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Trade: QTUM/USDT/120/JMA/DEMA/5434

Strategy
QTUM/USDT/120/JMA/DEMA/5434
Pair
QTUM_USDT
Interval
2h
Score
400793
Daily Profit
0.319638
Profit Factor
1.690044
Profitability
43.000000
Streak
38.531489
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 11:45
Expiration Time
2025-12-13 10:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 665910.4502 514575.7873 151334.6629 2563802.7156 2319468.0842 244334.6314
Total P&L (%) 665.9105 514.5758 151.3347 2563.8027 2319.4681 244.3346
Avg Daily Profit (%) 0.3196 0.247 0.0726 0.1577 0.1531 0.0594
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96387 -68665 -125056 -2184392 -1276277 -1263051
Profit Factor 1.69 2.0071 1.3333 1.2735 1.4991 1.0517
Total Trades 200 100 100 200 100 100
Winning Trades 86 40 46 86 40 46
Losing Trades 114 60 54 114 60 54
Profitability (%) 43 40 46 43 40 46
Ratio Avg Win / Avg Loss 2.2403 3.0106 1.5652 1.6881 2.2486 1.2346
Largest Winning Trade 135751 135751 38047 1243063 1243063 582340
Largest Losing Trade -39801 -34462 -39801 -991495 -604140 -991495
Avg Bars in Trades 121 121 121 121 121 121
Avg Bars in Winners 187 191 184 187 191 184
Avg Bars in Losers 71 74 68 71 74 68
Bars Traded 24253 12113 12140 24253 12113 12140
Profit Streak 38.5315 44.1148 0 38.5315 44.1148 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 400793 310711 -96396 272869 231323 -279165
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579068000000,
    "first_datapoint_time": 1580875200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759135520635,
    "expiration_time": 1765612800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 192,
            "offset": 60
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 71,
            "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": [
        [
            665910.4501756253,
            514575.7872688047,
            151334.6629068209,
            2563802.715645659,
            2319468.0842112545,
            244334.6314344028
        ],
        [
            665.91045,
            514.575787,
            151.334663,
            2563.802716,
            2319.468084,
            244.334631
        ],
        [
            0.319638,
            0.246997,
            0.072641,
            0.157677,
            0.153052,
            0.059367
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96387,
            -68665,
            -125056,
            -2184392,
            -1276277,
            -1263051
        ],
        [
            1.690044,
            2.00707,
            1.33329,
            1.273483,
            1.499087,
            1.051687
        ],
        [
            200,
            100,
            100,
            200,
            100,
            100
        ],
        [
            86,
            40,
            46,
            86,
            40,
            46
        ],
        [
            114,
            60,
            54,
            114,
            60,
            54
        ],
        [
            43,
            40,
            46,
            43,
            40,
            46
        ],
        [
            2.240291,
            3.010605,
            1.565166,
            1.688106,
            2.24863,
            1.234589
        ],
        [
            135751,
            135751,
            38047,
            1243063,
            1243063,
            582340
        ],
        [
            -39801,
            -34462,
            -39801,
            -991495,
            -604140,
            -991495
        ],
        [
            121,
            121,
            121,
            121,
            121,
            121
        ],
        [
            187,
            191,
            184,
            187,
            191,
            184
        ],
        [
            71,
            74,
            68,
            71,
            74,
            68
        ],
        [
            24253,
            12113,
            12140,
            24253,
            12113,
            12140
        ],
        [
            38.531489,
            44.114822,
            0,
            38.531489,
            44.114822,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            400793,
            310711,
            -96396,
            272869,
            231323,
            -279165
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579068000000,
    "first_datapoint_time": 1580875200000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759135520635,
    "expiration_time": 1765612800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 192,
            "offset": 60
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 71,
            "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)