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Trade: QTUM/USDT/120/VWMA/HMA/5667

Strategy
QTUM/USDT/120/VWMA/HMA/5667
Pair
QTUM_USDT
Interval
2h
Score
308175
Daily Profit
0.165341
Profit Factor
1.290406
Profitability
50.454545
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-09-29 07:22
Expiration Time
2025-12-13 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 344458.8842 365489.995 -21031.1108 -107608.3479 474806.6051 -582414.953
Total P&L (%) 344.4589 365.49 -21.0311 -107.6083 474.8066 -582.415
Avg Daily Profit (%) 0.1653 0.1754 -0.0101 0 0.084 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -138062 -84734 -157761 -562552 -125999 -694336
Profit Factor 1.2904 1.6431 0.966 0.9117 2.3576 0.3294
Total Trades 220 110 110 220 110 110
Winning Trades 111 50 61 112 64 48
Losing Trades 109 60 49 108 46 62
Profitability (%) 50.4545 45.4545 55.4545 50.9091 58.1818 43.6364
Ratio Avg Win / Avg Loss 1.2672 1.9717 0.7759 0.8791 1.6945 0.4255
Largest Winning Trade 133247 133247 46213 191516 191516 64772
Largest Losing Trade -102485 -35577 -102485 -550512 -87746 -550512
Avg Bars in Trades 110 93 127 110 93 127
Avg Bars in Winners 113 104 121 107 95 122
Avg Bars in Losers 106 84 133 113 90 130
Bars Traded 24253 10275 13978 24253 10275 13978
Profit Streak 0 0 0 39.182 39.182 47.432
Trades During Streak 0 0 0 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308175 305764 -580332 -578520 -74995 -582954
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579053600000,
    "first_datapoint_time": 1580774400000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759119724740,
    "expiration_time": 1765598400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 204,
            "offset": 23
        }
    }
}
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": [
        [
            344458.8842148331,
            365489.9949757691,
            -21031.1107609359,
            -107608.3478825502,
            474806.6051398254,
            -582414.9530223752
        ],
        [
            344.458884,
            365.489995,
            -21.031111,
            -107.608348,
            474.806605,
            -582.414953
        ],
        [
            0.165341,
            0.175435,
            -0.010095,
            0,
            0.083981,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -138062,
            -84734,
            -157761,
            -562552,
            -125999,
            -694336
        ],
        [
            1.290406,
            1.643111,
            0.965959,
            0.91167,
            2.357602,
            0.329415
        ],
        [
            220,
            110,
            110,
            220,
            110,
            110
        ],
        [
            111,
            50,
            61,
            112,
            64,
            48
        ],
        [
            109,
            60,
            49,
            108,
            46,
            62
        ],
        [
            50.454545,
            45.454545,
            55.454545,
            50.909091,
            58.181818,
            43.636364
        ],
        [
            1.267155,
            1.971734,
            0.775934,
            0.879111,
            1.694526,
            0.425494
        ],
        [
            133247,
            133247,
            46213,
            191516,
            191516,
            64772
        ],
        [
            -102485,
            -35577,
            -102485,
            -550512,
            -87746,
            -550512
        ],
        [
            110,
            93,
            127,
            110,
            93,
            127
        ],
        [
            113,
            104,
            121,
            107,
            95,
            122
        ],
        [
            106,
            84,
            133,
            113,
            90,
            130
        ],
        [
            24253,
            10275,
            13978,
            24253,
            10275,
            13978
        ],
        [
            0,
            0,
            0,
            39.181999,
            39.181999,
            47.431999
        ],
        [
            0,
            0,
            0,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308175,
            305764,
            -580332,
            -578520,
            -74995,
            -582954
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579053600000,
    "first_datapoint_time": 1580774400000,
    "last_datapoint_time": 1759118400000,
    "evaluation_time": 1759119724740,
    "expiration_time": 1765598400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 212,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 204,
            "offset": 23
        }
    }
}

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)