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Trade: QTUM/USDT/480/VWMA/BBM/8074

Strategy
QTUM/USDT/480/VWMA/BBM/8074
Pair
QTUM_USDT
Interval
8h
Score
460856
Daily Profit
0.155903
Profit Factor
2.435865
Profitability
52.272727
Streak
49.061470
Best Strategy
Training Data Length
2502.670000
Evaluation Time
2025-09-30 20:28
Expiration Time
2025-12-14 19:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 385271.6732 390174.5824 -4902.9092 3537.0894 53688.0744 -50150.985
Total P&L (%) 385.2717 390.1746 -4.9029 3.5371 53.6881 -50.151
Avg Daily Profit (%) 0.1539 0.1559 -0.002 0.0014 0.0172 -0.0278
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -128552 -55014 -109768 -819455 -322436 -569532
Profit Factor 1.5105 2.4359 0.9898 1.0018 1.0796 0.9613
Total Trades 87 44 43 87 44 43
Winning Trades 45 23 22 45 23 22
Losing Trades 42 21 21 42 21 21
Profitability (%) 51.7241 52.2727 51.1628 51.7241 52.2727 51.1628
Ratio Avg Win / Avg Loss 1.4098 2.2241 0.9449 0.935 0.9857 0.9176
Largest Winning Trade 107617 107617 59494 192586 105601 192586
Largest Losing Trade -64787 -37882 -64787 -262831 -170021 -262831
Avg Bars in Trades 84 43 126 84 43 126
Avg Bars in Winners 99 40 161 99 40 161
Avg Bars in Losers 67 46 89 67 46 89
Bars Traded 7342 1907 5435 7342 1907 5435
Profit Streak 14.7281 49.0615 0 14.7281 49.0615 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 347129 460856 -580576 -575907 -304709 -580576
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 2502.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546329600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759253311037,
    "expiration_time": 1765734912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 75,
            "offset": 0,
            "std": 1.66477
        }
    }
}
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": [
        [
            385271.6731734089,
            390174.5823608583,
            -4902.9091874494,
            3537.089390352,
            53688.0743691304,
            -50150.9849787784
        ],
        [
            385.271673,
            390.174582,
            -4.902909,
            3.537089,
            53.688074,
            -50.150985
        ],
        [
            0.153944,
            0.155903,
            -0.001959,
            0.001389,
            0.017173,
            -0.027813
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -128552,
            -55014,
            -109768,
            -819455,
            -322436,
            -569532
        ],
        [
            1.510492,
            2.435865,
            0.989848,
            1.001794,
            1.079604,
            0.961327
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            45,
            23,
            22,
            45,
            23,
            22
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            51.724138,
            52.272727,
            51.162791,
            51.724138,
            52.272727,
            51.162791
        ],
        [
            1.409793,
            2.224051,
            0.944855,
            0.935008,
            0.985725,
            0.91763
        ],
        [
            107617,
            107617,
            59494,
            192586,
            105601,
            192586
        ],
        [
            -64787,
            -37882,
            -64787,
            -262831,
            -170021,
            -262831
        ],
        [
            84,
            43,
            126,
            84,
            43,
            126
        ],
        [
            99,
            40,
            161,
            99,
            40,
            161
        ],
        [
            67,
            46,
            89,
            67,
            46,
            89
        ],
        [
            7342,
            1907,
            5435,
            7342,
            1907,
            5435
        ],
        [
            14.728137,
            49.06147,
            0,
            14.728137,
            49.06147,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347129,
            460856,
            -580576,
            -575907,
            -304709,
            -580576
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7508,
    "evaluation_days": 2502.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546329600000,
    "last_datapoint_time": 1759248000000,
    "evaluation_time": 1759253311037,
    "expiration_time": 1765734912000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 115,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 75,
            "offset": 0,
            "std": 1.66477
        }
    }
}

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)