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Trade: GRT/USDT/720/WMA/VWAP/3743

Strategy
GRT/USDT/720/WMA/VWAP/3743
Pair
GRT_USDT
Interval
12h
Score
300555
Daily Profit
0.354879
Profit Factor
1.598677
Profitability
33.225806
Streak
14.486749
Best Strategy
Training Data Length
1751.000000
Evaluation Time
2025-10-03 14:40
Expiration Time
2025-11-24 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 621392.3722 419724.3987 201667.9735 1638776.0351 364853.1647 1273922.8703
Total P&L (%) 621.3924 419.7244 201.668 1638.776 364.8532 1273.9229
Avg Daily Profit (%) 0.3549 0.2397 0.1152 0.1632 0.0878 0.1498
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74098 -141458 -56606 -1916448 -1362479 -1178682
Profit Factor 1.5987 1.7862 1.4001 1.2024 1.0865 1.3286
Total Trades 310 155 155 310 155 155
Winning Trades 103 47 56 103 47 56
Losing Trades 207 108 99 207 108 99
Profitability (%) 33.2258 30.3226 36.129 33.2258 30.3226 36.129
Ratio Avg Win / Avg Loss 3.2129 4.1045 2.4751 2.4166 2.4966 2.3487
Largest Winning Trade 272222 272222 49596 783635 783635 657639
Largest Losing Trade -17099 -13876 -17099 -282190 -267491 -282190
Avg Bars in Trades 11 10 12 11 10 12
Avg Bars in Winners 23 20 24 23 20 24
Avg Bars in Losers 5 5 5 5 5 5
Bars Traded 3458 1551 1907 3458 1551 1907
Profit Streak 14.4867 0 15.4867 14.4867 0 15.4867
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300555 152288 -41713 154413 -207132 157515
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3502,
    "evaluation_days": 1751,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1609243200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759491655109,
    "expiration_time": 1763988192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 25,
            "offset": 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": [
        [
            621392.3722427897,
            419724.398710817,
            201667.9735319725,
            1638776.0350554588,
            364853.1647228383,
            1273922.8703326206
        ],
        [
            621.392372,
            419.724399,
            201.667974,
            1638.776035,
            364.853165,
            1273.92287
        ],
        [
            0.354879,
            0.239706,
            0.115173,
            0.163227,
            0.087791,
            0.149755
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74098,
            -141458,
            -56606,
            -1916448,
            -1362479,
            -1178682
        ],
        [
            1.598677,
            1.786231,
            1.400057,
            1.202439,
            1.086503,
            1.328553
        ],
        [
            310,
            155,
            155,
            310,
            155,
            155
        ],
        [
            103,
            47,
            56,
            103,
            47,
            56
        ],
        [
            207,
            108,
            99,
            207,
            108,
            99
        ],
        [
            33.225806,
            30.322581,
            36.129032,
            33.225806,
            30.322581,
            36.129032
        ],
        [
            3.212876,
            4.104531,
            2.4751,
            2.416552,
            2.496646,
            2.348693
        ],
        [
            272222,
            272222,
            49596,
            783635,
            783635,
            657639
        ],
        [
            -17099,
            -13876,
            -17099,
            -282190,
            -267491,
            -282190
        ],
        [
            11,
            10,
            12,
            11,
            10,
            12
        ],
        [
            23,
            20,
            24,
            23,
            20,
            24
        ],
        [
            5,
            5,
            5,
            5,
            5,
            5
        ],
        [
            3458,
            1551,
            1907,
            3458,
            1551,
            1907
        ],
        [
            14.486749,
            0,
            15.486749,
            14.486749,
            0,
            15.486749
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300555,
            152288,
            -41713,
            154413,
            -207132,
            157515
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3502,
    "evaluation_days": 1751,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1609243200000,
    "last_datapoint_time": 1759449600000,
    "evaluation_time": 1759491655109,
    "expiration_time": 1763988192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 25,
            "offset": 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)