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Trade: QTUM/USDT/120/WMA/DEMA/1102

Strategy
QTUM/USDT/120/WMA/DEMA/1102
Pair
QTUM_USDT
Interval
2h
Score
312719
Daily Profit
0.180957
Profit Factor
1.354361
Profitability
44.086022
Streak
34.165840
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 14:58
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 376842.6904 330816.834 46025.8564 279941.6296 404043.5476 -124101.9179
Total P&L (%) 376.8427 330.8168 46.0259 279.9416 404.0435 -124.1019
Avg Daily Profit (%) 0.181 0.1589 0.0221 0.0641 0.0777 0
Buy And Hold Return (%) 16.1787 16.1787 16.1787 16.1787 16.1787 16.1787
Max Trade Drawdown -143614 -121759 -102172 -771671 -570545 -374443
Profit Factor 1.3544 1.6119 1.088 1.0791 1.2218 0.9278
Total Trades 279 140 139 279 140 139
Winning Trades 123 61 62 123 61 62
Losing Trades 156 79 77 156 79 77
Profitability (%) 44.086 43.5714 44.6043 44.086 43.5714 44.6043
Ratio Avg Win / Avg Loss 1.7177 2.0876 1.3513 1.3686 1.5823 1.1522
Largest Winning Trade 77123 77123 46519 400486 400486 166570
Largest Losing Trade -30997 -28747 -30997 -175218 -175218 -154674
Avg Bars in Trades 88 86 90 88 86 90
Avg Bars in Winners 125 132 119 125 132 119
Avg Bars in Losers 58 51 66 58 51 66
Bars Traded 24659 12097 12562 24659 12097 12562
Profit Streak 34.1658 42.9158 0 34.1658 42.9158 0
Trades During Streak 1 2 0 1 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312719 310489 -292560 -241152 -90183 -581395

Evaluation Data

{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579118400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758887928577,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 55,
            "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": [
        [
            376842.6903826316,
            330816.8340217519,
            46025.8563608799,
            279941.6296268054,
            404043.5475748469,
            -124101.9179480412
        ],
        [
            376.84269,
            330.816834,
            46.025856,
            279.94163,
            404.043548,
            -124.101918
        ],
        [
            0.180957,
            0.158856,
            0.022101,
            0.064119,
            0.077701,
            0
        ],
        [
            16.178737,
            16.178737,
            16.178737,
            16.178737,
            16.178737,
            16.178737
        ],
        [
            -143614,
            -121759,
            -102172,
            -771671,
            -570545,
            -374443
        ],
        [
            1.354361,
            1.611909,
            1.088035,
            1.07908,
            1.221792,
            0.927774
        ],
        [
            279,
            140,
            139,
            279,
            140,
            139
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            156,
            79,
            77,
            156,
            79,
            77
        ],
        [
            44.086022,
            43.571429,
            44.604317,
            44.086022,
            43.571429,
            44.604317
        ],
        [
            1.717726,
            2.087554,
            1.351269,
            1.36859,
            1.582321,
            1.152236
        ],
        [
            77123,
            77123,
            46519,
            400486,
            400486,
            166570
        ],
        [
            -30997,
            -28747,
            -30997,
            -175218,
            -175218,
            -154674
        ],
        [
            88,
            86,
            90,
            88,
            86,
            90
        ],
        [
            125,
            132,
            119,
            125,
            132,
            119
        ],
        [
            58,
            51,
            66,
            58,
            51,
            66
        ],
        [
            24659,
            12097,
            12562,
            24659,
            12097,
            12562
        ],
        [
            34.16584,
            42.91584,
            0,
            34.16584,
            42.91584,
            0
        ],
        [
            1,
            2,
            0,
            1,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312719,
            310489,
            -292560,
            -241152,
            -90183,
            -581395
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579118400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758887928577,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 55,
            "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)