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Trade: QTUM/USDT/360/PWMA/WMA/8054

Strategy
QTUM/USDT/360/PWMA/WMA/8054
Pair
QTUM_USDT
Interval
6h
Score
325079
Daily Profit
0.279679
Profit Factor
1.690372
Profitability
37.974684
Streak
37.585979
Best Strategy
Training Data Length
2499.750000
Evaluation Time
2025-09-28 11:03
Expiration Time
2025-12-08 13:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 699127.3728 538655.632 160471.7408 4667671.2186 3255752.4159 1411918.8026
Total P&L (%) 699.1274 538.6556 160.4717 4667.6712 3255.7524 1411.9188
Avg Daily Profit (%) 0.2797 0.2155 0.0642 0.1547 0.1406 0.1087
Buy And Hold Return (%) 38.2641 38.2641 38.2641 38.2641 38.2641 38.2641
Max Trade Drawdown -101473 -58802 -82033 -5618055 -3020844 -3556168
Profit Factor 1.6904 2.0367 1.3254 1.1476 1.1987 1.0926
Total Trades 237 119 118 237 119 118
Winning Trades 90 39 51 90 39 51
Losing Trades 147 80 67 147 80 67
Profitability (%) 37.9747 32.7731 43.2203 37.9747 32.7731 43.2203
Ratio Avg Win / Avg Loss 2.7609 4.1778 1.7413 1.8744 2.4589 1.4354
Largest Winning Trade 110890 110890 42653 2849713 2849713 1575291
Largest Losing Trade -22540 -17886 -22540 -1177306 -832103 -1177306
Avg Bars in Trades 41 41 41 41 41 41
Avg Bars in Winners 71 79 64 71 79 64
Avg Bars in Losers 23 22 24 23 22 24
Bars Traded 9808 4908 4900 9808 4908 4900
Profit Streak 37.586 42.086 0 37.586 42.086 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 325079 203566 -110789 -52295 -12072 -168941
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1544378400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759046628636,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 14,
            "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": [
        [
            699127.3727657328,
            538655.6319787102,
            160471.7407870225,
            4667671.218555449,
            3255752.415943022,
            1411918.80261243
        ],
        [
            699.127373,
            538.655632,
            160.471741,
            4667.671219,
            3255.752416,
            1411.918803
        ],
        [
            0.279679,
            0.215484,
            0.064195,
            0.154713,
            0.140643,
            0.108708
        ],
        [
            38.264059,
            38.264059,
            38.264059,
            38.264059,
            38.264059,
            38.264059
        ],
        [
            -101473,
            -58802,
            -82033,
            -5618055,
            -3020844,
            -3556168
        ],
        [
            1.690372,
            2.036692,
            1.32544,
            1.147601,
            1.198723,
            1.092644
        ],
        [
            237,
            119,
            118,
            237,
            119,
            118
        ],
        [
            90,
            39,
            51,
            90,
            39,
            51
        ],
        [
            147,
            80,
            67,
            147,
            80,
            67
        ],
        [
            37.974684,
            32.773109,
            43.220339,
            37.974684,
            32.773109,
            43.220339
        ],
        [
            2.76094,
            4.177829,
            1.741264,
            1.874414,
            2.458919,
            1.435434
        ],
        [
            110890,
            110890,
            42653,
            2849713,
            2849713,
            1575291
        ],
        [
            -22540,
            -17886,
            -22540,
            -1177306,
            -832103,
            -1177306
        ],
        [
            41,
            41,
            41,
            41,
            41,
            41
        ],
        [
            71,
            79,
            64,
            71,
            79,
            64
        ],
        [
            23,
            22,
            24,
            23,
            22,
            24
        ],
        [
            9808,
            4908,
            4900,
            9808,
            4908,
            4900
        ],
        [
            37.585979,
            42.085979,
            0,
            37.58598,
            42.08598,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            325079,
            203566,
            -110789,
            -52295,
            -12072,
            -168941
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1544378400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759046628636,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 77,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 14,
            "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)