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Trade: GRT/USDT/120/VWMA/EMA/9786

Strategy
GRT/USDT/120/VWMA/EMA/9786
Pair
GRT_USDT
Interval
2h
Score
467481
Daily Profit
0.356551
Profit Factor
1.776254
Profitability
54.248366
Streak
0.000000
Best Strategy
Training Data Length
1753.330000
Evaluation Time
2025-10-06 18:18
Expiration Time
2025-12-08 18:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 625151.0937 449943.4185 175207.6752 658095.4424 -190736.971 848832.4134
Total P&L (%) 625.1511 449.9434 175.2077 658.0954 -190.737 848.8324
Avg Daily Profit (%) 0.3566 0.2566 0.0999 0.1156 0 0.1284
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -157244 -99053 -122397 -1450631 -1116063 -1038995
Profit Factor 1.7763 2.0792 1.4511 1.1277 0.9335 1.3718
Total Trades 153 77 76 153 77 76
Winning Trades 83 40 43 83 40 43
Losing Trades 70 37 33 70 37 33
Profitability (%) 54.2484 51.9481 56.5789 54.2484 51.9481 56.5789
Ratio Avg Win / Avg Loss 1.498 1.9232 1.1136 0.9511 0.8635 1.0528
Largest Winning Trade 318853 318853 48413 532022 474607 532022
Largest Losing Trade -51791 -48640 -51791 -529895 -529895 -451523
Avg Bars in Trades 133 109 158 133 109 158
Avg Bars in Winners 167 123 209 167 123 209
Avg Bars in Losers 93 95 91 93 95 91
Bars Traded 20485 8468 12017 20485 8468 12017
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 467481 -29647 -106887 -118584 -622483 -68977
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21040,
    "evaluation_days": 1753.33,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609927200000,
    "last_datapoint_time": 1759759200000,
    "evaluation_time": 1759763897583,
    "expiration_time": 1765212768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 207,
            "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": [
        [
            625151.0937024998,
            449943.418545955,
            175207.6751565444,
            658095.4424376133,
            -190736.9710011763,
            848832.4134387894
        ],
        [
            625.151094,
            449.943419,
            175.207675,
            658.095442,
            -190.736971,
            848.832413
        ],
        [
            0.356551,
            0.256622,
            0.099929,
            0.115598,
            0,
            0.128413
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -157244,
            -99053,
            -122397,
            -1450631,
            -1116063,
            -1038995
        ],
        [
            1.776254,
            2.079165,
            1.451094,
            1.127742,
            0.933509,
            1.371785
        ],
        [
            153,
            77,
            76,
            153,
            77,
            76
        ],
        [
            83,
            40,
            43,
            83,
            40,
            43
        ],
        [
            70,
            37,
            33,
            70,
            37,
            33
        ],
        [
            54.248366,
            51.948052,
            56.578947,
            54.248366,
            51.948052,
            56.578947
        ],
        [
            1.498046,
            1.923228,
            1.11363,
            0.951108,
            0.863496,
            1.052766
        ],
        [
            318853,
            318853,
            48413,
            532022,
            474607,
            532022
        ],
        [
            -51791,
            -48640,
            -51791,
            -529895,
            -529895,
            -451523
        ],
        [
            133,
            109,
            158,
            133,
            109,
            158
        ],
        [
            167,
            123,
            209,
            167,
            123,
            209
        ],
        [
            93,
            95,
            91,
            93,
            95,
            91
        ],
        [
            20485,
            8468,
            12017,
            20485,
            8468,
            12017
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467481,
            -29647,
            -106887,
            -118584,
            -622483,
            -68977
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21040,
    "evaluation_days": 1753.33,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609927200000,
    "last_datapoint_time": 1759759200000,
    "evaluation_time": 1759763897583,
    "expiration_time": 1765212768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 234,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 207,
            "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)