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Trade: GRT/USDT/360/SSF/HILO/9445

Strategy
GRT/USDT/360/SSF/HILO/9445
Pair
GRT_USDT
Interval
6h
Score
445108
Daily Profit
0.404919
Profit Factor
2.012917
Profitability
44.736842
Streak
0.000000
Best Strategy
Training Data Length
1759.500000
Evaluation Time
2025-10-12 06:45
Expiration Time
2025-12-03 20:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 712455.7726 498321.4903 214134.2823 1346867.0562 -328387.0186 1675254.0748
Total P&L (%) 712.4558 498.3215 214.1343 1346.8671 -328.387 1675.2541
Avg Daily Profit (%) 0.4049 0.2832 0.1217 0.152 0 0.1636
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -104448 -125749 -57558 -1689744 -1323689 -1047638
Profit Factor 2.0129 2.2601 1.6954 1.1909 0.9189 1.5573
Total Trades 152 76 76 152 76 76
Winning Trades 68 26 42 68 26 42
Losing Trades 84 50 34 84 50 34
Profitability (%) 44.7368 34.2105 55.2632 44.7368 34.2105 55.2632
Ratio Avg Win / Avg Loss 2.4865 4.3464 1.3725 1.4711 1.7672 1.2607
Largest Winning Trade 346266 346266 55397 699759 699759 577801
Largest Losing Trade -35623 -26361 -35623 -1047638 -517944 -1047638
Avg Bars in Trades 46 38 53 46 38 53
Avg Bars in Winners 64 63 65 64 63 65
Avg Bars in Losers 30 26 37 30 26 37
Bars Traded 7007 2963 4044 7007 2963 4044
Profit Streak 0 0 7.1563 0 0 7.1563
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 445108 -42963 -76251 -4211 -633598 -38432
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7038,
    "evaluation_days": 1759.5,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1608746400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760240701324,
    "expiration_time": 1764787824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 126,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "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": [
        [
            712455.7726388249,
            498321.4902890362,
            214134.2823497889,
            1346867.0561743784,
            -328387.0186231761,
            1675254.0747975549
        ],
        [
            712.455773,
            498.32149,
            214.134282,
            1346.867056,
            -328.387019,
            1675.254075
        ],
        [
            0.404919,
            0.283218,
            0.121702,
            0.151976,
            0,
            0.163619
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -104448,
            -125749,
            -57558,
            -1689744,
            -1323689,
            -1047638
        ],
        [
            2.012917,
            2.260146,
            1.695416,
            1.190853,
            0.91894,
            1.557318
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            68,
            26,
            42,
            68,
            26,
            42
        ],
        [
            84,
            50,
            34,
            84,
            50,
            34
        ],
        [
            44.736842,
            34.210526,
            55.263158,
            44.736842,
            34.210526,
            55.263158
        ],
        [
            2.486545,
            4.346434,
            1.372479,
            1.471054,
            1.767193,
            1.260686
        ],
        [
            346266,
            346266,
            55397,
            699759,
            699759,
            577801
        ],
        [
            -35623,
            -26361,
            -35623,
            -1047638,
            -517944,
            -1047638
        ],
        [
            46,
            38,
            53,
            46,
            38,
            53
        ],
        [
            64,
            63,
            65,
            64,
            63,
            65
        ],
        [
            30,
            26,
            37,
            30,
            26,
            37
        ],
        [
            7007,
            2963,
            4044,
            7007,
            2963,
            4044
        ],
        [
            0,
            0,
            7.156265,
            0,
            0,
            7.156265
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            445108,
            -42963,
            -76251,
            -4211,
            -633598,
            -38432
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7038,
    "evaluation_days": 1759.5,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1608746400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760240701324,
    "expiration_time": 1764787824000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 126,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "hilo",
        "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)