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Trade: QTUM/USDT/360/SSF/VWMA/5591

Strategy
QTUM/USDT/360/SSF/VWMA/5591
Pair
QTUM_USDT
Interval
6h
Score
391850
Daily Profit
0.170574
Profit Factor
1.728081
Profitability
50.000000
Streak
66.860499
Best Strategy
Training Data Length
2499.750000
Evaluation Time
2025-09-27 05:39
Expiration Time
2025-12-08 13:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 443259.7981 426391.36 16868.4381 52630.2304 117497.5872 -64867.3567
Total P&L (%) 443.2598 426.3914 16.8684 52.6302 117.4976 -64.8674
Avg Daily Profit (%) 0.1773 0.1706 0.0067 0.0169 0.0311 -0.0418
Buy And Hold Return (%) 33.767 33.767 33.767 33.767 33.767 33.767
Max Trade Drawdown -135328 -104249 -152887 -265737 -171268 -196052
Profit Factor 1.4077 1.7281 1.0336 1.0497 1.2062 0.8674
Total Trades 177 88 89 177 88 89
Winning Trades 84 44 40 84 44 40
Losing Trades 93 44 49 93 44 49
Profitability (%) 47.4576 50 44.9438 47.4576 50 44.9438
Ratio Avg Win / Avg Loss 1.5585 1.7281 1.2662 1.1622 1.2062 1.0626
Largest Winning Trade 152518 152518 39460 83608 68291 83608
Largest Losing Trade -52083 -52083 -43766 -85746 -85746 -51374
Avg Bars in Trades 55 76 34 55 76 34
Avg Bars in Winners 66 87 43 66 87 43
Avg Bars in Losers 45 65 27 45 65 27
Bars Traded 9800 6743 3057 9800 6743 3057
Profit Streak 66.8605 66.8605 68.6105 66.8605 66.8605 68.6105
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 381635 391850 -534439 -344620 -154288 -580424
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1544875200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758940747097,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 117,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 100,
            "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": [
        [
            443259.7980761208,
            426391.3599546391,
            16868.4381214818,
            52630.2304299778,
            117497.5871552974,
            -64867.3567253196
        ],
        [
            443.259798,
            426.39136,
            16.868438,
            52.63023,
            117.497587,
            -64.867357
        ],
        [
            0.177322,
            0.170574,
            0.006748,
            0.016917,
            0.031089,
            -0.041837
        ],
        [
            33.767002,
            33.767002,
            33.767002,
            33.767002,
            33.767002,
            33.767002
        ],
        [
            -135328,
            -104249,
            -152887,
            -265737,
            -171268,
            -196052
        ],
        [
            1.407671,
            1.728081,
            1.033625,
            1.049698,
            1.206229,
            0.867414
        ],
        [
            177,
            88,
            89,
            177,
            88,
            89
        ],
        [
            84,
            44,
            40,
            84,
            44,
            40
        ],
        [
            93,
            44,
            49,
            93,
            44,
            49
        ],
        [
            47.457627,
            50,
            44.94382,
            47.457627,
            50,
            44.94382
        ],
        [
            1.558493,
            1.728081,
            1.266191,
            1.162166,
            1.206229,
            1.062583
        ],
        [
            152518,
            152518,
            39460,
            83608,
            68291,
            83608
        ],
        [
            -52083,
            -52083,
            -43766,
            -85746,
            -85746,
            -51374
        ],
        [
            55,
            76,
            34,
            55,
            76,
            34
        ],
        [
            66,
            87,
            43,
            66,
            87,
            43
        ],
        [
            45,
            65,
            27,
            45,
            65,
            27
        ],
        [
            9800,
            6743,
            3057,
            9800,
            6743,
            3057
        ],
        [
            66.860499,
            66.860499,
            68.610499,
            66.860499,
            66.860499,
            68.610499
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            381635,
            391850,
            -534439,
            -344620,
            -154288,
            -580424
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1544875200000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758940747097,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 117,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 100,
            "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)