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Trade: GRT/USDT/720/HILO/SSF/3353

Strategy
GRT/USDT/720/HILO/SSF/3353
Pair
GRT_USDT
Interval
12h
Score
300428
Daily Profit
0.183619
Profit Factor
1.284382
Profitability
42.920354
Streak
20.730550
Best Strategy
Training Data Length
1746.500000
Evaluation Time
2025-09-28 20:32
Expiration Time
2025-11-19 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 320691.361 269115.2773 51576.0837 -33642.8657 -29487.3863 -4155.4794
Total P&L (%) 320.6914 269.1153 51.5761 -33.6429 -29.4874 -4.1555
Avg Daily Profit (%) 0.1836 0.1541 0.0295 -0.0235 -0.02 -0.0024
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -135305 -173619 -68459 -211759 -195529 -58015
Profit Factor 1.2844 1.4105 1.1093 0.9661 0.9499 0.9897
Total Trades 226 113 113 226 113 113
Winning Trades 97 42 55 97 42 55
Losing Trades 129 71 58 129 71 58
Profitability (%) 42.9204 37.1681 48.6726 42.9204 37.1681 48.6726
Ratio Avg Win / Avg Loss 1.7081 2.3844 1.1698 1.2848 1.6058 1.0437
Largest Winning Trade 216578 216578 23269 107495 107495 32854
Largest Losing Trade -47715 -47715 -31680 -58260 -58260 -29786
Avg Bars in Trades 15 23 7 15 23 7
Avg Bars in Winners 16 27 8 16 27 8
Avg Bars in Losers 14 20 6 14 20 6
Bars Traded 3453 2627 826 3453 2627 826
Profit Streak 20.7306 45.2306 20.7306 20.7306 45.2306 20.7306
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300428 184336 -254941 -579346 -581978 -579050
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3493,
    "evaluation_days": 1746.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1609200000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759080719571,
    "expiration_time": 1763587728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 54,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            320691.3610027785,
            269115.2773031968,
            51576.0836995814,
            -33642.8656921455,
            -29487.3862758387,
            -4155.4794163067
        ],
        [
            320.691361,
            269.115277,
            51.576084,
            -33.642866,
            -29.487386,
            -4.155479
        ],
        [
            0.183619,
            0.154088,
            0.029531,
            -0.02348,
            -0.020002,
            -0.00243
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -135305,
            -173619,
            -68459,
            -211759,
            -195529,
            -58015
        ],
        [
            1.284382,
            1.410472,
            1.109259,
            0.966056,
            0.9499,
            0.989677
        ],
        [
            226,
            113,
            113,
            226,
            113,
            113
        ],
        [
            97,
            42,
            55,
            97,
            42,
            55
        ],
        [
            129,
            71,
            58,
            129,
            71,
            58
        ],
        [
            42.920354,
            37.168142,
            48.672566,
            42.920354,
            37.168142,
            48.672566
        ],
        [
            1.708096,
            2.384369,
            1.169764,
            1.284754,
            1.605784,
            1.043659
        ],
        [
            216578,
            216578,
            23269,
            107495,
            107495,
            32854
        ],
        [
            -47715,
            -47715,
            -31680,
            -58260,
            -58260,
            -29786
        ],
        [
            15,
            23,
            7,
            15,
            23,
            7
        ],
        [
            16,
            27,
            8,
            16,
            27,
            8
        ],
        [
            14,
            20,
            6,
            14,
            20,
            6
        ],
        [
            3453,
            2627,
            826,
            3453,
            2627,
            826
        ],
        [
            20.73055,
            45.23055,
            20.73055,
            20.730551,
            45.230551,
            20.730551
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300428,
            184336,
            -254941,
            -579346,
            -581978,
            -579050
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3493,
    "evaluation_days": 1746.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1609200000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759080719571,
    "expiration_time": 1763587728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 54,
            "offset": 0,
            "poles": 2
        }
    }
}

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)