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Trade: GRT/USDT/120/MIDPRICE/BBM/2117

Strategy
GRT/USDT/120/MIDPRICE/BBM/2117
Pair
GRT_USDT
Interval
2h
Score
481771
Daily Profit
0.327199
Profit Factor
1.741952
Profitability
50.943396
Streak
0.000000
Best Strategy
Training Data Length
1755.500000
Evaluation Time
2025-10-08 21:52
Expiration Time
2025-12-11 00:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 574398.2727 365663.0942 208735.1786 1446095.6585 549166.9232 896928.7353
Total P&L (%) 574.3983 365.6631 208.7352 1446.0957 549.1669 896.9287
Avg Daily Profit (%) 0.3272 0.2083 0.1189 0.1561 0.1066 0.1311
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -112179 -113935 -48765 -357268 -485894 -225441
Profit Factor 1.742 1.8949 1.571 1.4653 1.3079 1.6773
Total Trades 159 80 79 159 80 79
Winning Trades 81 38 43 81 38 43
Losing Trades 78 42 36 78 42 36
Profitability (%) 50.9434 47.5 54.4304 50.9434 47.5 54.4304
Ratio Avg Win / Avg Loss 1.6774 2.0944 1.3152 1.411 1.4456 1.4043
Largest Winning Trade 170730 170730 51061 433012 433012 358995
Largest Losing Trade -43239 -28256 -43239 -256099 -256099 -184153
Avg Bars in Trades 129 96 162 129 96 162
Avg Bars in Winners 163 106 214 163 106 214
Avg Bars in Losers 93 87 100 93 87 100
Bars Traded 20512 7696 12816 20512 7696 12816
Profit Streak 0 0 151.1196 0 0 151.1196
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 481771 -9140 -57559 349630 -70542 -40588
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21066,
    "evaluation_days": 1755.5,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610020800000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759949533490,
    "expiration_time": 1765406707200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 204,
            "offset": 0,
            "std": 3.30434
        }
    }
}
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": [
        [
            574398.2727366976,
            365663.0941697896,
            208735.1785669083,
            1446095.6585141667,
            549166.923227902,
            896928.7352862646
        ],
        [
            574.398273,
            365.663094,
            208.735179,
            1446.095659,
            549.166923,
            896.928735
        ],
        [
            0.327199,
            0.208296,
            0.118904,
            0.156107,
            0.106609,
            0.131075
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -112179,
            -113935,
            -48765,
            -357268,
            -485894,
            -225441
        ],
        [
            1.741952,
            1.894935,
            1.570969,
            1.465294,
            1.307884,
            1.677318
        ],
        [
            159,
            80,
            79,
            159,
            80,
            79
        ],
        [
            81,
            38,
            43,
            81,
            38,
            43
        ],
        [
            78,
            42,
            36,
            78,
            42,
            36
        ],
        [
            50.943396,
            47.5,
            54.43038,
            50.943396,
            47.5,
            54.43038
        ],
        [
            1.677435,
            2.094402,
            1.31523,
            1.411024,
            1.445556,
            1.404266
        ],
        [
            170730,
            170730,
            51061,
            433012,
            433012,
            358995
        ],
        [
            -43239,
            -28256,
            -43239,
            -256099,
            -256099,
            -184153
        ],
        [
            129,
            96,
            162,
            129,
            96,
            162
        ],
        [
            163,
            106,
            214,
            163,
            106,
            214
        ],
        [
            93,
            87,
            100,
            93,
            87,
            100
        ],
        [
            20512,
            7696,
            12816,
            20512,
            7696,
            12816
        ],
        [
            0,
            0,
            151.1196,
            0,
            0,
            151.119601
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            481771,
            -9140,
            -57559,
            349630,
            -70542,
            -40588
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21066,
    "evaluation_days": 1755.5,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1610020800000,
    "last_datapoint_time": 1759946400000,
    "evaluation_time": 1759949533490,
    "expiration_time": 1765406707200,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 247,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 204,
            "offset": 0,
            "std": 3.30434
        }
    }
}

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)