
            41.818182,
            34.146341,
            49.39759
        ],
        [
            1.962986,
            3.182173,
            0.945616,
            1.261619,
            1.591418,
            1.129958
        ],
        [
            433364,
            433364,
            25996,
            195961,
            195961,
            38621
        ],
        [
            -61037,
            -61037,
            -46038,
            -124624,
            -124624,
            -37485
        ],
        [
            20,
            37,
            4,
            20,
            37,
            4
        ],
        [
            28,
            62,
            5,
            28,
            62,
            5
        ],
        [
            15,
            24,
            4,
            15,
            24,
            4
        ],
        [
            3457,
            3061,
            396,
            3457,
            3061,
            396
        ],
        [
            11.476989,
            0,
            17.976989,
            11.476989,
            0,
            17.976989
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            305497,
            23466,
            -580501,
            -580518,
            -588623,
            -284390
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3506,
    "evaluation_days": 1753,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1609200000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759663611831,
    "expiration_time": 1764166176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcl",
        "factors": {
            "length": 24,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.53884,
            "nc": 0.13633
        }
    }
}

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)