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Trade: QTUM/USDT/120/VWMA/BBM/1908

Strategy
QTUM/USDT/120/VWMA/BBM/1908
Pair
QTUM_USDT
Interval
2h
Score
480473
Daily Profit
0.411430
Profit Factor
1.913914
Profitability
46.443515
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 05:37
Expiration Time
2025-12-13 04:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 857144.6842 646259.207 210885.4772 12071576.144 10618799.372 1452776.772
Total P&L (%) 857.1447 646.2592 210.8855 12071.5761 10618.7994 1452.7768
Avg Daily Profit (%) 0.4114 0.3102 0.1012 0.2307 0.2246 0.1317
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -85056 -54618 -86412 -21723182 -11422993 -13711671
Profit Factor 1.9139 2.3601 1.4557 1.1056 1.1875 1.0252
Total Trades 239 120 119 239 120 119
Winning Trades 111 54 57 111 54 57
Losing Trades 128 66 62 128 66 62
Profitability (%) 46.4435 45 47.8992 46.4435 45 47.8992
Ratio Avg Win / Avg Loss 2.207 2.8846 1.5834 1.2749 1.4514 1.1151
Largest Winning Trade 148325 148325 57294 9662470 9662470 5282309
Largest Losing Trade -40404 -31105 -40404 -9061149 -6029990 -9061149
Avg Bars in Trades 102 87 117 102 87 117
Avg Bars in Winners 134 116 151 134 116 151
Avg Bars in Losers 74 64 85 74 64 85
Bars Traded 24490 10515 13975 24490 10515 13975
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 480473 406620 -56747 -96211 -8175 -210633
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580227200000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759113426747,
    "expiration_time": 1765591200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 181,
            "offset": 0,
            "std": 4.21519
        }
    }
}
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": [
        [
            857144.6841878562,
            646259.2070116665,
            210885.4771761895,
            12071576.143956963,
            10618799.371999115,
            1452776.7719578538
        ],
        [
            857.144684,
            646.259207,
            210.885477,
            12071.576144,
            10618.799372,
            1452.776772
        ],
        [
            0.41143,
            0.310205,
            0.101225,
            0.230747,
            0.224632,
            0.131733
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -85056,
            -54618,
            -86412,
            -21723182,
            -11422993,
            -13711671
        ],
        [
            1.913914,
            2.360116,
            1.455739,
            1.105589,
            1.18753,
            1.025177
        ],
        [
            239,
            120,
            119,
            239,
            120,
            119
        ],
        [
            111,
            54,
            57,
            111,
            54,
            57
        ],
        [
            128,
            66,
            62,
            128,
            66,
            62
        ],
        [
            46.443515,
            45,
            47.89916,
            46.443515,
            45,
            47.89916
        ],
        [
            2.207036,
            2.884586,
            1.583435,
            1.274913,
            1.451426,
            1.115105
        ],
        [
            148325,
            148325,
            57294,
            9662470,
            9662470,
            5282309
        ],
        [
            -40404,
            -31105,
            -40404,
            -9061149,
            -6029990,
            -9061149
        ],
        [
            102,
            87,
            117,
            102,
            87,
            117
        ],
        [
            134,
            116,
            151,
            134,
            116,
            151
        ],
        [
            74,
            64,
            85,
            74,
            64,
            85
        ],
        [
            24490,
            10515,
            13975,
            24490,
            10515,
            13975
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            480473,
            406620,
            -56747,
            -96211,
            -8175,
            -210633
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579046400000,
    "first_datapoint_time": 1580227200000,
    "last_datapoint_time": 1759111200000,
    "evaluation_time": 1759113426747,
    "expiration_time": 1765591200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 165,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 181,
            "offset": 0,
            "std": 4.21519
        }
    }
}

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)