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Trade: QTUM/USDT/120/ALMA/WMA/2777

Strategy
QTUM/USDT/120/ALMA/WMA/2777
Pair
QTUM_USDT
Interval
2h
Score
311828
Daily Profit
0.205564
Profit Factor
1.484035
Profitability
41.450777
Streak
45.288670
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-07 15:55
Expiration Time
2025-12-21 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 428258.047 345659.0547 82598.9923 443855.802 713615.5089 -269759.7069
Total P&L (%) 428.258 345.6591 82.599 443.8558 713.6155 -269.7597
Avg Daily Profit (%) 0.2056 0.1659 0.0396 0.0813 0.1007 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145404 -82447 -96575 -2511839 -1949751 -2335743
Profit Factor 1.484 1.7415 1.1973 1.0302 1.0919 0.961
Total Trades 193 96 97 193 96 97
Winning Trades 80 36 44 80 36 44
Losing Trades 113 60 53 113 60 53
Profitability (%) 41.4508 37.5 45.3608 41.4508 37.5 45.3608
Ratio Avg Win / Avg Loss 2.0962 2.9025 1.4422 1.4552 1.8198 1.1576
Largest Winning Trade 88517 88517 35402 1033937 1033937 648010
Largest Losing Trade -36122 -31817 -36122 -749060 -597559 -749060
Avg Bars in Trades 127 126 128 127 126 128
Avg Bars in Winners 192 210 177 192 210 177
Avg Bars in Losers 81 75 88 81 75 88
Bars Traded 24620 12118 12501 24620 12118 12501
Profit Streak 45.2887 49.872 45.2887 45.2887 49.872 45.2887
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 311828 217315 -144955 -272989 -181084 -580654
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579773600000,
    "first_datapoint_time": 1581249600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759841741110,
    "expiration_time": 1766318400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 206,
            "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": [
        [
            428258.0470267843,
            345659.0546790684,
            82598.9923477152,
            443855.8020281328,
            713615.5089428202,
            -269759.7069146864
        ],
        [
            428.258047,
            345.659055,
            82.598992,
            443.855802,
            713.615509,
            -269.759707
        ],
        [
            0.205564,
            0.165917,
            0.039648,
            0.081322,
            0.100674,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145404,
            -82447,
            -96575,
            -2511839,
            -1949751,
            -2335743
        ],
        [
            1.484035,
            1.741483,
            1.197325,
            1.030219,
            1.091894,
            0.96103
        ],
        [
            193,
            96,
            97,
            193,
            96,
            97
        ],
        [
            80,
            36,
            44,
            80,
            36,
            44
        ],
        [
            113,
            60,
            53,
            113,
            60,
            53
        ],
        [
            41.450777,
            37.5,
            45.360825,
            41.450777,
            37.5,
            45.360825
        ],
        [
            2.0962,
            2.902472,
            1.442232,
            1.455185,
            1.819823,
            1.157604
        ],
        [
            88517,
            88517,
            35402,
            1033937,
            1033937,
            648010
        ],
        [
            -36122,
            -31817,
            -36122,
            -749060,
            -597559,
            -749060
        ],
        [
            127,
            126,
            128,
            127,
            126,
            128
        ],
        [
            192,
            210,
            177,
            192,
            210,
            177
        ],
        [
            81,
            75,
            88,
            81,
            75,
            88
        ],
        [
            24620,
            12118,
            12501,
            24620,
            12118,
            12501
        ],
        [
            45.28867,
            49.872003,
            45.28867,
            45.28867,
            49.872004,
            45.28867
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            311828,
            217315,
            -144955,
            -272989,
            -181084,
            -580654
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579773600000,
    "first_datapoint_time": 1581249600000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759841741110,
    "expiration_time": 1766318400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 152,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 206,
            "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)