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Trade: GRT/USDT/120/VWMA/PWMA/6791

Strategy
GRT/USDT/120/VWMA/PWMA/6791
Pair
GRT_USDT
Interval
2h
Score
500456
Daily Profit
0.368738
Profit Factor
1.612779
Profitability
57.388316
Streak
0.000000
Best Strategy
Training Data Length
1751.830000
Evaluation Time
2025-10-05 05:58
Expiration Time
2025-12-07 05:35

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 645966.1424 377865.0367 268101.1057 1986870.5221 841205.0868 1145665.4352
Total P&L (%) 645.9661 377.865 268.1011 1986.8705 841.2051 1145.6654
Avg Daily Profit (%) 0.3687 0.2157 0.153 0.1736 0.1281 0.1441
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -122131 -95923 -97913 -1309801 -1128525 -1308940
Profit Factor 1.6128 1.7838 1.4687 1.1864 1.1787 1.1925
Total Trades 291 146 145 291 146 145
Winning Trades 167 81 86 167 81 86
Losing Trades 124 65 59 124 65 59
Profitability (%) 57.3883 55.4795 59.3103 57.3883 55.4795 59.3103
Ratio Avg Win / Avg Loss 1.1975 1.4314 1.0076 0.8809 0.9459 0.8181
Largest Winning Trade 135379 135379 33810 575706 394429 575706
Largest Losing Trade -71482 -35116 -71482 -1024930 -399423 -1024930
Avg Bars in Trades 70 55 85 70 55 85
Avg Bars in Winners 64 50 77 64 50 77
Avg Bars in Losers 78 61 96 78 61 96
Bars Traded 20499 8135 12364 20499 8135 12364
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 500456 380512 337360 -6818 -46677 -9655
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21022,
    "evaluation_days": 1751.83,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609992000000,
    "last_datapoint_time": 1759629600000,
    "evaluation_time": 1759633092728,
    "expiration_time": 1765078502400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 188,
            "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": [
        [
            645966.142408326,
            377865.0366802656,
            268101.1057280602,
            1986870.522061597,
            841205.0868362895,
            1145665.4352253082
        ],
        [
            645.966142,
            377.865037,
            268.101106,
            1986.870522,
            841.205087,
            1145.665435
        ],
        [
            0.368738,
            0.215697,
            0.153041,
            0.173583,
            0.128062,
            0.144082
        ],
        [
            10,
            10,
            10,
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            10,
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        ],
        [
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            -95923,
            -97913,
            -1309801,
            -1128525,
            -1308940
        ],
        [
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            1.783753,
            1.468679,
            1.18644,
            1.17874,
            1.192529
        ],
        [
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            145,
            291,
            146,
            145
        ],
        [
            167,
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            86,
            167,
            81,
            86
        ],
        [
            124,
            65,
            59,
            124,
            65,
            59
        ],
        [
            57.388316,
            55.479452,
            59.310345,
            57.388316,
            55.479452,
            59.310345
        ],
        [
            1.197513,
            1.431407,
            1.007582,
            0.880949,
            0.945903,
            0.81813
        ],
        [
            135379,
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            575706,
            394429,
            575706
        ],
        [
            -71482,
            -35116,
            -71482,
            -1024930,
            -399423,
            -1024930
        ],
        [
            70,
            55,
            85,
            70,
            55,
            85
        ],
        [
            64,
            50,
            77,
            64,
            50,
            77
        ],
        [
            78,
            61,
            96,
            78,
            61,
            96
        ],
        [
            20499,
            8135,
            12364,
            20499,
            8135,
            12364
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            500456,
            380512,
            337360,
            -6818,
            -46677,
            -9655
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 21022,
    "evaluation_days": 1751.83,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609992000000,
    "last_datapoint_time": 1759629600000,
    "evaluation_time": 1759633092728,
    "expiration_time": 1765078502400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 243,
            "offset": 0
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 188,
            "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)