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Trade: GRT/USDT/720/VWMA/SINWMA/1381

Strategy
GRT/USDT/720/VWMA/SINWMA/1381
Pair
GRT_USDT
Interval
12h
Score
319617
Daily Profit
0.188364
Profit Factor
2.639756
Profitability
40.625000
Streak
0.000000
Best Strategy
Training Data Length
1746.500000
Evaluation Time
2025-09-28 18:48
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 426993.2018 328978.4887 98014.7131 31682.9828 509345.9622 -477662.9794
Total P&L (%) 426.9932 328.9785 98.0147 31.683 509.346 -477.663
Avg Daily Profit (%) 0.2445 0.1884 0.0561 0.0158 0.1035 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105259 -61486 -111670 -804916 -298447 -844714
Profit Factor 1.81 2.6398 1.3002 1.0126 1.6203 0.7167
Total Trades 63 32 31 63 32 31
Winning Trades 28 13 15 28 13 15
Losing Trades 35 19 16 35 19 16
Profitability (%) 44.4444 40.625 48.3871 44.4444 40.625 48.3871
Ratio Avg Win / Avg Loss 2.2625 3.8581 1.3869 1.2658 2.3681 0.7645
Largest Winning Trade 252993 252993 69886 404524 404524 150613
Largest Losing Trade -78412 -24907 -78412 -725606 -109161 -725606
Avg Bars in Trades 54 35 73 54 35 73
Avg Bars in Winners 70 39 97 70 39 97
Avg Bars in Losers 40 32 50 40 32 50
Bars Traded 3409 1142 2267 3409 1142 2267
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -142003 319617 -118560 -534820 -54960 -581445
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": 1611489600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759074537487,
    "expiration_time": 1763587728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 34,
            "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": [
        [
            426993.2018480964,
            328978.4887056241,
            98014.7131424726,
            31682.9828029881,
            509345.9622282924,
            -477662.9794253044
        ],
        [
            426.993202,
            328.978489,
            98.014713,
            31.682983,
            509.345962,
            -477.662979
        ],
        [
            0.244485,
            0.188364,
            0.056121,
            0.01576,
            0.10353,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105259,
            -61486,
            -111670,
            -804916,
            -298447,
            -844714
        ],
        [
            1.810022,
            2.639756,
            1.300188,
            1.012636,
            1.620294,
            0.716712
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            28,
            13,
            15,
            28,
            13,
            15
        ],
        [
            35,
            19,
            16,
            35,
            19,
            16
        ],
        [
            44.444444,
            40.625,
            48.387097,
            44.444444,
            40.625,
            48.387097
        ],
        [
            2.262527,
            3.858105,
            1.386867,
            1.265796,
            2.368122,
            0.764493
        ],
        [
            252993,
            252993,
            69886,
            404524,
            404524,
            150613
        ],
        [
            -78412,
            -24907,
            -78412,
            -725606,
            -109161,
            -725606
        ],
        [
            54,
            35,
            73,
            54,
            35,
            73
        ],
        [
            70,
            39,
            97,
            70,
            39,
            97
        ],
        [
            40,
            32,
            50,
            40,
            32,
            50
        ],
        [
            3409,
            1142,
            2267,
            3409,
            1142,
            2267
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -142003,
            319617,
            -118560,
            -534820,
            -54960,
            -581445
        ]
    ]
}
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": 1611489600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759074537487,
    "expiration_time": 1763587728000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 34,
            "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)