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Trade: QTUM/USDT/360/ALMA/SWMA/2690

Strategy
QTUM/USDT/360/ALMA/SWMA/2690
Pair
QTUM_USDT
Interval
6h
Score
313198
Daily Profit
0.166400
Profit Factor
2.271807
Profitability
42.222222
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-29 15:17
Expiration Time
2025-12-13 08:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 317410.6427 416167.1292 -98756.4864 -86526.8512 229573.2454 -316100.0966
Total P&L (%) 317.4106 416.1671 -98.7565 -86.5269 229.5732 -316.1001
Avg Daily Profit (%) 0.1269 0.1664 -0.0395 -0.0801 0.0477 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -235144 -120615 -152061 -1058000 -564885 -788694
Profit Factor 1.3824 2.2718 0.8036 0.9611 1.2488 0.7573
Total Trades 90 45 45 90 45 45
Winning Trades 37 19 18 37 19 18
Losing Trades 53 26 27 53 26 27
Profitability (%) 41.1111 42.2222 40 41.1111 42.2222 40
Ratio Avg Win / Avg Loss 1.9802 3.1088 1.2054 1.3767 1.7089 1.1359
Largest Winning Trade 378577 378577 60640 643525 643525 295579
Largest Losing Trade -74766 -46719 -74766 -707342 -500585 -707342
Avg Bars in Trades 109 103 114 109 103 114
Avg Bars in Winners 153 143 164 153 143 164
Avg Bars in Losers 78 74 82 78 74 82
Bars Traded 9839 4667 5172 9839 4667 5172
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 -25106 313198 -582934 -582327 -131286 -582934
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10004,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1545847200000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759148262119,
    "expiration_time": 1765608192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 122,
            "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": [
        [
            317410.6427452692,
            416167.1291743657,
            -98756.4864290961,
            -86526.8512197437,
            229573.2453976988,
            -316100.0966174423
        ],
        [
            317.410643,
            416.167129,
            -98.756486,
            -86.526851,
            229.573245,
            -316.100097
        ],
        [
            0.126913,
            0.1664,
            -0.039487,
            -0.080115,
            0.047697,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -235144,
            -120615,
            -152061,
            -1058000,
            -564885,
            -788694
        ],
        [
            1.382421,
            2.271807,
            0.803579,
            0.961111,
            1.24882,
            0.757275
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            37,
            19,
            18,
            37,
            19,
            18
        ],
        [
            53,
            26,
            27,
            53,
            26,
            27
        ],
        [
            41.111111,
            42.222222,
            40,
            41.111111,
            42.222222,
            40
        ],
        [
            1.980224,
            3.108789,
            1.205368,
            1.376726,
            1.708912,
            1.135912
        ],
        [
            378577,
            378577,
            60640,
            643525,
            643525,
            295579
        ],
        [
            -74766,
            -46719,
            -74766,
            -707342,
            -500585,
            -707342
        ],
        [
            109,
            103,
            114,
            109,
            103,
            114
        ],
        [
            153,
            143,
            164,
            153,
            143,
            164
        ],
        [
            78,
            74,
            82,
            78,
            74,
            82
        ],
        [
            9839,
            4667,
            5172,
            9839,
            4667,
            5172
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -25106,
            313198,
            -582934,
            -582327,
            -131286,
            -582934
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10004,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1545847200000,
    "last_datapoint_time": 1759125600000,
    "evaluation_time": 1759148262119,
    "expiration_time": 1765608192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "alma",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 122,
            "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)