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Trade: QTUM/USDT/120/BBM/HMA/2023

Strategy
QTUM/USDT/120/BBM/HMA/2023
Pair
QTUM_USDT
Interval
2h
Score
374983
Daily Profit
0.307411
Profit Factor
1.752599
Profitability
41.269841
Streak
35.829467
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-27 10:54
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 640183.0258 514116.7897 126066.236 1796786.1101 1497547.0393 299239.0707
Total P&L (%) 640.183 514.1168 126.0662 1796.7861 1497.547 299.2391
Avg Daily Profit (%) 0.3074 0.2469 0.0605 0.1414 0.1332 0.0665
Buy And Hold Return (%) 21.875 21.875 21.875 21.875 21.875 21.875
Max Trade Drawdown -129590 -85322 -79956 -3608274 -1762504 -2121863
Profit Factor 1.7526 2.0972 1.33 1.13 1.2027 1.0465
Total Trades 189 95 94 189 95 94
Winning Trades 78 35 43 78 35 43
Losing Trades 111 60 51 111 60 51
Profitability (%) 41.2698 36.8421 45.7447 41.2698 36.8421 45.7447
Ratio Avg Win / Avg Loss 2.4941 3.5952 1.5774 1.6081 2.0617 1.2412
Largest Winning Trade 197894 197894 47656 1504804 1504804 777540
Largest Losing Trade -32039 -30526 -32039 -947827 -588667 -947827
Avg Bars in Trades 129 130 128 129 130 128
Avg Bars in Winners 210 234 191 210 234 191
Avg Bars in Losers 72 69 76 72 69 76
Bars Traded 24509 12386 12123 24509 12386 12123
Profit Streak 35.8295 41.3295 0 35.8295 41.3295 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 374983 272099 -113496 -82137 -19121 -275460
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579946400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758959665925,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 174,
            "offset": 0,
            "std": 4.70177
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 159,
            "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": [
        [
            640183.0257800971,
            514116.7897343293,
            126066.2360457675,
            1796786.1100770794,
            1497547.0393465743,
            299239.070730504
        ],
        [
            640.183026,
            514.11679,
            126.066236,
            1796.78611,
            1497.547039,
            299.239071
        ],
        [
            0.307411,
            0.246875,
            0.060536,
            0.141408,
            0.133152,
            0.066499
        ],
        [
            21.875,
            21.875,
            21.875,
            21.875,
            21.875,
            21.875
        ],
        [
            -129590,
            -85322,
            -79956,
            -3608274,
            -1762504,
            -2121863
        ],
        [
            1.752599,
            2.0972,
            1.329967,
            1.129988,
            1.20266,
            1.046514
        ],
        [
            189,
            95,
            94,
            189,
            95,
            94
        ],
        [
            78,
            35,
            43,
            78,
            35,
            43
        ],
        [
            111,
            60,
            51,
            111,
            60,
            51
        ],
        [
            41.269841,
            36.842105,
            45.744681,
            41.269841,
            36.842105,
            45.744681
        ],
        [
            2.494084,
            3.595199,
            1.577402,
            1.60806,
            2.061703,
            1.241215
        ],
        [
            197894,
            197894,
            47656,
            1504804,
            1504804,
            777540
        ],
        [
            -32039,
            -30526,
            -32039,
            -947827,
            -588667,
            -947827
        ],
        [
            129,
            130,
            128,
            129,
            130,
            128
        ],
        [
            210,
            234,
            191,
            210,
            234,
            191
        ],
        [
            72,
            69,
            76,
            72,
            69,
            76
        ],
        [
            24509,
            12386,
            12123,
            24509,
            12386,
            12123
        ],
        [
            35.829467,
            41.329467,
            0,
            35.829467,
            41.329467,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            374983,
            272099,
            -113496,
            -82137,
            -19121,
            -275460
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579946400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758959665925,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbm",
        "factors": {
            "length": 174,
            "offset": 0,
            "std": 4.70177
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 159,
            "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)