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Trade: QTUM/USDT/120/WMA/JMA/8069

Strategy
QTUM/USDT/120/WMA/JMA/8069
Pair
QTUM_USDT
Interval
2h
Score
308159
Daily Profit
0.154029
Profit Factor
1.390758
Profitability
45.454545
Streak
35.649523
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 18:35
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 320764.6434 312903.7504 7860.893 45658.1779 532074.1896 -486416.0117
Total P&L (%) 320.7646 312.9038 7.8609 45.6582 532.0742 -486.416
Avg Daily Profit (%) 0.154 0.1503 0.0038 0.0181 0.0886 0
Buy And Hold Return (%) 15.1145 15.1145 15.1145 15.1145 15.1145 15.1145
Max Trade Drawdown -85816 -105382 -138366 -380299 -191817 -571691
Profit Factor 1.3908 1.8033 1.0182 1.0246 1.7285 0.5693
Total Trades 154 77 77 154 77 77
Winning Trades 70 29 41 70 29 41
Losing Trades 84 48 36 84 48 36
Profitability (%) 45.4545 37.6623 53.2468 45.4545 37.6623 53.2468
Ratio Avg Win / Avg Loss 1.6689 2.9848 0.8941 1.2295 2.861 0.4999
Largest Winning Trade 79155 79155 60178 209423 209423 74093
Largest Losing Trade -68635 -23278 -68635 -325328 -65549 -325328
Avg Bars in Trades 160 154 165 160 154 165
Avg Bars in Winners 231 253 216 231 253 216
Avg Bars in Losers 100 94 107 100 94 107
Bars Traded 24641 11888 12753 24641 11888 12753
Profit Streak 35.6495 39.7329 0 35.6495 39.7329 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308159 -35592 -597235 -365755 -117216 -622315

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": 1580119200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758900918839,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 193,
            "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": [
        [
            320764.6434000971,
            312903.7504292259,
            7860.892970871,
            45658.1779310945,
            532074.1896312855,
            -486416.0117001912
        ],
        [
            320.764643,
            312.90375,
            7.860893,
            45.658178,
            532.07419,
            -486.416012
        ],
        [
            0.154029,
            0.150254,
            0.003775,
            0.018061,
            0.088579,
            0
        ],
        [
            15.114504,
            15.114504,
            15.114504,
            15.114504,
            15.114504,
            15.114504
        ],
        [
            -85816,
            -105382,
            -138366,
            -380299,
            -191817,
            -571691
        ],
        [
            1.390758,
            1.803298,
            1.018224,
            1.024552,
            1.728512,
            0.569276
        ],
        [
            154,
            77,
            77,
            154,
            77,
            77
        ],
        [
            70,
            29,
            41,
            70,
            29,
            41
        ],
        [
            84,
            48,
            36,
            84,
            48,
            36
        ],
        [
            45.454545,
            37.662338,
            53.246753,
            45.454545,
            37.662338,
            53.246753
        ],
        [
            1.66891,
            2.98477,
            0.89405,
            1.229462,
            2.860986,
            0.499852
        ],
        [
            79155,
            79155,
            60178,
            209423,
            209423,
            74093
        ],
        [
            -68635,
            -23278,
            -68635,
            -325328,
            -65549,
            -325328
        ],
        [
            160,
            154,
            165,
            160,
            154,
            165
        ],
        [
            231,
            253,
            216,
            231,
            253,
            216
        ],
        [
            100,
            94,
            107,
            100,
            94,
            107
        ],
        [
            24641,
            11888,
            12753,
            24641,
            11888,
            12753
        ],
        [
            35.649523,
            39.732857,
            0,
            35.649524,
            39.732857,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308159,
            -35592,
            -597235,
            -365755,
            -117216,
            -622315
        ]
    ]
}
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": 1580119200000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758900918839,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "wma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 193,
            "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)