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Trade: QTUM/USDT/240/MIDPRICE/SSF/5920

Strategy
QTUM/USDT/240/MIDPRICE/SSF/5920
Pair
QTUM_USDT
Interval
4h
Score
384287
Daily Profit
0.151414
Profit Factor
1.839012
Profitability
52.380952
Streak
0.000000
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-25 17:09
Expiration Time
2025-12-08 13:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 341477.2349 378410.3028 -36933.0679 -46698.1185 323310.279 -370008.3976
Total P&L (%) 341.4772 378.4103 -36.9331 -46.6981 323.3103 -370.0084
Avg Daily Profit (%) 0.1366 0.1514 -0.0148 -0.0252 0.0578 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -131280 -78752 -156377 -337044 -190421 -448496
Profit Factor 1.3128 1.839 0.9424 0.9746 1.4653 0.6756
Total Trades 167 84 83 167 84 83
Winning Trades 87 44 43 87 44 43
Losing Trades 80 40 40 80 40 40
Profitability (%) 52.0958 52.381 51.8072 52.0958 52.381 51.8072
Ratio Avg Win / Avg Loss 1.2072 1.6718 0.8766 0.8961 1.3321 0.6285
Largest Winning Trade 91706 91706 57386 133023 133023 90906
Largest Losing Trade -63058 -33522 -63058 -159299 -76408 -159299
Avg Bars in Trades 87 61 114 87 61 114
Avg Bars in Winners 93 61 125 93 61 125
Avg Bars in Losers 82 62 102 82 62 102
Bars Traded 14695 5195 9500 14695 5195 9500
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 -9316 384287 -580875 -579631 -114729 -580875

Evaluation Data

{
    "trading_pair": "QTUM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545624000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758809384542,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 126,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            341477.2349397288,
            378410.3028231887,
            -36933.0678834598,
            -46698.1185405679,
            323310.2790223553,
            -370008.3975629229
        ],
        [
            341.477235,
            378.410303,
            -36.933068,
            -46.698119,
            323.310279,
            -370.008398
        ],
        [
            0.136636,
            0.151414,
            -0.014778,
            -0.025173,
            0.057753,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -131280,
            -78752,
            -156377,
            -337044,
            -190421,
            -448496
        ],
        [
            1.312784,
            1.839012,
            0.942357,
            0.974559,
            1.465263,
            0.67561
        ],
        [
            167,
            84,
            83,
            167,
            84,
            83
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            80,
            40,
            40,
            80,
            40,
            40
        ],
        [
            52.095808,
            52.380952,
            51.807229,
            52.095808,
            52.380952,
            51.807229
        ],
        [
            1.207158,
            1.671829,
            0.876611,
            0.896146,
            1.332057,
            0.628474
        ],
        [
            91706,
            91706,
            57386,
            133023,
            133023,
            90906
        ],
        [
            -63058,
            -33522,
            -63058,
            -159299,
            -76408,
            -159299
        ],
        [
            87,
            61,
            114,
            87,
            61,
            114
        ],
        [
            93,
            61,
            125,
            93,
            61,
            125
        ],
        [
            82,
            62,
            102,
            82,
            62,
            102
        ],
        [
            14695,
            5195,
            9500,
            14695,
            5195,
            9500
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -9316,
            384287,
            -580875,
            -579631,
            -114729,
            -580875
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1542729600000,
    "first_datapoint_time": 1545624000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758809384542,
    "expiration_time": 1765193040000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 202,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 126,
            "offset": 0,
            "poles": 2
        }
    }
}

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)