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Trade: GRT/USDT/240/DCU/VWAP/5174

Strategy
GRT/USDT/240/DCU/VWAP/5174
Pair
GRT_USDT
Interval
4h
Score
469596
Daily Profit
0.301184
Profit Factor
5.231440
Profitability
40.000000
Streak
0.000000
Best Strategy
Training Data Length
1754.000000
Evaluation Time
2025-10-06 19:54
Expiration Time
2025-11-28 08:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 804988.9898 528276.903 276712.0868 13961854.8553 6675744.36 7286110.4953
Total P&L (%) 804.989 528.2769 276.7121 13961.8549 6675.7444 7286.1105
Avg Daily Profit (%) 0.4589 0.3012 0.1578 0.2824 0.2407 0.2456
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -49096 -32064 -37927 -3907299 -1654078 -2962135
Profit Factor 3.6779 5.2314 2.5743 2.4999 2.9377 2.2426
Total Trades 89 45 44 89 45 44
Winning Trades 34 18 16 34 18 16
Losing Trades 55 27 28 55 27 28
Profitability (%) 38.2022 40 36.3636 38.2022 40 36.3636
Ratio Avg Win / Avg Loss 5.9495 7.8472 4.5051 4.0439 4.4066 3.9246
Largest Winning Trade 221842 221842 74925 4709045 3420715 4709045
Largest Losing Trade -22138 -22138 -18227 -1441043 -575481 -1441043
Avg Bars in Trades 114 55 175 114 55 175
Avg Bars in Winners 248 112 400 248 112 400
Avg Bars in Losers 32 16 46 32 16 46
Bars Traded 10198 2480 7718 10198 2480 7718
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 458132 469596 249266 329628 366197 268242
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10524,
    "evaluation_days": 1754,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610582400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759769640446,
    "expiration_time": 1764312768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 57,
            "offset": 107
        }
    },
    "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": [
        [
            804988.9898266683,
            528276.902999328,
            276712.0868273408,
            13961854.855295608,
            6675744.360045531,
            7286110.495250076
        ],
        [
            804.98899,
            528.276903,
            276.712087,
            13961.854855,
            6675.74436,
            7286.110495
        ],
        [
            0.458945,
            0.301184,
            0.157761,
            0.282385,
            0.24065,
            0.24558
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -49096,
            -32064,
            -37927,
            -3907299,
            -1654078,
            -2962135
        ],
        [
            3.677861,
            5.23144,
            2.574345,
            2.499885,
            2.937731,
            2.242626
        ],
        [
            89,
            45,
            44,
            89,
            45,
            44
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            55,
            27,
            28,
            55,
            27,
            28
        ],
        [
            38.202247,
            40,
            36.363636,
            38.202247,
            40,
            36.363636
        ],
        [
            5.949481,
            7.84716,
            4.505103,
            4.043932,
            4.406596,
            3.924595
        ],
        [
            221842,
            221842,
            74925,
            4709045,
            3420715,
            4709045
        ],
        [
            -22138,
            -22138,
            -18227,
            -1441043,
            -575481,
            -1441043
        ],
        [
            114,
            55,
            175,
            114,
            55,
            175
        ],
        [
            248,
            112,
            400,
            248,
            112,
            400
        ],
        [
            32,
            16,
            46,
            32,
            16,
            46
        ],
        [
            10198,
            2480,
            7718,
            10198,
            2480,
            7718
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            458132,
            469596,
            249266,
            329628,
            366197,
            268242
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10524,
    "evaluation_days": 1754,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610582400000,
    "last_datapoint_time": 1759766400000,
    "evaluation_time": 1759769640446,
    "expiration_time": 1764312768000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 57,
            "offset": 107
        }
    },
    "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)