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Trade: QTUM/USDT/720/DCM/HMA/2180

Strategy
QTUM/USDT/720/DCM/HMA/2180
Pair
QTUM_USDT
Interval
12h
Score
366541
Daily Profit
0.234150
Profit Factor
2.692235
Profitability
41.463415
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-27 07:34
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 636810.8651 585373.9854 51436.8797 322482.353 409232.3958 -86750.0428
Total P&L (%) 636.8109 585.374 51.4369 322.4824 409.2324 -86.75
Avg Daily Profit (%) 0.2547 0.2342 0.0206 0.0577 0.0651 -0.0808
Buy And Hold Return (%) 11.1548 11.1548 11.1548 11.1548 11.1548 11.1548
Max Trade Drawdown -126634 -116470 -74300 -2034568 -1153173 -881395
Profit Factor 1.9653 2.6922 1.1639 1.0621 1.1402 0.9619
Total Trades 81 41 40 81 41 40
Winning Trades 35 17 18 35 17 18
Losing Trades 46 24 22 46 24 22
Profitability (%) 43.2099 41.4634 45 43.2099 41.4634 45
Ratio Avg Win / Avg Loss 2.5829 3.8008 1.4226 1.3958 1.6097 1.1757
Largest Winning Trade 393433 393433 46809 933850 933850 385753
Largest Losing Trade -46407 -46407 -41620 -567769 -567769 -461283
Avg Bars in Trades 58 44 73 58 44 73
Avg Bars in Winners 89 54 122 89 54 122
Avg Bars in Losers 35 37 34 35 37 34
Bars Traded 4770 1817 2953 4770 1817 2953
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -6679 366541 -209196 -287114 -174416 -581027
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1548244800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758947642065,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 41,
            "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": [
        [
            636810.865105612,
            585373.9853638697,
            51436.879741742,
            322482.353003232,
            409232.3958412582,
            -86750.0428380268
        ],
        [
            636.810865,
            585.373985,
            51.43688,
            322.482353,
            409.232396,
            -86.750043
        ],
        [
            0.254724,
            0.23415,
            0.020575,
            0.057656,
            0.065131,
            -0.080814
        ],
        [
            11.154791,
            11.154791,
            11.154791,
            11.154791,
            11.154791,
            11.154791
        ],
        [
            -126634,
            -116470,
            -74300,
            -2034568,
            -1153173,
            -881395
        ],
        [
            1.965254,
            2.692235,
            1.163908,
            1.062057,
            1.140226,
            0.961922
        ],
        [
            81,
            41,
            40,
            81,
            41,
            40
        ],
        [
            35,
            17,
            18,
            35,
            17,
            18
        ],
        [
            46,
            24,
            22,
            46,
            24,
            22
        ],
        [
            43.209877,
            41.463415,
            45,
            43.209877,
            41.463415,
            45
        ],
        [
            2.582906,
            3.800802,
            1.422554,
            1.395846,
            1.609731,
            1.175682
        ],
        [
            393433,
            393433,
            46809,
            933850,
            933850,
            385753
        ],
        [
            -46407,
            -46407,
            -41620,
            -567769,
            -567769,
            -461283
        ],
        [
            58,
            44,
            73,
            58,
            44,
            73
        ],
        [
            89,
            54,
            122,
            89,
            54,
            122
        ],
        [
            35,
            37,
            34,
            35,
            37,
            34
        ],
        [
            4770,
            1817,
            2953,
            4770,
            1817,
            2953
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -6679,
            366541,
            -209196,
            -287114,
            -174416,
            -581027
        ]
    ]
}
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": 1548244800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758947642065,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 41,
            "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)