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Trade: GRT/USDT/240/MIDPRICE/MIDPOINT/3845

Strategy
GRT/USDT/240/MIDPRICE/MIDPOINT/3845
Pair
GRT_USDT
Interval
4h
Score
478981
Daily Profit
0.494907
Profit Factor
2.370249
Profitability
44.628099
Streak
0.000000
Best Strategy
Training Data Length
1756.170000
Evaluation Time
2025-10-08 23:36
Expiration Time
2025-11-30 14:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 869141.2247 615980.1805 253161.0442 4250324.9334 1434879.6462 2815445.2872
Total P&L (%) 869.1412 615.9802 253.161 4250.3249 1434.8796 2815.4453
Avg Daily Profit (%) 0.4949 0.3508 0.1442 0.2151 0.1556 0.1922
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -71917 -131536 -33429 -515283 -1112584 -256575
Profit Factor 2.3702 2.552 2.0664 1.9966 1.4965 3.0479
Total Trades 121 61 60 121 61 60
Winning Trades 54 24 30 54 24 30
Losing Trades 67 37 30 67 37 30
Profitability (%) 44.6281 39.3443 50 44.6281 39.3443 50
Ratio Avg Win / Avg Loss 2.9409 3.9343 2.0664 2.4773 2.3071 3.0479
Largest Winning Trade 309811 309811 47644 915948 915948 760858
Largest Losing Trade -27572 -27572 -18747 -458800 -458800 -256575
Avg Bars in Trades 84 73 96 84 73 96
Avg Bars in Winners 123 101 142 123 101 142
Avg Bars in Losers 53 55 51 53 55 51
Bars Traded 10259 4465 5794 10259 4465 5794
Profit Streak 0 0 29.5256 0 0 29.5256
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 478981 -151910 -165311 366917 -156047 -154846
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10537,
    "evaluation_days": 1756.17,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609891200000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759955810887,
    "expiration_time": 1764505584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 23,
            "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": [
        [
            869141.22470455,
            615980.180537612,
            253161.0441669379,
            4250324.93337056,
            1434879.6461915784,
            2815445.287178982
        ],
        [
            869.141225,
            615.980181,
            253.161044,
            4250.324933,
            1434.879646,
            2815.445287
        ],
        [
            0.494907,
            0.350752,
            0.144155,
            0.215064,
            0.155632,
            0.192228
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -71917,
            -131536,
            -33429,
            -515283,
            -1112584,
            -256575
        ],
        [
            2.370249,
            2.551993,
            2.066399,
            1.996597,
            1.496486,
            3.047944
        ],
        [
            121,
            61,
            60,
            121,
            61,
            60
        ],
        [
            54,
            24,
            30,
            54,
            24,
            30
        ],
        [
            67,
            37,
            30,
            67,
            37,
            30
        ],
        [
            44.628099,
            39.344262,
            50,
            44.628099,
            39.344262,
            50
        ],
        [
            2.940865,
            3.934322,
            2.066399,
            2.477259,
            2.307082,
            3.047944
        ],
        [
            309811,
            309811,
            47644,
            915948,
            915948,
            760858
        ],
        [
            -27572,
            -27572,
            -18747,
            -458800,
            -458800,
            -256575
        ],
        [
            84,
            73,
            96,
            84,
            73,
            96
        ],
        [
            123,
            101,
            142,
            123,
            101,
            142
        ],
        [
            53,
            55,
            51,
            53,
            55,
            51
        ],
        [
            10259,
            4465,
            5794,
            10259,
            4465,
            5794
        ],
        [
            0,
            0,
            29.525589,
            0,
            0,
            29.525589
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            478981,
            -151910,
            -165311,
            366917,
            -156047,
            -154846
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10537,
    "evaluation_days": 1756.17,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609891200000,
    "last_datapoint_time": 1759953600000,
    "evaluation_time": 1759955810887,
    "expiration_time": 1764505584000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 116,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 23,
            "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)