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Trade: GRT/USDT/720/PSAR/VWAP/7383

Strategy
GRT/USDT/720/PSAR/VWAP/7383
Pair
GRT_USDT
Interval
12h
Score
309252
Daily Profit
0.215141
Profit Factor
1.266813
Profitability
42.281879
Streak
27.346467
Best Strategy
Training Data Length
1753.500000
Evaluation Time
2025-10-05 23:18
Expiration Time
2025-11-27 04:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 377249.4943 308124.5983 69124.896 66583.59 194710.4853 -128126.8953
Total P&L (%) 377.2495 308.1246 69.1249 66.5836 194.7105 -128.1269
Avg Daily Profit (%) 0.2151 0.1757 0.0394 0.0291 0.0617 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -243090 -213531 -143461 -445239 -331662 -274572
Profit Factor 1.2668 1.4373 1.0975 1.031 1.1726 0.8747
Total Trades 298 149 149 298 149 149
Winning Trades 126 63 63 126 63 63
Losing Trades 172 86 86 172 86 86
Profitability (%) 42.2819 42.2819 42.2819 42.2819 42.2819 42.2819
Ratio Avg Win / Avg Loss 1.7293 1.962 1.4981 1.4073 1.6006 1.194
Largest Winning Trade 108167 108167 57608 241102 241102 86270
Largest Losing Trade -34280 -25413 -34280 -107692 -107692 -53676
Avg Bars in Trades 11 10 12 11 10 12
Avg Bars in Winners 16 13 19 16 13 19
Avg Bars in Losers 8 8 7 8 8 7
Bars Traded 3495 1597 1898 3495 1597 1898
Profit Streak 27.3465 41.3465 27.3465 27.3465 41.3465 27.3465
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309252 256095 -255969 -340853 -142539 -581453
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3507,
    "evaluation_days": 1753.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1608206400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759695534757,
    "expiration_time": 1764210672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            377249.4942668471,
            308124.5982793347,
            69124.8959875127,
            66583.5899679831,
            194710.4852814322,
            -128126.8953134485
        ],
        [
            377.249494,
            308.124598,
            69.124896,
            66.58359,
            194.710485,
            -128.126895
        ],
        [
            0.215141,
            0.17572,
            0.039421,
            0.029108,
            0.061657,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -243090,
            -213531,
            -143461,
            -445239,
            -331662,
            -274572
        ],
        [
            1.266813,
            1.437282,
            1.097458,
            1.030954,
            1.172552,
            0.874709
        ],
        [
            298,
            149,
            149,
            298,
            149,
            149
        ],
        [
            126,
            63,
            63,
            126,
            63,
            63
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            42.281879,
            42.281879,
            42.281879,
            42.281879,
            42.281879,
            42.281879
        ],
        [
            1.7293,
            1.962004,
            1.498118,
            1.407334,
            1.600627,
            1.194047
        ],
        [
            108167,
            108167,
            57608,
            241102,
            241102,
            86270
        ],
        [
            -34280,
            -25413,
            -34280,
            -107692,
            -107692,
            -53676
        ],
        [
            11,
            10,
            12,
            11,
            10,
            12
        ],
        [
            16,
            13,
            19,
            16,
            13,
            19
        ],
        [
            8,
            8,
            7,
            8,
            8,
            7
        ],
        [
            3495,
            1597,
            1898,
            3495,
            1597,
            1898
        ],
        [
            27.346467,
            41.346467,
            27.346467,
            27.346467,
            41.346467,
            27.346467
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309252,
            256095,
            -255969,
            -340853,
            -142539,
            -581453
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3507,
    "evaluation_days": 1753.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1608206400000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759695534757,
    "expiration_time": 1764210672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 0,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "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)