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Trade: GRT/USDT/720/HWMA/SWMA/8955

Strategy
GRT/USDT/720/HWMA/SWMA/8955
Pair
GRT_USDT
Interval
12h
Score
482935
Daily Profit
0.318633
Profit Factor
1.599913
Profitability
57.203390
Streak
0.000000
Best Strategy
Training Data Length
1747.500000
Evaluation Time
2025-09-30 01:20
Expiration Time
2025-11-21 00:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 556811.8983 249522.103 307289.7953 2736076.444 1536668.9286 1199407.5155
Total P&L (%) 556.8119 249.5221 307.2898 2736.0764 1536.6689 1199.4075
Avg Daily Profit (%) 0.3186 0.1428 0.1758 0.1916 0.1601 0.1469
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -111963 -70222 -86259 -1762196 -741842 -1522769
Profit Factor 1.5999 1.5025 1.7119 1.3424 1.3869 1.2985
Total Trades 236 118 118 236 118 118
Winning Trades 135 63 72 135 63 72
Losing Trades 101 55 46 101 55 46
Profitability (%) 57.2034 53.3898 61.0169 57.2034 53.3898 61.0169
Ratio Avg Win / Avg Loss 1.197 1.3117 1.0937 1.0043 1.2108 0.8296
Largest Winning Trade 87607 87607 30726 453964 453964 328114
Largest Losing Trade -44471 -32156 -44471 -586018 -309386 -586018
Avg Bars in Trades 13 13 13 13 13 13
Avg Bars in Winners 13 13 13 13 13 13
Avg Bars in Losers 13 13 13 13 13 13
Bars Traded 3231 1615 1616 3231 1615 1616
Profit Streak 0 0 81.4311 0 0 81.4311
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 482935 -624 448990 387197 316363 171204
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3495,
    "evaluation_days": 1747.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1618660800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759184445152,
    "expiration_time": 1763676720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.78107
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 243,
            "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": [
        [
            556811.8982788846,
            249522.1029692975,
            307289.7953095873,
            2736076.4440459698,
            1536668.9285888944,
            1199407.515457073
        ],
        [
            556.811898,
            249.522103,
            307.289795,
            2736.076444,
            1536.668929,
            1199.407515
        ],
        [
            0.318633,
            0.142788,
            0.175845,
            0.1916,
            0.160085,
            0.14686
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -111963,
            -70222,
            -86259,
            -1762196,
            -741842,
            -1522769
        ],
        [
            1.599913,
            1.502544,
            1.711917,
            1.342408,
            1.386869,
            1.298461
        ],
        [
            236,
            118,
            118,
            236,
            118,
            118
        ],
        [
            135,
            63,
            72,
            135,
            63,
            72
        ],
        [
            101,
            55,
            46,
            101,
            55,
            46
        ],
        [
            57.20339,
            53.389831,
            61.016949,
            57.20339,
            53.389831,
            61.016949
        ],
        [
            1.196972,
            1.311745,
            1.093725,
            1.00432,
            1.210759,
            0.829572
        ],
        [
            87607,
            87607,
            30726,
            453964,
            453964,
            328114
        ],
        [
            -44471,
            -32156,
            -44471,
            -586018,
            -309386,
            -586018
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            13,
            13,
            13,
            13,
            13,
            13
        ],
        [
            3231,
            1615,
            1616,
            3231,
            1615,
            1616
        ],
        [
            0,
            0,
            81.431078,
            0,
            0,
            81.431078
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            482935,
            -624,
            448990,
            387197,
            316363,
            171204
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3495,
    "evaluation_days": 1747.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1618660800000,
    "last_datapoint_time": 1759147200000,
    "evaluation_time": 1759184445152,
    "expiration_time": 1763676720000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.78107
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 243,
            "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)