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Trade: GRT/USDT/720/MIDPOINT/WMA/2100

Strategy
GRT/USDT/720/MIDPOINT/WMA/2100
Pair
GRT_USDT
Interval
12h
Score
479659
Daily Profit
0.323322
Profit Factor
1.505911
Profitability
51.351351
Streak
12.743464
Best Strategy
Training Data Length
1750.500000
Evaluation Time
2025-10-02 20:50
Expiration Time
2025-11-24 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 565974.6003 358290.3963 207684.204 1213744.4387 632910.0715 580834.3671
Total P&L (%) 565.9746 358.2904 207.6842 1213.7444 632.9101 580.8344
Avg Daily Profit (%) 0.3233 0.2047 0.1186 0.1472 0.1139 0.1096
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122414 -98215 -91038 -836207 -699399 -642664
Profit Factor 1.5059 1.6792 1.3513 1.1986 1.22 1.1795
Total Trades 259 130 129 259 130 129
Winning Trades 133 69 64 133 69 64
Losing Trades 126 61 65 126 61 65
Profitability (%) 51.3514 53.0769 49.6124 51.3514 53.0769 49.6124
Ratio Avg Win / Avg Loss 1.4267 1.4845 1.3724 1.1355 1.0786 1.198
Largest Winning Trade 119022 119022 50545 316525 316525 266594
Largest Losing Trade -40785 -34974 -40785 -459974 -301993 -459974
Avg Bars in Trades 13 10 16 13 10 16
Avg Bars in Winners 15 9 21 15 9 21
Avg Bars in Losers 10 11 10 10 11 10
Bars Traded 3412 1348 2064 3412 1348 2064
Profit Streak 12.7435 12.7435 20.7435 12.7435 12.7435 20.7435
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 479659 389186 -33750 170481 -39912 -68777
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3501,
    "evaluation_days": 1750.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1609286400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759427435277,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 22,
            "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": [
        [
            565974.6002736004,
            358290.3962803821,
            207684.2039932182,
            1213744.4386593814,
            632910.0715307409,
            580834.3671286409
        ],
        [
            565.9746,
            358.290396,
            207.684204,
            1213.744439,
            632.910072,
            580.834367
        ],
        [
            0.323322,
            0.204679,
            0.118643,
            0.147236,
            0.113852,
            0.109637
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -122414,
            -98215,
            -91038,
            -836207,
            -699399,
            -642664
        ],
        [
            1.505911,
            1.679239,
            1.351272,
            1.198589,
            1.220019,
            1.179535
        ],
        [
            259,
            130,
            129,
            259,
            130,
            129
        ],
        [
            133,
            69,
            64,
            133,
            69,
            64
        ],
        [
            126,
            61,
            65,
            126,
            61,
            65
        ],
        [
            51.351351,
            53.076923,
            49.612403,
            51.351351,
            53.076923,
            49.612403
        ],
        [
            1.426653,
            1.484545,
            1.372385,
            1.135506,
            1.078567,
            1.197965
        ],
        [
            119022,
            119022,
            50545,
            316525,
            316525,
            266594
        ],
        [
            -40785,
            -34974,
            -40785,
            -459974,
            -301993,
            -459974
        ],
        [
            13,
            10,
            16,
            13,
            10,
            16
        ],
        [
            15,
            9,
            21,
            15,
            9,
            21
        ],
        [
            10,
            11,
            10,
            10,
            11,
            10
        ],
        [
            3412,
            1348,
            2064,
            3412,
            1348,
            2064
        ],
        [
            12.743464,
            12.743464,
            20.743464,
            12.743464,
            12.743464,
            20.743464
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            479659,
            389186,
            -33750,
            170481,
            -39912,
            -68777
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3501,
    "evaluation_days": 1750.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1609286400000,
    "last_datapoint_time": 1759406400000,
    "evaluation_time": 1759427435277,
    "expiration_time": 1763943696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 26,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 22,
            "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)