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Trade: QTUM/USDT/480/SSF/HWMA/999

Strategy
QTUM/USDT/480/SSF/HWMA/999
Pair
QTUM_USDT
Interval
8h
Score
302590
Daily Profit
0.255069
Profit Factor
1.554322
Profitability
37.022901
Streak
23.363619
Best Strategy
Training Data Length
2500.670000
Evaluation Time
2025-10-04 03:43
Expiration Time
2025-12-17 18:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 637843.9345 512973.8957 124870.0388 1906611.066 2139878.2333 -233267.1673
Total P&L (%) 637.8439 512.9739 124.87 1906.6111 2139.8782 -233.2672
Avg Daily Profit (%) 0.2551 0.2051 0.0499 0.12 0.1244 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -107462 -91722 -83771 -6013908 -4440044 -4179439
Profit Factor 1.5543 1.8406 1.2311 1.0564 1.1194 0.9853
Total Trades 262 131 131 262 131 131
Winning Trades 97 45 52 97 45 52
Losing Trades 165 86 79 165 86 79
Profitability (%) 37.0229 34.3511 39.6947 37.0229 34.3511 39.6947
Ratio Avg Win / Avg Loss 2.6439 3.5175 1.8703 1.7969 2.1394 1.4969
Largest Winning Trade 106862 106862 42116 3265686 3265686 1518090
Largest Losing Trade -26225 -26225 -20848 -1291019 -1291019 -1259043
Avg Bars in Trades 28 28 28 28 28 28
Avg Bars in Winners 49 52 47 49 52 47
Avg Bars in Losers 15 15 16 15 15 16
Bars Traded 7452 3678 3774 7452 3678 3774
Profit Streak 23.3636 0 26.3636 23.3636 0 26.3636
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302590 200145 -128847 -192631 -120573 -582506
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1543478400000,
    "first_datapoint_time": 1543478400000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759538616730,
    "expiration_time": 1765988928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.14415,
            "nc": 0.1
        }
    }
}
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": [
        [
            637843.9344913588,
            512973.8956655865,
            124870.0388257726,
            1906611.0659970604,
            2139878.233271679,
            -233267.1672746159
        ],
        [
            637.843934,
            512.973896,
            124.870039,
            1906.611066,
            2139.878233,
            -233.267167
        ],
        [
            0.255069,
            0.205135,
            0.049935,
            0.120001,
            0.124404,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -107462,
            -91722,
            -83771,
            -6013908,
            -4440044,
            -4179439
        ],
        [
            1.554322,
            1.840553,
            1.231073,
            1.056387,
            1.119432,
            0.985325
        ],
        [
            262,
            131,
            131,
            262,
            131,
            131
        ],
        [
            97,
            45,
            52,
            97,
            45,
            52
        ],
        [
            165,
            86,
            79,
            165,
            86,
            79
        ],
        [
            37.022901,
            34.351145,
            39.694656,
            37.022901,
            34.351145,
            39.694656
        ],
        [
            2.643949,
            3.517501,
            1.870283,
            1.796947,
            2.139358,
            1.496936
        ],
        [
            106862,
            106862,
            42116,
            3265686,
            3265686,
            1518090
        ],
        [
            -26225,
            -26225,
            -20848,
            -1291019,
            -1291019,
            -1259043
        ],
        [
            28,
            28,
            28,
            28,
            28,
            28
        ],
        [
            49,
            52,
            47,
            49,
            52,
            47
        ],
        [
            15,
            15,
            16,
            15,
            15,
            16
        ],
        [
            7452,
            3678,
            3774,
            7452,
            3678,
            3774
        ],
        [
            23.363619,
            0,
            26.363619,
            23.36362,
            0,
            26.36362
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302590,
            200145,
            -128847,
            -192631,
            -120573,
            -582506
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7502,
    "evaluation_days": 2500.67,
    "actual_first_datapoint_time": 1543478400000,
    "first_datapoint_time": 1543478400000,
    "last_datapoint_time": 1759507200000,
    "evaluation_time": 1759538616730,
    "expiration_time": 1765988928000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.14415,
            "nc": 0.1
        }
    }
}

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)