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Trade: QTUM/USDT/360/SWMA/OHLC4/5403

Strategy
QTUM/USDT/360/SWMA/OHLC4/5403
Pair
QTUM_USDT
Interval
6h
Score
370844
Daily Profit
0.150270
Profit Factor
1.483130
Profitability
50.859107
Streak
23.043655
Best Strategy
Training Data Length
2499.750000
Evaluation Time
2025-09-26 04:02
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 318622.4092 375636.3685 -57013.9593 -89477.5591 22345.0589 -111822.6181
Total P&L (%) 318.6224 375.6364 -57.014 -89.4776 22.3451 -111.8226
Avg Daily Profit (%) 0.1275 0.1503 -0.0228 -0.09 0.0081 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -208709 -63377 -275019 -105342 -30735 -117138
Profit Factor 1.168 1.4831 0.9491 0.8377 1.1007 0.6606
Total Trades 583 291 292 583 291 292
Winning Trades 298 148 150 298 148 150
Losing Trades 285 143 142 285 143 142
Profitability (%) 51.1149 50.8591 51.3699 51.1149 50.8591 51.3699
Ratio Avg Win / Avg Loss 1.117 1.433 0.8985 0.8012 1.0635 0.6253
Largest Winning Trade 91359 91359 53722 15044 14213 15044
Largest Losing Trade -85216 -31096 -85216 -20920 -11178 -20920
Avg Bars in Trades 16 14 18 16 14 18
Avg Bars in Winners 16 13 19 16 13 19
Avg Bars in Losers 16 15 17 16 15 17
Bars Traded 9719 4262 5457 9719 4262 5457
Profit Streak 16.0437 23.0437 16.0437 16.0437 23.0437 16.0437
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -54098 370844 -578773 -576239 -295254 -578773

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": 1546905600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758848571760,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 78
        }
    }
}
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": [
        [
            318622.409193709,
            375636.3685176229,
            -57013.9593239141,
            -89477.5591365738,
            22345.0589165201,
            -111822.6180530939
        ],
        [
            318.622409,
            375.636369,
            -57.013959,
            -89.477559,
            22.345059,
            -111.822618
        ],
        [
            0.127462,
            0.15027,
            -0.022808,
            -0.090035,
            0.008068,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -208709,
            -63377,
            -275019,
            -105342,
            -30735,
            -117138
        ],
        [
            1.167952,
            1.48313,
            0.949077,
            0.83772,
            1.100677,
            0.660557
        ],
        [
            583,
            291,
            292,
            583,
            291,
            292
        ],
        [
            298,
            148,
            150,
            298,
            148,
            150
        ],
        [
            285,
            143,
            142,
            285,
            143,
            142
        ],
        [
            51.114923,
            50.859107,
            51.369863,
            51.114923,
            50.859107,
            51.369863
        ],
        [
            1.117001,
            1.433025,
            0.898459,
            0.801175,
            1.063492,
            0.625327
        ],
        [
            91359,
            91359,
            53722,
            15044,
            14213,
            15044
        ],
        [
            -85216,
            -31096,
            -85216,
            -20920,
            -11178,
            -20920
        ],
        [
            16,
            14,
            18,
            16,
            14,
            18
        ],
        [
            16,
            13,
            19,
            16,
            13,
            19
        ],
        [
            16,
            15,
            17,
            16,
            15,
            17
        ],
        [
            9719,
            4262,
            5457,
            9719,
            4262,
            5457
        ],
        [
            16.043654,
            23.043655,
            16.043654,
            16.043655,
            23.043655,
            16.043655
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -54098,
            370844,
            -578773,
            -576239,
            -295254,
            -578773
        ]
    ]
}
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": 1546905600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758848571760,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 194,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 78
        }
    }
}

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)