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Trade: QTUM/USDT/240/SSF/MIDPRICE/8291

Strategy
QTUM/USDT/240/SSF/MIDPRICE/8291
Pair
QTUM_USDT
Interval
4h
Score
362253
Daily Profit
0.150998
Profit Factor
1.534221
Profitability
50.000000
Streak
70.423911
Best Strategy
Training Data Length
2501.330000
Evaluation Time
2025-09-30 13:10
Expiration Time
2025-12-14 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 287770.6694 377694.7665 -89924.0971 -85189.5109 7491.6241 -92681.135
Total P&L (%) 287.7707 377.6948 -89.9241 -85.1895 7.4916 -92.6811
Avg Daily Profit (%) 0.115 0.151 -0.036 -0.0763 0.0029 -0.1045
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205642 -91022 -167871 -146364 -86479 -107610
Profit Factor 1.2223 1.5342 0.8469 0.8587 1.0239 0.6792
Total Trades 173 86 87 173 86 87
Winning Trades 86 43 43 86 43 43
Losing Trades 87 43 44 87 43 44
Profitability (%) 49.711 50 49.4253 49.711 50 49.4253
Ratio Avg Win / Avg Loss 1.2366 1.5342 0.8666 0.8687 1.0239 0.695
Largest Winning Trade 123350 123350 37339 43322 43322 39479
Largest Losing Trade -60814 -50409 -60814 -46850 -39750 -46850
Avg Bars in Trades 84 112 57 84 112 57
Avg Bars in Winners 92 118 66 92 118 66
Avg Bars in Losers 77 105 48 77 105 48
Bars Traded 14686 9656 5031 14686 9656 5031
Profit Streak 0 70.4239 0 0 70.4239 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -39007 362253 -581323 -579984 -548770 -581323
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15008,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545840000000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759227025890,
    "expiration_time": 1765702656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 99,
            "offset": 25,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "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": [
        [
            287770.6693512824,
            377694.7664562183,
            -89924.0971049359,
            -85189.5108738474,
            7491.6241434197,
            -92681.135017267
        ],
        [
            287.770669,
            377.694766,
            -89.924097,
            -85.189511,
            7.491624,
            -92.681135
        ],
        [
            0.115047,
            0.150998,
            -0.035951,
            -0.076324,
            0.002888,
            -0.104478
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205642,
            -91022,
            -167871,
            -146364,
            -86479,
            -107610
        ],
        [
            1.222339,
            1.534221,
            0.846882,
            0.858671,
            1.023869,
            0.679199
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            87,
            43,
            44,
            87,
            43,
            44
        ],
        [
            49.710983,
            50,
            49.425287,
            49.710983,
            50,
            49.425287
        ],
        [
            1.236552,
            1.534221,
            0.866577,
            0.868655,
            1.023869,
            0.694995
        ],
        [
            123350,
            123350,
            37339,
            43322,
            43322,
            39479
        ],
        [
            -60814,
            -50409,
            -60814,
            -46850,
            -39750,
            -46850
        ],
        [
            84,
            112,
            57,
            84,
            112,
            57
        ],
        [
            92,
            118,
            66,
            92,
            118,
            66
        ],
        [
            77,
            105,
            48,
            77,
            105,
            48
        ],
        [
            14686,
            9656,
            5031,
            14686,
            9656,
            5031
        ],
        [
            0,
            70.423911,
            0,
            0,
            70.423911,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -39007,
            362253,
            -581323,
            -579984,
            -548770,
            -581323
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15008,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545840000000,
    "last_datapoint_time": 1759219200000,
    "evaluation_time": 1759227025890,
    "expiration_time": 1765702656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 99,
            "offset": 25,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 195,
            "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)