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Trade: GRT/USDT/720/PWMA/HL2/7925

Strategy
GRT/USDT/720/PWMA/HL2/7925
Pair
GRT_USDT
Interval
12h
Score
498552
Daily Profit
0.468626
Profit Factor
2.236254
Profitability
42.763158
Streak
31.525699
Best Strategy
Training Data Length
1757.500000
Evaluation Time
2025-10-10 03:37
Expiration Time
2025-12-01 07:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 823609.7665 587988.8435 235620.923 3647288.2333 1483797.1548 2163491.0785
Total P&L (%) 823.6098 587.9888 235.6209 3647.2882 1483.7972 2163.4911
Avg Daily Profit (%) 0.4686 0.3346 0.1341 0.2064 0.1573 0.1777
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -78097 -123132 -45250 -561842 -426286 -452488
Profit Factor 2.2363 2.5717 1.8066 1.7875 1.5956 2.0109
Total Trades 152 76 76 152 76 76
Winning Trades 65 25 40 65 25 40
Losing Trades 87 51 36 87 51 36
Profitability (%) 42.7632 32.8947 52.6316 42.7632 32.8947 52.6316
Ratio Avg Win / Avg Loss 2.9931 5.2463 1.626 2.3925 3.255 1.8098
Largest Winning Trade 347507 347507 52072 678478 678478 637340
Largest Losing Trade -27439 -17691 -27439 -452488 -426286 -452488
Avg Bars in Trades 22 20 25 22 20 25
Avg Bars in Winners 41 43 39 41 43 39
Avg Bars in Losers 8 8 9 8 8 9
Bars Traded 3452 1524 1928 3452 1524 1928
Profit Streak 31.5257 53.0257 31.5257 31.5257 53.0257 31.5257
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 498552 -41178 -58923 386687 -44595 -36630
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3515,
    "evaluation_days": 1757.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1610280000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760056620449,
    "expiration_time": 1764566640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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": [
        [
            823609.7665391393,
            587988.8435348186,
            235620.9230043206,
            3647288.2332717017,
            1483797.1548196957,
            2163491.0784520064
        ],
        [
            823.609767,
            587.988844,
            235.620923,
            3647.288233,
            1483.797155,
            2163.491078
        ],
        [
            0.468626,
            0.33456,
            0.134066,
            0.206393,
            0.157302,
            0.177654
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -78097,
            -123132,
            -45250,
            -561842,
            -426286,
            -452488
        ],
        [
            2.236254,
            2.571712,
            1.806626,
            1.787485,
            1.595592,
            2.01085
        ],
        [
            152,
            76,
            76,
            152,
            76,
            76
        ],
        [
            65,
            25,
            40,
            65,
            25,
            40
        ],
        [
            87,
            51,
            36,
            87,
            51,
            36
        ],
        [
            42.763158,
            32.894737,
            52.631579,
            42.763158,
            32.894737,
            52.631579
        ],
        [
            2.99314,
            5.246292,
            1.625964,
            2.39248,
            3.255007,
            1.809765
        ],
        [
            347507,
            347507,
            52072,
            678478,
            678478,
            637340
        ],
        [
            -27439,
            -17691,
            -27439,
            -452488,
            -426286,
            -452488
        ],
        [
            22,
            20,
            25,
            22,
            20,
            25
        ],
        [
            41,
            43,
            39,
            41,
            43,
            39
        ],
        [
            8,
            8,
            9,
            8,
            8,
            9
        ],
        [
            3452,
            1524,
            1928,
            3452,
            1524,
            1928
        ],
        [
            31.525699,
            53.0257,
            31.5257,
            31.5257,
            53.0257,
            31.5257
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            498552,
            -41178,
            -58923,
            386687,
            -44595,
            -36630
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3515,
    "evaluation_days": 1757.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1610280000000,
    "last_datapoint_time": 1760011200000,
    "evaluation_time": 1760056620449,
    "expiration_time": 1764566640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 49,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "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)