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Trade: QTUM/USDT/360/SSF/SWMA/2558

Strategy
QTUM/USDT/360/SSF/SWMA/2558
Pair
QTUM_USDT
Interval
6h
Score
346915
Daily Profit
0.219637
Profit Factor
1.409685
Profitability
43.269231
Streak
21.130870
Best Strategy
Training Data Length
2505.250000
Evaluation Time
2025-10-03 18:08
Expiration Time
2025-12-17 17:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 550246.3644 471706.3664 78539.9979 587081.8118 472288.272 114793.5398
Total P&L (%) 550.2464 471.7064 78.54 587.0818 472.2883 114.7935
Avg Daily Profit (%) 0.2196 0.1883 0.0314 0.077 0.0697 0.0305
Buy And Hold Return (%) 11.0617 11.0617 11.0617 11.0617 11.0617 11.0617
Max Trade Drawdown -117117 -114144 -72928 -1837847 -1535984 -812595
Profit Factor 1.4097 1.6883 1.1194 1.0597 1.0918 1.0245
Total Trades 312 156 156 312 156 156
Winning Trades 135 66 69 135 66 69
Losing Trades 177 90 87 177 90 87
Profitability (%) 43.2692 42.3077 44.2308 43.2692 42.3077 44.2308
Ratio Avg Win / Avg Loss 1.8483 2.3022 1.4114 1.3894 1.4889 1.2917
Largest Winning Trade 132318 132318 39200 1150738 1150738 267253
Largest Losing Trade -36122 -31287 -36122 -757664 -319725 -757664
Avg Bars in Trades 31 32 31 31 32 31
Avg Bars in Winners 43 45 41 43 45 41
Avg Bars in Losers 23 22 23 23 22 23
Bars Traded 9962 5029 4933 9962 5029 4933
Profit Streak 21.1309 0 41.3809 21.1309 0 41.3809
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 346915 287642 -241181 -245078 -222171 -346721
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10021,
    "evaluation_days": 2505.25,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1543600800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759504107175,
    "expiration_time": 1765986408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 63,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 27,
            "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": [
        [
            550246.3643669853,
            471706.3664247452,
            78539.9979422402,
            587081.8118393819,
            472288.272006831,
            114793.53983255
        ],
        [
            550.246364,
            471.706366,
            78.539998,
            587.081812,
            472.288272,
            114.79354
        ],
        [
            0.219637,
            0.188287,
            0.03135,
            0.076959,
            0.069657,
            0.030521
        ],
        [
            11.061728,
            11.061728,
            11.061728,
            11.061728,
            11.061728,
            11.061728
        ],
        [
            -117117,
            -114144,
            -72928,
            -1837847,
            -1535984,
            -812595
        ],
        [
            1.409685,
            1.688279,
            1.119406,
            1.059692,
            1.091832,
            1.024465
        ],
        [
            312,
            156,
            156,
            312,
            156,
            156
        ],
        [
            135,
            66,
            69,
            135,
            66,
            69
        ],
        [
            177,
            90,
            87,
            177,
            90,
            87
        ],
        [
            43.269231,
            42.307692,
            44.230769,
            43.269231,
            42.307692,
            44.230769
        ],
        [
            1.848253,
            2.302198,
            1.411425,
            1.389374,
            1.488862,
            1.291716
        ],
        [
            132318,
            132318,
            39200,
            1150738,
            1150738,
            267253
        ],
        [
            -36122,
            -31287,
            -36122,
            -757664,
            -319725,
            -757664
        ],
        [
            31,
            32,
            31,
            31,
            32,
            31
        ],
        [
            43,
            45,
            41,
            43,
            45,
            41
        ],
        [
            23,
            22,
            23,
            23,
            22,
            23
        ],
        [
            9962,
            5029,
            4933,
            9962,
            5029,
            4933
        ],
        [
            21.13087,
            0,
            41.38087,
            21.13087,
            0,
            41.38087
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            346915,
            287642,
            -241181,
            -245078,
            -222171,
            -346721
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10021,
    "evaluation_days": 2505.25,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1543600800000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759504107175,
    "expiration_time": 1765986408000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 63,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 27,
            "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)