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Trade: QTUM/USDT/120/DCM/SSF/7014

Strategy
QTUM/USDT/120/DCM/SSF/7014
Pair
QTUM_USDT
Interval
2h
Score
301176
Daily Profit
0.192402
Profit Factor
1.210519
Profitability
43.012704
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-01 15:50
Expiration Time
2025-12-15 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 400836.0116 421975.4418 -21139.4302 -136172.3136 104860.4882 -241032.8018
Total P&L (%) 400.836 421.9754 -21.1394 -136.1723 104.8605 -241.0328
Avg Daily Profit (%) 0.1924 0.2025 -0.0101 0 0.0344 0
Buy And Hold Return (%) 17.8266 17.8266 17.8266 17.8266 17.8266 17.8266
Max Trade Drawdown -147705 -86753 -268419 -306303 -69383 -354013
Profit Factor 1.2105 1.4561 0.9784 0.8957 1.1834 0.6713
Total Trades 551 276 275 551 276 275
Winning Trades 237 112 125 300 167 133
Losing Trades 314 164 150 251 109 142
Profitability (%) 43.0127 40.5797 45.4545 54.4465 60.5072 48.3636
Ratio Avg Win / Avg Loss 1.6038 2.1321 1.1741 0.7494 0.7724 0.7167
Largest Winning Trade 108053 108053 45263 56586 45409 56586
Largest Losing Trade -110109 -36098 -110109 -120145 -34998 -120145
Avg Bars in Trades 45 40 49 45 40 49
Avg Bars in Winners 57 54 60 39 37 41
Avg Bars in Losers 35 31 40 52 45 57
Bars Traded 24865 11282 13583 24865 11282 13583
Profit Streak 0 0 31.7018 1.1185 37.8685 0
Trades During Streak 0 0 3 1 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301176 252589 -578539 -580170 -164294 -580531
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579255200000,
    "first_datapoint_time": 1579968000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759323034433,
    "expiration_time": 1765800000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 31,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            400836.0116223763,
            421975.4417854265,
            -21139.4301630502,
            -136172.3135681654,
            104860.4882036197,
            -241032.8017717852
        ],
        [
            400.836012,
            421.975442,
            -21.13943,
            -136.172314,
            104.860488,
            -241.032802
        ],
        [
            0.192402,
            0.202549,
            -0.010147,
            0,
            0.03443,
            0
        ],
        [
            17.826552,
            17.826552,
            17.826552,
            17.826552,
            17.826552,
            17.826552
        ],
        [
            -147705,
            -86753,
            -268419,
            -306303,
            -69383,
            -354013
        ],
        [
            1.210519,
            1.456078,
            0.978403,
            0.895657,
            1.183416,
            0.671321
        ],
        [
            551,
            276,
            275,
            551,
            276,
            275
        ],
        [
            237,
            112,
            125,
            300,
            167,
            133
        ],
        [
            314,
            164,
            150,
            251,
            109,
            142
        ],
        [
            43.012704,
            40.57971,
            45.454545,
            54.446461,
            60.507246,
            48.363636
        ],
        [
            1.60381,
            2.132114,
            1.174084,
            0.749366,
            0.772409,
            0.716749
        ],
        [
            108053,
            108053,
            45263,
            56586,
            45409,
            56586
        ],
        [
            -110109,
            -36098,
            -110109,
            -120145,
            -34998,
            -120145
        ],
        [
            45,
            40,
            49,
            45,
            40,
            49
        ],
        [
            57,
            54,
            60,
            39,
            37,
            41
        ],
        [
            35,
            31,
            40,
            52,
            45,
            57
        ],
        [
            24865,
            11282,
            13583,
            24865,
            11282,
            13583
        ],
        [
            0,
            0,
            31.701787,
            1.118454,
            37.868454,
            0
        ],
        [
            0,
            0,
            3,
            1,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301176,
            252589,
            -578539,
            -580170,
            -164294,
            -580531
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579255200000,
    "first_datapoint_time": 1579968000000,
    "last_datapoint_time": 1759320000000,
    "evaluation_time": 1759323034433,
    "expiration_time": 1765800000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 100,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 31,
            "offset": 0,
            "poles": 3
        }
    }
}

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)