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Trade: QTUM/USDT/720/JMA/SWMA/5214

Strategy
QTUM/USDT/720/JMA/SWMA/5214
Pair
QTUM_USDT
Interval
12h
Score
333860
Daily Profit
0.147356
Profit Factor
2.911467
Profitability
48.648649
Streak
125.744850
Best Strategy
Training Data Length
2506.500000
Evaluation Time
2025-10-10 20:52
Expiration Time
2025-12-24 18:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 482032.9496 369346.8113 112686.1383 712374.9695 880723.0372 -168348.0677
Total P&L (%) 482.033 369.3468 112.6861 712.375 880.723 -168.3481
Avg Daily Profit (%) 0.1923 0.1474 0.045 0.0836 0.0911 0
Buy And Hold Return (%) 11.5551 11.5551 11.5551 11.5551 11.5551 11.5551
Max Trade Drawdown -134822 -63434 -162068 -3318372 -1267604 -2098140
Profit Factor 1.9389 2.9115 1.3519 1.1324 1.4713 0.9521
Total Trades 73 37 36 73 37 36
Winning Trades 39 18 21 39 18 21
Losing Trades 34 19 15 34 19 15
Profitability (%) 53.4247 48.6486 58.3333 53.4247 48.6486 58.3333
Ratio Avg Win / Avg Loss 1.6903 3.0732 0.9657 0.9872 1.553 0.6801
Largest Winning Trade 75305 75305 54423 1030688 909110 1030688
Largest Losing Trade -71829 -37582 -71829 -1427982 -645184 -1427982
Avg Bars in Trades 64 46 83 64 46 83
Avg Bars in Winners 58 44 70 58 44 70
Avg Bars in Losers 71 47 101 71 47 101
Bars Traded 4697 1703 2994 4697 1703 2994
Profit Streak 68.7449 125.7449 0 68.7449 125.7449 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -63759 333860 -133049 -232493 -68596 -579699
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5013,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543579200000,
    "first_datapoint_time": 1551225600000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760118755081,
    "expiration_time": 1766594448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 56,
            "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": [
        [
            482032.9495662482,
            369346.8112893634,
            112686.138276885,
            712374.9695270596,
            880723.0371989704,
            -168348.0676719114
        ],
        [
            482.03295,
            369.346811,
            112.686138,
            712.37497,
            880.723037,
            -168.348068
        ],
        [
            0.192313,
            0.147356,
            0.044958,
            0.083609,
            0.091129,
            0
        ],
        [
            11.555128,
            11.555128,
            11.555128,
            11.555128,
            11.555128,
            11.555128
        ],
        [
            -134822,
            -63434,
            -162068,
            -3318372,
            -1267604,
            -2098140
        ],
        [
            1.93886,
            2.911467,
            1.351928,
            1.132372,
            1.471279,
            0.952076
        ],
        [
            73,
            37,
            36,
            73,
            37,
            36
        ],
        [
            39,
            18,
            21,
            39,
            18,
            21
        ],
        [
            34,
            19,
            15,
            34,
            19,
            15
        ],
        [
            53.424658,
            48.648649,
            58.333333,
            53.424658,
            48.648649,
            58.333333
        ],
        [
            1.690288,
            3.073215,
            0.965663,
            0.987196,
            1.553016,
            0.680054
        ],
        [
            75305,
            75305,
            54423,
            1030688,
            909110,
            1030688
        ],
        [
            -71829,
            -37582,
            -71829,
            -1427982,
            -645184,
            -1427982
        ],
        [
            64,
            46,
            83,
            64,
            46,
            83
        ],
        [
            58,
            44,
            70,
            58,
            44,
            70
        ],
        [
            71,
            47,
            101,
            71,
            47,
            101
        ],
        [
            4697,
            1703,
            2994,
            4697,
            1703,
            2994
        ],
        [
            68.74485,
            125.74485,
            0,
            68.74485,
            125.74485,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -63759,
            333860,
            -133049,
            -232493,
            -68596,
            -579699
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5013,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543579200000,
    "first_datapoint_time": 1551225600000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760118755081,
    "expiration_time": 1766594448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 178,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 56,
            "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)