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Trade: QTUM/USDT/240/ZLMA/SINWMA/4229

Strategy
QTUM/USDT/240/ZLMA/SINWMA/4229
Pair
QTUM_USDT
Interval
4h
Score
306912
Daily Profit
0.151395
Profit Factor
1.593575
Profitability
43.010753
Streak
106.041717
Best Strategy
Training Data Length
2506.500000
Evaluation Time
2025-10-05 16:00
Expiration Time
2025-12-19 18:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 345364.8951 379471.7786 -34106.8835 -40858.9823 130826.5788 -171685.5611
Total P&L (%) 345.3649 379.4718 -34.1069 -40.859 130.8266 -171.6856
Avg Daily Profit (%) 0.1378 0.1514 -0.0136 -0.021 0.0334 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -145964 -102521 -152343 -146787 -108649 -196449
Profit Factor 1.2832 1.5936 0.9412 0.9594 1.269 0.6695
Total Trades 186 93 93 186 93 93
Winning Trades 88 40 48 88 40 48
Losing Trades 98 53 45 98 53 45
Profitability (%) 47.3118 43.0108 51.6129 47.3118 43.0108 51.6129
Ratio Avg Win / Avg Loss 1.429 2.1115 0.8824 1.0684 1.6814 0.6277
Largest Winning Trade 135924 135924 41842 90063 90063 33042
Largest Losing Trade -46712 -36202 -46712 -69784 -33945 -69784
Avg Bars in Trades 78 88 67 78 88 67
Avg Bars in Winners 91 103 80 91 103 80
Avg Bars in Losers 66 77 53 66 77 53
Bars Traded 14552 8270 6283 14552 8270 6283
Profit Streak 42.7084 106.0417 42.7084 42.7084 106.0417 42.7084
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -8192 306912 -580322 -578195 -148964 -580322
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15039,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546372800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759669204331,
    "expiration_time": 1766162448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 37,
            "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": [
        [
            345364.895114205,
            379471.7786068732,
            -34106.8834926685,
            -40858.9823446765,
            130826.5787922054,
            -171685.561136882
        ],
        [
            345.364895,
            379.471779,
            -34.106883,
            -40.858982,
            130.826579,
            -171.685561
        ],
        [
            0.137788,
            0.151395,
            -0.013607,
            -0.020953,
            0.033379,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -145964,
            -102521,
            -152343,
            -146787,
            -108649,
            -196449
        ],
        [
            1.283177,
            1.593575,
            0.941226,
            0.959378,
            1.269015,
            0.669524
        ],
        [
            186,
            93,
            93,
            186,
            93,
            93
        ],
        [
            88,
            40,
            48,
            88,
            40,
            48
        ],
        [
            98,
            53,
            45,
            98,
            53,
            45
        ],
        [
            47.311828,
            43.010753,
            51.612903,
            47.311828,
            43.010753,
            51.612903
        ],
        [
            1.428992,
            2.111486,
            0.8824,
            1.068398,
            1.681445,
            0.627678
        ],
        [
            135924,
            135924,
            41842,
            90063,
            90063,
            33042
        ],
        [
            -46712,
            -36202,
            -46712,
            -69784,
            -33945,
            -69784
        ],
        [
            78,
            88,
            67,
            78,
            88,
            67
        ],
        [
            91,
            103,
            80,
            91,
            103,
            80
        ],
        [
            66,
            77,
            53,
            66,
            77,
            53
        ],
        [
            14552,
            8270,
            6283,
            14552,
            8270,
            6283
        ],
        [
            42.708383,
            106.041717,
            42.708383,
            42.708383,
            106.041717,
            42.708383
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -8192,
            306912,
            -580322,
            -578195,
            -148964,
            -580322
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15039,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546372800000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759669204331,
    "expiration_time": 1766162448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 232,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 37,
            "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)