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Trade: GRT/USDT/480/VWMA/PWMA/2349

Strategy
GRT/USDT/480/VWMA/PWMA/2349
Pair
GRT_USDT
Interval
8h
Score
389461
Daily Profit
0.254431
Profit Factor
1.444685
Profitability
48.258706
Streak
0.000000
Best Strategy
Training Data Length
1751.330000
Evaluation Time
2025-10-04 01:31
Expiration Time
2025-11-25 06:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 445592.4404 297946.8916 147645.5488 313251.4645 70570.5902 242680.8742
Total P&L (%) 445.5924 297.9469 147.6455 313.2515 70.5706 242.6809
Avg Daily Profit (%) 0.2544 0.1701 0.0843 0.0811 0.0305 0.0704
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -130814 -81289 -108300 -598029 -471022 -412632
Profit Factor 1.4447 1.5493 1.3212 1.0875 1.0356 1.1518
Total Trades 201 101 100 201 101 100
Winning Trades 97 49 48 97 49 48
Losing Trades 104 52 52 104 52 52
Profitability (%) 48.2587 48.5149 48 48.2587 48.5149 48
Ratio Avg Win / Avg Loss 1.5489 1.6441 1.4314 1.166 1.0991 1.2478
Largest Winning Trade 170175 170175 58097 219698 210745 219698
Largest Losing Trade -43074 -32122 -43074 -231330 -229751 -231330
Avg Bars in Trades 25 20 30 25 20 30
Avg Bars in Winners 27 21 33 27 21 33
Avg Bars in Losers 23 18 28 23 18 28
Bars Traded 5124 2025 3098 5124 2025 3098
Profit Streak 0 0 20.6053 0 0 20.6053
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389461 341973 -80697 -208321 -334049 -153047
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5254,
    "evaluation_days": 1751.33,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1609776000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759530700992,
    "expiration_time": 1764046656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 27,
            "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": [
        [
            445592.4404206279,
            297946.8915741341,
            147645.5488464937,
            313251.4644639308,
            70570.5902451507,
            242680.8742187802
        ],
        [
            445.59244,
            297.946892,
            147.645549,
            313.251464,
            70.57059,
            242.680874
        ],
        [
            0.254431,
            0.170126,
            0.084305,
            0.08105,
            0.030495,
            0.07035
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -130814,
            -81289,
            -108300,
            -598029,
            -471022,
            -412632
        ],
        [
            1.444685,
            1.54927,
            1.321248,
            1.087539,
            1.035644,
            1.151816
        ],
        [
            201,
            101,
            100,
            201,
            101,
            100
        ],
        [
            97,
            49,
            48,
            97,
            49,
            48
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            48.258706,
            48.514851,
            48,
            48.258706,
            48.514851,
            48
        ],
        [
            1.548941,
            1.644124,
            1.431353,
            1.166021,
            1.09905,
            1.247801
        ],
        [
            170175,
            170175,
            58097,
            219698,
            210745,
            219698
        ],
        [
            -43074,
            -32122,
            -43074,
            -231330,
            -229751,
            -231330
        ],
        [
            25,
            20,
            30,
            25,
            20,
            30
        ],
        [
            27,
            21,
            33,
            27,
            21,
            33
        ],
        [
            23,
            18,
            28,
            23,
            18,
            28
        ],
        [
            5124,
            2025,
            3098,
            5124,
            2025,
            3098
        ],
        [
            0,
            0,
            20.605335,
            0,
            0,
            20.605336
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389461,
            341973,
            -80697,
            -208321,
            -334049,
            -153047
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5254,
    "evaluation_days": 1751.33,
    "actual_first_datapoint_time": 1608220800000,
    "first_datapoint_time": 1609776000000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759530700992,
    "expiration_time": 1764046656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 55,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 27,
            "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)