← Back to list  ·  Browse strategies →  ·  Learning hub →

Trade: QTUM/USDT/120/VWMA/JMA/1467

Strategy
QTUM/USDT/120/VWMA/JMA/1467
Pair
QTUM_USDT
Interval
2h
Score
322834
Daily Profit
0.213964
Profit Factor
1.620898
Profitability
42.968750
Streak
43.840487
Best Strategy
Training Data Length
2083.170000
Evaluation Time
2025-10-04 13:10
Expiration Time
2025-12-18 09:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 445722.7166 382212.487 63510.2296 427791.1821 827751.7608 -399960.5787
Total P&L (%) 445.7227 382.2125 63.5102 427.7912 827.7518 -399.9606
Avg Daily Profit (%) 0.214 0.1835 0.0305 0.0799 0.107 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -89876 -57578 -107805 -933319 -509321 -782607
Profit Factor 1.6209 2.1871 1.1604 1.0888 1.3735 0.8462
Total Trades 128 64 64 128 64 64
Winning Trades 55 28 27 55 28 27
Losing Trades 73 36 37 73 36 37
Profitability (%) 42.9688 43.75 42.1875 42.9688 43.75 42.1875
Ratio Avg Win / Avg Loss 2.1514 2.8119 1.5902 1.4452 1.7659 1.1596
Largest Winning Trade 93793 93793 63150 400816 400816 234772
Largest Losing Trade -52029 -22738 -52029 -290266 -178972 -290266
Avg Bars in Trades 189 163 216 189 163 216
Avg Bars in Winners 307 264 351 307 264 351
Avg Bars in Losers 101 84 117 101 84 117
Bars Traded 24289 10450 13839 24289 10450 13839
Profit Streak 43.8405 111.9238 0 43.8405 111.9238 0
Trades During Streak 1 3 0 1 3 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322834 -128894 -338032 -210963 -188627 -721607
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1579514400000,
    "first_datapoint_time": 1581300000000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759572618111,
    "expiration_time": 1766044281600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "offset": 69
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 126,
            "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": [
        [
            445722.7165776899,
            382212.4869983821,
            63510.2295793078,
            427791.1821055473,
            827751.7608270459,
            -399960.578721499
        ],
        [
            445.722717,
            382.212487,
            63.51023,
            427.791182,
            827.751761,
            -399.960579
        ],
        [
            0.213964,
            0.183476,
            0.030487,
            0.079888,
            0.10699,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -89876,
            -57578,
            -107805,
            -933319,
            -509321,
            -782607
        ],
        [
            1.620898,
            2.187052,
            1.160427,
            1.088813,
            1.373461,
            0.84619
        ],
        [
            128,
            64,
            64,
            128,
            64,
            64
        ],
        [
            55,
            28,
            27,
            55,
            28,
            27
        ],
        [
            73,
            36,
            37,
            73,
            36,
            37
        ],
        [
            42.96875,
            43.75,
            42.1875,
            42.96875,
            43.75,
            42.1875
        ],
        [
            2.151374,
            2.811924,
            1.590214,
            1.445151,
            1.765879,
            1.159593
        ],
        [
            93793,
            93793,
            63150,
            400816,
            400816,
            234772
        ],
        [
            -52029,
            -22738,
            -52029,
            -290266,
            -178972,
            -290266
        ],
        [
            189,
            163,
            216,
            189,
            163,
            216
        ],
        [
            307,
            264,
            351,
            307,
            264,
            351
        ],
        [
            101,
            84,
            117,
            101,
            84,
            117
        ],
        [
            24289,
            10450,
            13839,
            24289,
            10450,
            13839
        ],
        [
            43.840487,
            111.923821,
            0,
            43.840487,
            111.923821,
            0
        ],
        [
            1,
            3,
            0,
            1,
            3,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322834,
            -128894,
            -338032,
            -210963,
            -188627,
            -721607
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1579514400000,
    "first_datapoint_time": 1581300000000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759572618111,
    "expiration_time": 1766044281600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 180,
            "offset": 69
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 126,
            "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)