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Trade: QTUM/USDT/720/JMA/TEMA/8707

Strategy
QTUM/USDT/720/JMA/TEMA/8707
Pair
QTUM_USDT
Interval
12h
Score
404300
Daily Profit
0.156464
Profit Factor
2.405901
Profitability
47.058824
Streak
64.391022
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-27 12:23
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 338531.2664 391159.3904 -52628.124 -778003.955 381295.2875 -1159299.2425
Total P&L (%) 338.5313 391.1594 -52.6281 -778.004 381.2953 -1159.2992
Avg Daily Profit (%) 0.1354 0.1565 -0.0211 0 0.0629 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -256037 -102801 -234002 -7064705 -3144733 -4436336
Profit Factor 1.4514 2.4059 0.8884 0.9325 1.0751 0.8203
Total Trades 67 34 33 67 34 33
Winning Trades 33 16 17 36 22 14
Losing Trades 34 18 16 31 12 19
Profitability (%) 49.2537 47.0588 51.5152 53.7313 64.7059 42.4242
Ratio Avg Win / Avg Loss 1.4954 2.7066 0.8362 0.803 0.5864 1.1132
Largest Winning Trade 117545 117545 57594 1903753 854570 1903753
Largest Losing Trade -186965 -59912 -186965 -1812790 -1449074 -1812790
Avg Bars in Trades 71 48 94 71 48 94
Avg Bars in Winners 91 58 122 54 49 62
Avg Bars in Losers 51 39 65 90 46 118
Bars Traded 4761 1642 3119 4761 1642 3119
Profit Streak 34.891 64.391 0 0 0 72.891
Trades During Streak 1 1 0 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -131994 404300 -580606 -701294 -246621 -581524
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1550534400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758964984309,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 177,
            "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": [
        [
            338531.2664266112,
            391159.3904319709,
            -52628.1240053596,
            -778003.9550451639,
            381295.2874626311,
            -1159299.2425077944
        ],
        [
            338.531266,
            391.15939,
            -52.628124,
            -778.003955,
            381.295287,
            -1159.299243
        ],
        [
            0.135413,
            0.156464,
            -0.021051,
            0,
            0.062872,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -256037,
            -102801,
            -234002,
            -7064705,
            -3144733,
            -4436336
        ],
        [
            1.451432,
            2.405901,
            0.888424,
            0.932489,
            1.075146,
            0.820264
        ],
        [
            67,
            34,
            33,
            67,
            34,
            33
        ],
        [
            33,
            16,
            17,
            36,
            22,
            14
        ],
        [
            34,
            18,
            16,
            31,
            12,
            19
        ],
        [
            49.253731,
            47.058824,
            51.515152,
            53.731343,
            64.705882,
            42.424242
        ],
        [
            1.495415,
            2.706639,
            0.836164,
            0.802976,
            0.586443,
            1.113216
        ],
        [
            117545,
            117545,
            57594,
            1903753,
            854570,
            1903753
        ],
        [
            -186965,
            -59912,
            -186965,
            -1812790,
            -1449074,
            -1812790
        ],
        [
            71,
            48,
            94,
            71,
            48,
            94
        ],
        [
            91,
            58,
            122,
            54,
            49,
            62
        ],
        [
            51,
            39,
            65,
            90,
            46,
            118
        ],
        [
            4761,
            1642,
            3119,
            4761,
            1642,
            3119
        ],
        [
            34.891022,
            64.391022,
            0,
            0,
            0,
            72.891022
        ],
        [
            1,
            1,
            0,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -131994,
            404300,
            -580606,
            -701294,
            -246621,
            -581524
        ]
    ]
}
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": 1550534400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758964984309,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 181,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 177,
            "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)