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Trade: GRT/USDT/360/DCM/ZLMA/2009

Strategy
GRT/USDT/360/DCM/ZLMA/2009
Pair
GRT_USDT
Interval
6h
Score
504436
Daily Profit
0.152622
Profit Factor
3.079295
Profitability
53.125000
Streak
29.116937
Best Strategy
Training Data Length
1759.750000
Evaluation Time
2025-10-12 11:48
Expiration Time
2025-12-04 03:01

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 435526.2282 166949.8345 268576.3937 1186609.3823 119229.7618 1067379.6205
Total P&L (%) 435.5262 166.9498 268.5764 1186.6094 119.2298 1067.3796
Avg Daily Profit (%) 0.2475 0.0949 0.1526 0.1453 0.0446 0.1397
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -50888 -60997 -37164 -632015 -610371 -406005
Profit Factor 2.2646 1.7757 3.0793 1.523 1.0916 2.1032
Total Trades 63 31 32 63 31 32
Winning Trades 28 11 17 28 11 17
Losing Trades 35 20 15 35 20 15
Profitability (%) 44.4444 35.4839 53.125 44.4444 35.4839 53.125
Ratio Avg Win / Avg Loss 2.8308 3.2285 2.717 1.9038 1.9848 1.8558
Largest Winning Trade 141948 141948 68032 571438 332034 571438
Largest Losing Trade -26411 -26411 -23631 -276920 -223971 -276920
Avg Bars in Trades 108 70 144 108 70 144
Avg Bars in Winners 157 95 198 157 95 198
Avg Bars in Losers 68 56 84 68 56 84
Bars Traded 6809 2174 4635 6809 2174 4635
Profit Streak 19.3669 0 29.1169 19.3669 0 29.1169
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -140542 -68629 504436 -149013 -257628 -1158
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7039,
    "evaluation_days": 1759.75,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1612180800000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760258903375,
    "expiration_time": 1764810072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 69,
            "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": [
        [
            435526.2282270406,
            166949.8345197563,
            268576.3937072842,
            1186609.3823317029,
            119229.7618223044,
            1067379.6205093984
        ],
        [
            435.526228,
            166.949835,
            268.576394,
            1186.609382,
            119.229762,
            1067.379621
        ],
        [
            0.247493,
            0.094871,
            0.152622,
            0.145274,
            0.044616,
            0.139739
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -50888,
            -60997,
            -37164,
            -632015,
            -610371,
            -406005
        ],
        [
            2.264626,
            1.775702,
            3.079295,
            1.523017,
            1.091628,
            2.103187
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            28,
            11,
            17,
            28,
            11,
            17
        ],
        [
            35,
            20,
            15,
            35,
            20,
            15
        ],
        [
            44.444444,
            35.483871,
            53.125,
            44.444444,
            35.483871,
            53.125
        ],
        [
            2.830783,
            3.228549,
            2.717025,
            1.903771,
            1.984778,
            1.855753
        ],
        [
            141948,
            141948,
            68032,
            571438,
            332034,
            571438
        ],
        [
            -26411,
            -26411,
            -23631,
            -276920,
            -223971,
            -276920
        ],
        [
            108,
            70,
            144,
            108,
            70,
            144
        ],
        [
            157,
            95,
            198,
            157,
            95,
            198
        ],
        [
            68,
            56,
            84,
            68,
            56,
            84
        ],
        [
            6809,
            2174,
            4635,
            6809,
            2174,
            4635
        ],
        [
            19.366937,
            0,
            29.116937,
            19.366937,
            0,
            29.116937
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140542,
            -68629,
            504436,
            -149013,
            -257628,
            -1158
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7039,
    "evaluation_days": 1759.75,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1612180800000,
    "last_datapoint_time": 1760248800000,
    "evaluation_time": 1760258903375,
    "expiration_time": 1764810072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 184,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 69,
            "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)