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Trade: QTUM/USDT/720/PSAR/JMA/1136

Strategy
QTUM/USDT/720/PSAR/JMA/1136
Pair
QTUM_USDT
Interval
12h
Score
416099
Daily Profit
0.153778
Profit Factor
1.561025
Profitability
50.000000
Streak
55.970872
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-10-05 02:18
Expiration Time
2025-12-18 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 333731.6402 384520.7806 -50789.1404 -84082.8682 653088.3581 -737171.2264
Total P&L (%) 333.7316 384.5208 -50.7891 -84.0829 653.0884 -737.1712
Avg Daily Profit (%) 0.1335 0.1538 -0.0203 -0.0735 0.0808 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -241309 -82252 -339773 -1618078 -213787 -1658528
Profit Factor 1.2029 1.561 0.9471 0.9754 1.6416 0.6934
Total Trades 321 160 161 321 160 161
Winning Trades 152 80 72 152 80 72
Losing Trades 169 80 89 169 80 89
Profitability (%) 47.352 50 44.7205 47.352 50 44.7205
Ratio Avg Win / Avg Loss 1.3374 1.561 1.1707 1.0845 1.6416 0.8571
Largest Winning Trade 94783 94783 51275 493058 177336 493058
Largest Losing Trade -86084 -39095 -86084 -693502 -106959 -693502
Avg Bars in Trades 15 14 15 15 14 15
Avg Bars in Winners 15 13 18 15 13 18
Avg Bars in Losers 14 15 13 14 15 13
Bars Traded 4856 2289 2567 4856 2289 2567
Profit Streak 44.9709 55.9709 44.9709 44.9709 55.9709 44.9709
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -13447 416099 -580043 -577197 -80036 -581709
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1543579200000,
    "first_datapoint_time": 1547035200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759619883377,
    "expiration_time": 1766060496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 147,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 81,
            "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": [
        [
            333731.6401728284,
            384520.7805984229,
            -50789.1404255937,
            -84082.8682240659,
            653088.3581308833,
            -737171.2263549488
        ],
        [
            333.73164,
            384.520781,
            -50.78914,
            -84.082868,
            653.088358,
            -737.171226
        ],
        [
            0.133466,
            0.153778,
            -0.020312,
            -0.073469,
            0.080777,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -241309,
            -82252,
            -339773,
            -1618078,
            -213787,
            -1658528
        ],
        [
            1.202884,
            1.561025,
            0.94707,
            0.975429,
            1.641634,
            0.693378
        ],
        [
            321,
            160,
            161,
            321,
            160,
            161
        ],
        [
            152,
            80,
            72,
            152,
            80,
            72
        ],
        [
            169,
            80,
            89,
            169,
            80,
            89
        ],
        [
            47.352025,
            50,
            44.720497,
            47.352025,
            50,
            44.720497
        ],
        [
            1.337417,
            1.561025,
            1.170684,
            1.084523,
            1.641634,
            0.857093
        ],
        [
            94783,
            94783,
            51275,
            493058,
            177336,
            493058
        ],
        [
            -86084,
            -39095,
            -86084,
            -693502,
            -106959,
            -693502
        ],
        [
            15,
            14,
            15,
            15,
            14,
            15
        ],
        [
            15,
            13,
            18,
            15,
            13,
            18
        ],
        [
            14,
            15,
            13,
            14,
            15,
            13
        ],
        [
            4856,
            2289,
            2567,
            4856,
            2289,
            2567
        ],
        [
            44.970872,
            55.970872,
            44.970872,
            44.970872,
            55.970872,
            44.970872
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -13447,
            416099,
            -580043,
            -577197,
            -80036,
            -581709
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1543579200000,
    "first_datapoint_time": 1547035200000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759619883377,
    "expiration_time": 1766060496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "psar",
        "factors": {
            "length": 0,
            "offset": 147,
            "af": 0,
            "af0": 0,
            "max_af": 0
        }
    },
    "second_band": {
        "type": "jma",
        "factors": {
            "length": 81,
            "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)