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Trade: QTUM/USDT/720/DCM/HMA/1654

Strategy
QTUM/USDT/720/DCM/HMA/1654
Pair
QTUM_USDT
Interval
12h
Score
428989
Daily Profit
0.200071
Profit Factor
2.440269
Profitability
47.826087
Streak
0.000000
Best Strategy
Training Data Length
2504.500000
Evaluation Time
2025-10-02 06:49
Expiration Time
2025-12-16 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 614908.4706 501078.8651 113829.6054 1523190.361 1577918.0673 -54727.7063
Total P&L (%) 614.9085 501.0789 113.8296 1523.1904 1577.9181 -54.7277
Avg Daily Profit (%) 0.2455 0.2001 0.0455 0.1113 0.1127 -0.0316
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106726 -91596 -85716 -3883014 -2773889 -1554897
Profit Factor 1.9339 2.4403 1.3666 1.0989 1.1859 0.9921
Total Trades 91 46 45 91 46 45
Winning Trades 44 22 22 44 22 22
Losing Trades 47 24 23 47 24 23
Profitability (%) 48.3516 47.8261 48.8889 48.3516 47.8261 48.8889
Ratio Avg Win / Avg Loss 2.0658 2.6621 1.4287 1.1738 1.2937 1.0372
Largest Winning Trade 137047 137047 59287 2034007 2034007 1074452
Largest Losing Trade -40190 -35877 -40190 -1164495 -953972 -1164495
Avg Bars in Trades 52 40 64 52 40 64
Avg Bars in Winners 78 56 100 78 56 100
Avg Bars in Losers 28 26 30 28 26 30
Bars Traded 4777 1881 2896 4777 1881 2896
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 421248 428989 -132081 -156061 -58999 -579477
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5009,
    "evaluation_days": 2504.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1547164800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759376989433,
    "expiration_time": 1765854864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 45,
            "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": [
        [
            614908.4705592963,
            501078.8651218809,
            113829.6054374152,
            1523190.3609976212,
            1577918.067334531,
            -54727.7063369097
        ],
        [
            614.908471,
            501.078865,
            113.829605,
            1523.190361,
            1577.918067,
            -54.727706
        ],
        [
            0.245521,
            0.200071,
            0.04545,
            0.111341,
            0.112666,
            -0.031637
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106726,
            -91596,
            -85716,
            -3883014,
            -2773889,
            -1554897
        ],
        [
            1.933948,
            2.440269,
            1.366613,
            1.098908,
            1.18588,
            0.992081
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            47,
            24,
            23,
            47,
            24,
            23
        ],
        [
            48.351648,
            47.826087,
            48.888889,
            48.351648,
            47.826087,
            48.888889
        ],
        [
            2.065808,
            2.662111,
            1.428731,
            1.173833,
            1.293687,
            1.037176
        ],
        [
            137047,
            137047,
            59287,
            2034007,
            2034007,
            1074452
        ],
        [
            -40190,
            -35877,
            -40190,
            -1164495,
            -953972,
            -1164495
        ],
        [
            52,
            40,
            64,
            52,
            40,
            64
        ],
        [
            78,
            56,
            100,
            78,
            56,
            100
        ],
        [
            28,
            26,
            30,
            28,
            26,
            30
        ],
        [
            4777,
            1881,
            2896,
            4777,
            1881,
            2896
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            421248,
            428989,
            -132081,
            -156061,
            -58999,
            -579477
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5009,
    "evaluation_days": 2504.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1547164800000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759376989433,
    "expiration_time": 1765854864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 45,
            "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)