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Trade: GRT/USDT/240/DCM/VWMA/1673

Strategy
GRT/USDT/240/DCM/VWMA/1673
Pair
GRT_USDT
Interval
4h
Score
325762
Daily Profit
0.466561
Profit Factor
1.958862
Profitability
33.877551
Streak
0.000000
Best Strategy
Training Data Length
1753.500000
Evaluation Time
2025-10-06 08:13
Expiration Time
2025-11-27 20:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 818115.45 576876.5747 241238.8753 4525987.4646 2341627.5349 2184359.9297
Total P&L (%) 818.1155 576.8766 241.2389 4525.9875 2341.6275 2184.3599
Avg Daily Profit (%) 0.4666 0.329 0.1376 0.2189 0.1824 0.1786
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -74962 -92840 -57691 -3688165 -2136675 -1743377
Profit Factor 1.9589 2.3165 1.5813 1.307 1.3265 1.2885
Total Trades 245 123 122 245 123 122
Winning Trades 83 39 44 83 39 44
Losing Trades 162 84 78 162 84 78
Profitability (%) 33.8776 31.7073 36.0656 33.8776 31.7073 36.0656
Ratio Avg Win / Avg Loss 3.8233 4.9894 2.8032 2.551 2.8572 2.2842
Largest Winning Trade 334671 334671 52533 2038780 2038780 1326870
Largest Losing Trade -25574 -20373 -25574 -651987 -541172 -651987
Avg Bars in Trades 41 33 50 41 33 50
Avg Bars in Winners 92 74 109 92 74 109
Avg Bars in Losers 15 14 16 15 14 16
Bars Traded 10258 4158 6100 10258 4158 6100
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 325762 223552 -12106 160173 68505 119895
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10521,
    "evaluation_days": 1753.5,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609488000000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759727599569,
    "expiration_time": 1764268272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 5,
            "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": [
        [
            818115.4499614701,
            576876.5746527915,
            241238.8753086781,
            4525987.464607519,
            2341627.5349271772,
            2184359.929680337
        ],
        [
            818.11545,
            576.876575,
            241.238875,
            4525.987465,
            2341.627535,
            2184.35993
        ],
        [
            0.466561,
            0.328986,
            0.137576,
            0.218903,
            0.182387,
            0.178584
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -74962,
            -92840,
            -57691,
            -3688165,
            -2136675,
            -1743377
        ],
        [
            1.958862,
            2.316487,
            1.58127,
            1.307017,
            1.326536,
            1.288528
        ],
        [
            245,
            123,
            122,
            245,
            123,
            122
        ],
        [
            83,
            39,
            44,
            83,
            39,
            44
        ],
        [
            162,
            84,
            78,
            162,
            84,
            78
        ],
        [
            33.877551,
            31.707317,
            36.065574,
            33.877551,
            31.707317,
            36.065574
        ],
        [
            3.823322,
            4.989356,
            2.80316,
            2.551045,
            2.857155,
            2.284208
        ],
        [
            334671,
            334671,
            52533,
            2038780,
            2038780,
            1326870
        ],
        [
            -25574,
            -20373,
            -25574,
            -651987,
            -541172,
            -651987
        ],
        [
            41,
            33,
            50,
            41,
            33,
            50
        ],
        [
            92,
            74,
            109,
            92,
            74,
            109
        ],
        [
            15,
            14,
            16,
            15,
            14,
            16
        ],
        [
            10258,
            4158,
            6100,
            10258,
            4158,
            6100
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325762,
            223552,
            -12106,
            160173,
            68505,
            119895
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10521,
    "evaluation_days": 1753.5,
    "actual_first_datapoint_time": 1608235200000,
    "first_datapoint_time": 1609488000000,
    "last_datapoint_time": 1759723200000,
    "evaluation_time": 1759727599569,
    "expiration_time": 1764268272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 88,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 5,
            "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)