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Trade: GRT/USDT/360/VWMA/ALMA/8391

Strategy
GRT/USDT/360/VWMA/ALMA/8391
Pair
GRT_USDT
Interval
6h
Score
481760
Daily Profit
0.361918
Profit Factor
1.991910
Profitability
49.600000
Streak
0.000000
Best Strategy
Training Data Length
1757.000000
Evaluation Time
2025-10-09 17:59
Expiration Time
2025-12-01 07:02

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 635890.5315 426019.4925 209871.039 1545452.2833 313139.2608 1232313.0225
Total P&L (%) 635.8905 426.0195 209.871 1545.4523 313.1393 1232.313
Avg Daily Profit (%) 0.3619 0.2425 0.1194 0.1595 0.0808 0.1475
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85766 -73687 -64265 -1589915 -1131140 -914347
Profit Factor 1.9919 2.1395 1.7854 1.1861 1.0658 1.3478
Total Trades 125 63 62 125 63 62
Winning Trades 62 29 33 62 29 33
Losing Trades 63 34 29 63 34 29
Profitability (%) 49.6 46.0317 53.2258 49.6 46.0317 53.2258
Ratio Avg Win / Avg Loss 2.024 2.5084 1.569 1.2052 1.2495 1.1845
Largest Winning Trade 265305 265305 61522 748730 665847 748730
Largest Losing Trade -31265 -31221 -31265 -465110 -465110 -395081
Avg Bars in Trades 54 40 69 54 40 69
Avg Bars in Winners 68 46 88 68 46 88
Avg Bars in Losers 41 34 48 41 34 48
Bars Traded 6836 2531 4305 6836 2531 4305
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 481760 -136170 -183917 -7942 -381514 -149121
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7028,
    "evaluation_days": 1757,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1610668800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760021964412,
    "expiration_time": 1764565344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "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": [
        [
            635890.5314701516,
            426019.4924962474,
            209871.0389739047,
            1545452.283339937,
            313139.2608180452,
            1232313.022521892
        ],
        [
            635.890531,
            426.019492,
            209.871039,
            1545.452283,
            313.139261,
            1232.313023
        ],
        [
            0.361918,
            0.24247,
            0.119449,
            0.159524,
            0.080773,
            0.147491
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85766,
            -73687,
            -64265,
            -1589915,
            -1131140,
            -914347
        ],
        [
            1.99191,
            2.139506,
            1.785407,
            1.186106,
            1.065768,
            1.347829
        ],
        [
            125,
            63,
            62,
            125,
            63,
            62
        ],
        [
            62,
            29,
            33,
            62,
            29,
            33
        ],
        [
            63,
            34,
            29,
            63,
            34,
            29
        ],
        [
            49.6,
            46.031746,
            53.225806,
            49.6,
            46.031746,
            53.225806
        ],
        [
            2.024038,
            2.508386,
            1.568994,
            1.205237,
            1.249521,
            1.184456
        ],
        [
            265305,
            265305,
            61522,
            748730,
            665847,
            748730
        ],
        [
            -31265,
            -31221,
            -31265,
            -465110,
            -465110,
            -395081
        ],
        [
            54,
            40,
            69,
            54,
            40,
            69
        ],
        [
            68,
            46,
            88,
            68,
            46,
            88
        ],
        [
            41,
            34,
            48,
            41,
            34,
            48
        ],
        [
            6836,
            2531,
            4305,
            6836,
            2531,
            4305
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            481760,
            -136170,
            -183917,
            -7942,
            -381514,
            -149121
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7028,
    "evaluation_days": 1757,
    "actual_first_datapoint_time": 1608228000000,
    "first_datapoint_time": 1610668800000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760021964412,
    "expiration_time": 1764565344000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "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)