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Trade: GRT/USDT/720/ZLMA/HWMA/8853

Strategy
GRT/USDT/720/ZLMA/HWMA/8853
Pair
GRT_USDT
Interval
12h
Score
478541
Daily Profit
0.293251
Profit Factor
1.752363
Profitability
54.205607
Streak
48.589570
Best Strategy
Training Data Length
1756.500000
Evaluation Time
2025-10-08 17:08
Expiration Time
2025-11-30 06:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 515095.3285 322322.5747 192772.7538 647674.6655 399706.8282 247967.8374
Total P&L (%) 515.0953 322.3226 192.7728 647.6747 399.7068 247.9678
Avg Daily Profit (%) 0.2933 0.1835 0.1097 0.1146 0.0916 0.071
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -66452 -105559 -81509 -665211 -435984 -638740
Profit Factor 1.7524 1.8068 1.6761 1.1887 1.2292 1.1468
Total Trades 107 53 54 107 53 54
Winning Trades 58 22 36 58 22 36
Losing Trades 49 31 18 49 31 18
Profitability (%) 54.2056 41.5094 66.6667 54.2056 41.5094 66.6667
Ratio Avg Win / Avg Loss 1.4804 2.5459 0.8381 1.0042 1.732 0.5734
Largest Winning Trade 177558 177558 48532 428504 428504 247818
Largest Losing Trade -47193 -29388 -47193 -457279 -199188 -457279
Avg Bars in Trades 31 34 29 31 34 29
Avg Bars in Winners 40 47 35 40 47 35
Avg Bars in Losers 22 24 18 22 24 18
Bars Traded 3415 1813 1602 3415 1813 1602
Profit Streak 48.5896 48.5896 102.0896 48.5896 48.5896 102.0896
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 478541 -171887 -222339 -50336 -252658 -335057
Evaluation Data
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3513,
    "evaluation_days": 1756.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1610841600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759932538862,
    "expiration_time": 1764477648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.10879
        }
    }
}
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": [
        [
            515095.3284518885,
            322322.5746750525,
            192772.7537768359,
            647674.6655365181,
            399706.8281850035,
            247967.8373515148
        ],
        [
            515.095328,
            322.322575,
            192.772754,
            647.674666,
            399.706828,
            247.967837
        ],
        [
            0.293251,
            0.183503,
            0.109748,
            0.1146,
            0.091636,
            0.071015
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -66452,
            -105559,
            -81509,
            -665211,
            -435984,
            -638740
        ],
        [
            1.752363,
            1.806755,
            1.676142,
            1.188667,
            1.229171,
            1.146834
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            58,
            22,
            36,
            58,
            22,
            36
        ],
        [
            49,
            31,
            18,
            49,
            31,
            18
        ],
        [
            54.205607,
            41.509434,
            66.666667,
            54.205607,
            41.509434,
            66.666667
        ],
        [
            1.480445,
            2.545883,
            0.838071,
            1.004218,
            1.732013,
            0.573417
        ],
        [
            177558,
            177558,
            48532,
            428504,
            428504,
            247818
        ],
        [
            -47193,
            -29388,
            -47193,
            -457279,
            -199188,
            -457279
        ],
        [
            31,
            34,
            29,
            31,
            34,
            29
        ],
        [
            40,
            47,
            35,
            40,
            47,
            35
        ],
        [
            22,
            24,
            18,
            22,
            24,
            18
        ],
        [
            3415,
            1813,
            1602,
            3415,
            1813,
            1602
        ],
        [
            48.58957,
            48.58957,
            102.08957,
            48.58957,
            48.58957,
            102.08957
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            478541,
            -171887,
            -222339,
            -50336,
            -252658,
            -335057
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "GRT_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3513,
    "evaluation_days": 1756.5,
    "actual_first_datapoint_time": 1608206400000,
    "first_datapoint_time": 1610841600000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759932538862,
    "expiration_time": 1764477648000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 62,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.10879
        }
    }
}

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)