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Trade: QTUM/USDT/720/ALMA/HWMA/8349

Strategy
QTUM/USDT/720/ALMA/HWMA/8349
Pair
QTUM_USDT
Interval
12h
Score
325505
Daily Profit
0.149038
Profit Factor
1.518215
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-27 18:17
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 365359.2208 372594.9315 -7235.7107 -52553.1663 47931.7348 -100484.9011
Total P&L (%) 365.3592 372.5949 -7.2357 -52.5532 47.9317 -100.4849
Avg Daily Profit (%) 0.1461 0.149 -0.0029 -0.0298 0.0157 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -180484 -107119 -240389 -159468 -54414 -177482
Profit Factor 1.2158 1.5182 0.9926 0.944 1.1179 0.8112
Total Trades 336 168 168 336 168 168
Winning Trades 174 84 90 174 84 90
Losing Trades 162 84 78 162 84 78
Profitability (%) 51.7857 50 53.5714 51.7857 50 53.5714
Ratio Avg Win / Avg Loss 1.132 1.5182 0.8602 0.8789 1.1179 0.703
Largest Winning Trade 54651 54651 47551 49344 36791 49344
Largest Losing Trade -70948 -32406 -70948 -42005 -23832 -42005
Avg Bars in Trades 14 14 14 14 14 14
Avg Bars in Winners 14 14 14 14 14 14
Avg Bars in Losers 14 14 14 14 14 14
Bars Traded 4746 2372 2374 4746 2372 2374
Profit Streak 12.6373 0 34.1373 12.6373 0 34.1373
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 162058 325505 -578719 -577898 -263701 -578719
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1552910400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758986263018,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.71202
        }
    }
}
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": [
        [
            365359.220782641,
            372594.9315232457,
            -7235.710740605,
            -52553.1663130567,
            47931.7348132275,
            -100484.9011262843
        ],
        [
            365.359221,
            372.594932,
            -7.235711,
            -52.553166,
            47.931735,
            -100.484901
        ],
        [
            0.146144,
            0.149038,
            -0.002894,
            -0.029818,
            0.015664,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -180484,
            -107119,
            -240389,
            -159468,
            -54414,
            -177482
        ],
        [
            1.215807,
            1.518215,
            0.992571,
            0.94402,
            1.117874,
            0.811168
        ],
        [
            336,
            168,
            168,
            336,
            168,
            168
        ],
        [
            174,
            84,
            90,
            174,
            84,
            90
        ],
        [
            162,
            84,
            78,
            162,
            84,
            78
        ],
        [
            51.785714,
            50,
            53.571429,
            51.785714,
            50,
            53.571429
        ],
        [
            1.131959,
            1.518215,
            0.860228,
            0.878915,
            1.117874,
            0.703013
        ],
        [
            54651,
            54651,
            47551,
            49344,
            36791,
            49344
        ],
        [
            -70948,
            -32406,
            -70948,
            -42005,
            -23832,
            -42005
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            14,
            14,
            14,
            14,
            14,
            14
        ],
        [
            4746,
            2372,
            2374,
            4746,
            2372,
            2374
        ],
        [
            12.637303,
            0,
            34.137303,
            12.637303,
            0,
            34.137303
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            162058,
            325505,
            -578719,
            -577898,
            -263701,
            -578719
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1552910400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758986263018,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 236,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.1,
            "nc": 0.71202
        }
    }
}

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)