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Trade: QTUM/USDT/240/VWMA/ZLMA/2462

Strategy
QTUM/USDT/240/VWMA/ZLMA/2462
Pair
QTUM_USDT
Interval
4h
Score
350510
Daily Profit
0.206601
Profit Factor
1.707028
Profitability
45.132743
Streak
0.000000
Best Strategy
Training Data Length
2508.670000
Evaluation Time
2025-10-07 22:27
Expiration Time
2025-12-22 00:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 518292.9801 448256.1571 70036.823 365214.4771 747342.9479 -382128.4708
Total P&L (%) 518.293 448.2562 70.0368 365.2145 747.3429 -382.1285
Avg Daily Profit (%) 0.2066 0.1787 0.0279 0.0613 0.0852 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119315 -63745 -128631 -626331 -291983 -707004
Profit Factor 1.707 2.4407 1.166 1.1512 1.8595 0.7529
Total Trades 113 57 56 113 57 56
Winning Trades 51 26 25 51 26 25
Losing Trades 62 31 31 62 31 31
Profitability (%) 45.1327 45.614 44.6429 45.1327 45.614 44.6429
Ratio Avg Win / Avg Loss 2.0752 2.9101 1.4458 1.3995 2.2171 0.9336
Largest Winning Trade 149790 149790 53732 439130 439130 152905
Largest Losing Trade -72431 -46883 -72431 -530411 -94649 -530411
Avg Bars in Trades 130 104 156 130 104 156
Avg Bars in Winners 195 153 239 195 153 239
Avg Bars in Losers 76 64 88 76 64 88
Bars Traded 14708 5967 8741 14708 5967 8741
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 350510 -169671 -375655 -166908 -256997 -762916
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15052,
    "evaluation_days": 2508.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545249600000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759865223907,
    "expiration_time": 1766355264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 128,
            "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": [
        [
            518292.980091894,
            448256.1570616938,
            70036.8230302004,
            365214.4770848686,
            747342.9478530358,
            -382128.4707681673
        ],
        [
            518.29298,
            448.256157,
            70.036823,
            365.214477,
            747.342948,
            -382.128471
        ],
        [
            0.206601,
            0.178683,
            0.027918,
            0.061299,
            0.085218,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119315,
            -63745,
            -128631,
            -626331,
            -291983,
            -707004
        ],
        [
            1.707028,
            2.440728,
            1.165993,
            1.151169,
            1.85947,
            0.75289
        ],
        [
            113,
            57,
            56,
            113,
            57,
            56
        ],
        [
            51,
            26,
            25,
            51,
            26,
            25
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            45.132743,
            45.614035,
            44.642857,
            45.132743,
            45.614035,
            44.642857
        ],
        [
            2.075211,
            2.910098,
            1.445831,
            1.399461,
            2.217061,
            0.933584
        ],
        [
            149790,
            149790,
            53732,
            439130,
            439130,
            152905
        ],
        [
            -72431,
            -46883,
            -72431,
            -530411,
            -94649,
            -530411
        ],
        [
            130,
            104,
            156,
            130,
            104,
            156
        ],
        [
            195,
            153,
            239,
            195,
            153,
            239
        ],
        [
            76,
            64,
            88,
            76,
            64,
            88
        ],
        [
            14708,
            5967,
            8741,
            14708,
            5967,
            8741
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            350510,
            -169671,
            -375655,
            -166908,
            -256997,
            -762916
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15052,
    "evaluation_days": 2508.67,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1545249600000,
    "last_datapoint_time": 1759852800000,
    "evaluation_time": 1759865223907,
    "expiration_time": 1766355264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "zlma",
        "factors": {
            "length": 128,
            "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)