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Trade: QTUM/USDT/120/VWMA/HMA/3937

Strategy
QTUM/USDT/120/VWMA/HMA/3937
Pair
QTUM_USDT
Interval
2h
Score
504006
Daily Profit
0.358815
Profit Factor
1.890464
Profitability
48.356808
Streak
31.379320
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-04 20:06
Expiration Time
2025-12-18 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 747529.8719 541311.601 206218.2709 6688019.7271 4686325.1482 2001694.5789
Total P&L (%) 747.5299 541.3116 206.2183 6688.0197 4686.3251 2001.6946
Avg Daily Profit (%) 0.3588 0.2598 0.099 0.2027 0.1859 0.1463
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -88410 -60156 -73760 -13165071 -7667547 -8554067
Profit Factor 1.8905 2.2478 1.5084 1.1207 1.1685 1.0725
Total Trades 213 106 107 213 106 107
Winning Trades 103 51 52 103 51 52
Losing Trades 110 55 55 110 55 55
Profitability (%) 48.3568 48.1132 48.5981 48.3568 48.1132 48.5981
Ratio Avg Win / Avg Loss 2.0189 2.4241 1.5954 1.1968 1.2602 1.1344
Largest Winning Trade 133994 133994 41733 6253296 6253296 3253564
Largest Losing Trade -48683 -26830 -48683 -6709081 -3489724 -6709081
Avg Bars in Trades 115 100 130 115 100 130
Avg Bars in Winners 148 129 167 148 129 167
Avg Bars in Losers 84 73 95 84 73 95
Bars Traded 24624 10654 13970 24624 10654 13970
Profit Streak 31.3793 0 39.796 31.3793 0 39.796
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 504006 425584 -58624 -78712 -28223 -138414
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579528800000,
    "first_datapoint_time": 1581156000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759597573261,
    "expiration_time": 1766073600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 214,
            "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": [
        [
            747529.8719161336,
            541311.6010447508,
            206218.2708713833,
            6688019.72711283,
            4686325.148229886,
            2001694.5788829434
        ],
        [
            747.529872,
            541.311601,
            206.218271,
            6688.019727,
            4686.325148,
            2001.694579
        ],
        [
            0.358815,
            0.25983,
            0.098985,
            0.202657,
            0.185853,
            0.146283
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -88410,
            -60156,
            -73760,
            -13165071,
            -7667547,
            -8554067
        ],
        [
            1.890464,
            2.247763,
            1.508355,
            1.120671,
            1.168539,
            1.072478
        ],
        [
            213,
            106,
            107,
            213,
            106,
            107
        ],
        [
            103,
            51,
            52,
            103,
            51,
            52
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            48.356808,
            48.113208,
            48.598131,
            48.356808,
            48.113208,
            48.598131
        ],
        [
            2.018942,
            2.424058,
            1.595376,
            1.196833,
            1.260189,
            1.134352
        ],
        [
            133994,
            133994,
            41733,
            6253296,
            6253296,
            3253564
        ],
        [
            -48683,
            -26830,
            -48683,
            -6709081,
            -3489724,
            -6709081
        ],
        [
            115,
            100,
            130,
            115,
            100,
            130
        ],
        [
            148,
            129,
            167,
            148,
            129,
            167
        ],
        [
            84,
            73,
            95,
            84,
            73,
            95
        ],
        [
            24624,
            10654,
            13970,
            24624,
            10654,
            13970
        ],
        [
            31.37932,
            0,
            39.795987,
            31.37932,
            0,
            39.795987
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            504006,
            425584,
            -58624,
            -78712,
            -28223,
            -138414
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579528800000,
    "first_datapoint_time": 1581156000000,
    "last_datapoint_time": 1759593600000,
    "evaluation_time": 1759597573261,
    "expiration_time": 1766073600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 160,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 214,
            "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)