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Trade: QTUM/USDT/480/KCL/FWMA/4654

Strategy
QTUM/USDT/480/KCL/FWMA/4654
Pair
QTUM_USDT
Interval
8h
Score
514174
Daily Profit
0.280993
Profit Factor
2.080652
Profitability
69.014085
Streak
150.815307
Best Strategy
Training Data Length
2501.670000
Evaluation Time
2025-09-26 06:34
Expiration Time
2025-12-10 03:12

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 702952.4543 540507.2287 162445.2256 2910512.9706 959637.9007 1950875.0699
Total P&L (%) 702.9525 540.5072 162.4452 2910.513 959.6379 1950.8751
Avg Daily Profit (%) 0.281 0.2161 0.0649 0.1362 0.0944 0.1208
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -105405 -114565 -30165 -3300644 -3501613 -521420
Profit Factor 2.0807 2.1619 1.8767 1.2888 1.1168 2.0485
Total Trades 142 71 71 142 71 71
Winning Trades 98 51 47 98 51 47
Losing Trades 44 20 24 44 20 24
Profitability (%) 69.0141 71.831 66.1972 69.0141 71.831 66.1972
Ratio Avg Win / Avg Loss 0.9342 0.8478 0.9583 0.5786 0.4379 1.0461
Largest Winning Trade 109800 109800 25552 1614769 1614769 616232
Largest Losing Trade -64303 -64303 -27346 -2546123 -2546123 -511745
Avg Bars in Trades 51 87 16 51 87 16
Avg Bars in Winners 36 57 14 36 57 14
Avg Bars in Losers 85 163 19 85 163 19
Bars Traded 7321 6185 1136 7321 6185 1136
Profit Streak 150.8153 150.8153 289.482 150.8153 150.8153 289.482
Trades During Streak 9 4 7 9 4 7
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 514174 -72958 -188310 -8079 -242739 -111374

Evaluation Data

{
    "trading_pair": "QTUM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1546531200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758857642527,
    "expiration_time": 1765329120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 65,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 67,
            "offset": 66
        }
    }
}
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": [
        [
            702952.4542959048,
            540507.2287223426,
            162445.2255735622,
            2910512.970560501,
            959637.9006717354,
            1950875.0698887648
        ],
        [
            702.952454,
            540.507229,
            162.445226,
            2910.512971,
            959.637901,
            1950.87507
        ],
        [
            0.280993,
            0.216059,
            0.064935,
            0.13619,
            0.094402,
            0.120826
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -105405,
            -114565,
            -30165,
            -3300644,
            -3501613,
            -521420
        ],
        [
            2.080652,
            2.161906,
            1.876664,
            1.288768,
            1.116766,
            2.048525
        ],
        [
            142,
            71,
            71,
            142,
            71,
            71
        ],
        [
            98,
            51,
            47,
            98,
            51,
            47
        ],
        [
            44,
            20,
            24,
            44,
            20,
            24
        ],
        [
            69.014085,
            71.830986,
            66.197183,
            69.014085,
            71.830986,
            66.197183
        ],
        [
            0.93417,
            0.847806,
            0.958296,
            0.57863,
            0.437947,
            1.046056
        ],
        [
            109800,
            109800,
            25552,
            1614769,
            1614769,
            616232
        ],
        [
            -64303,
            -64303,
            -27346,
            -2546123,
            -2546123,
            -511745
        ],
        [
            51,
            87,
            16,
            51,
            87,
            16
        ],
        [
            36,
            57,
            14,
            36,
            57,
            14
        ],
        [
            85,
            163,
            19,
            85,
            163,
            19
        ],
        [
            7321,
            6185,
            1136,
            7321,
            6185,
            1136
        ],
        [
            150.815307,
            150.815307,
            289.481974,
            150.815307,
            150.815307,
            289.481974
        ],
        [
            9,
            4,
            7,
            9,
            4,
            7
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            514174,
            -72958,
            -188310,
            -8079,
            -242739,
            -111374
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7505,
    "evaluation_days": 2501.67,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1546531200000,
    "last_datapoint_time": 1758844800000,
    "evaluation_time": 1758857642527,
    "expiration_time": 1765329120000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 65,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 67,
            "offset": 66
        }
    }
}

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)