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Trade: QTUM/USDT/720/JMA/SSF/4946

Strategy
QTUM/USDT/720/JMA/SSF/4946
Pair
QTUM_USDT
Interval
12h
Score
522732
Daily Profit
0.178883
Profit Factor
3.795092
Profitability
51.724138
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-27 04:52
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 574047.108 447207.6541 126839.4539 1825126.5236 3236533.303 -1411406.7794
Total P&L (%) 574.0471 447.2077 126.8395 1825.1265 3236.5333 -1411.4068
Avg Daily Profit (%) 0.2296 0.1789 0.0507 0.1184 0.1404 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -187631 -88871 -107470 -17640306 -7306747 -10333559
Profit Factor 2.3892 3.7951 1.5009 1.0809 1.3814 0.8996
Total Trades 57 29 28 57 29 28
Winning Trades 28 15 13 28 15 13
Losing Trades 29 14 15 29 14 15
Profitability (%) 49.1228 51.7241 46.4286 49.1228 51.7241 46.4286
Ratio Avg Win / Avg Loss 2.4745 3.5421 1.7318 1.1195 1.2893 1.038
Largest Winning Trade 164983 164983 59783 6861578 4811327 6861578
Largest Losing Trade -56274 -35648 -56274 -4979785 -2133399 -4979785
Avg Bars in Trades 82 61 104 82 61 104
Avg Bars in Winners 85 69 105 85 69 105
Avg Bars in Losers 79 53 103 79 53 103
Bars Traded 4700 1777 2923 4700 1777 2923
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 -166998 522732 -145179 -345888 -4441 -601555
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1551225600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758937920442,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 82,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            574047.1079522729,
            447207.6540871188,
            126839.4538651542,
            1825126.523645538,
            3236533.30302176,
            -1411406.7793762204
        ],
        [
            574.047108,
            447.207654,
            126.839454,
            1825.126524,
            3236.533303,
            -1411.406779
        ],
        [
            0.229619,
            0.178883,
            0.050736,
            0.118373,
            0.140399,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -187631,
            -88871,
            -107470,
            -17640306,
            -7306747,
            -10333559
        ],
        [
            2.389165,
            3.795092,
            1.500878,
            1.080944,
            1.381434,
            0.899636
        ],
        [
            57,
            29,
            28,
            57,
            29,
            28
        ],
        [
            28,
            15,
            13,
            28,
            15,
            13
        ],
        [
            29,
            14,
            15,
            29,
            14,
            15
        ],
        [
            49.122807,
            51.724138,
            46.428571,
            49.122807,
            51.724138,
            46.428571
        ],
        [
            2.474492,
            3.542086,
            1.731782,
            1.119549,
            1.289338,
            1.038041
        ],
        [
            164983,
            164983,
            59783,
            6861578,
            4811327,
            6861578
        ],
        [
            -56274,
            -35648,
            -56274,
            -4979785,
            -2133399,
            -4979785
        ],
        [
            82,
            61,
            104,
            82,
            61,
            104
        ],
        [
            85,
            69,
            105,
            85,
            69,
            105
        ],
        [
            79,
            53,
            103,
            79,
            53,
            103
        ],
        [
            4700,
            1777,
            2923,
            4700,
            1777,
            2923
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166998,
            522732,
            -145179,
            -345888,
            -4441,
            -601555
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1551225600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758937920442,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 197,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 82,
            "offset": 0,
            "poles": 3
        }
    }
}

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)