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Trade: QTUM/USDT/240/MIDPRICE/SINWMA/6053

Strategy
QTUM/USDT/240/MIDPRICE/SINWMA/6053
Pair
QTUM_USDT
Interval
4h
Score
454511
Daily Profit
0.229824
Profit Factor
2.287641
Profitability
52.325581
Streak
0.000000
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-25 17:09
Expiration Time
2025-12-08 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 650142.7187 574368.2808 75774.438 505074.6776 520624.8391 -15550.1615
Total P&L (%) 650.1427 574.3683 75.7744 505.0747 520.6248 -15.5502
Avg Daily Profit (%) 0.2601 0.2298 0.0303 0.0721 0.0731 -0.0068
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -125317 -88843 -108941 -1321933 -813165 -623666
Profit Factor 1.6375 2.2876 1.1321 1.0888 1.186 0.9946
Total Trades 172 86 86 172 86 86
Winning Trades 90 45 45 90 45 45
Losing Trades 82 41 41 82 41 41
Profitability (%) 52.3256 52.3256 52.3256 52.3256 52.3256 52.3256
Ratio Avg Win / Avg Loss 1.492 2.0843 1.0314 0.992 1.0806 0.9062
Largest Winning Trade 149500 149500 62005 429445 408166 429445
Largest Losing Trade -55743 -30673 -55743 -438017 -363020 -438017
Avg Bars in Trades 85 60 109 85 60 109
Avg Bars in Winners 92 64 121 92 64 121
Avg Bars in Losers 77 56 97 77 56 97
Bars Traded 14678 5227 9452 14678 5227 9452
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 422776 454511 -227649 -219672 -110873 -580800

Evaluation Data

{
    "trading_pair": "QTUM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545595200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758809385174,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "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": [
        [
            650142.7187335467,
            574368.2807735737,
            75774.4379599728,
            505074.6775648247,
            520624.839053223,
            -15550.1614883979
        ],
        [
            650.142719,
            574.368281,
            75.774438,
            505.074678,
            520.624839,
            -15.550161
        ],
        [
            0.260143,
            0.229824,
            0.03032,
            0.072057,
            0.073073,
            -0.006763
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -125317,
            -88843,
            -108941,
            -1321933,
            -813165,
            -623666
        ],
        [
            1.637525,
            2.287641,
            1.132073,
            1.088757,
            1.186032,
            0.994623
        ],
        [
            172,
            86,
            86,
            172,
            86,
            86
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            82,
            41,
            41,
            82,
            41,
            41
        ],
        [
            52.325581,
            52.325581,
            52.325581,
            52.325581,
            52.325581,
            52.325581
        ],
        [
            1.491967,
            2.084295,
            1.031445,
            0.991979,
            1.080607,
            0.906212
        ],
        [
            149500,
            149500,
            62005,
            429445,
            408166,
            429445
        ],
        [
            -55743,
            -30673,
            -55743,
            -438017,
            -363020,
            -438017
        ],
        [
            85,
            60,
            109,
            85,
            60,
            109
        ],
        [
            92,
            64,
            121,
            92,
            64,
            121
        ],
        [
            77,
            56,
            97,
            77,
            56,
            97
        ],
        [
            14678,
            5227,
            9452,
            14678,
            5227,
            9452
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            422776,
            454511,
            -227649,
            -219672,
            -110873,
            -580800
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545595200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758809385174,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 200,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "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)