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Trade: QTUM/USDT/720/SUPERTREND/VWMA/5268

Strategy
QTUM/USDT/720/SUPERTREND/VWMA/5268
Pair
QTUM_USDT
Interval
12h
Score
389299
Daily Profit
0.192896
Profit Factor
1.556977
Profitability
61.290323
Streak
36.551966
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-28 16:14
Expiration Time
2025-12-12 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 482431.8823 386954.5378 95477.3445 306306.3026 473721.3576 -167415.055
Total P&L (%) 482.4319 386.9545 95.4773 306.3063 473.7214 -167.4151
Avg Daily Profit (%) 0.1929 0.1547 0.0382 0.0561 0.0699 0
Buy And Hold Return (%) 17.7031 17.7031 17.7031 17.7031 17.7031 17.7031
Max Trade Drawdown -153664 -56161 -197573 -959390 -407474 -715086
Profit Factor 1.557 2.3746 1.1633 1.0989 1.4639 0.9193
Total Trades 155 77 78 155 77 78
Winning Trades 95 53 42 95 53 42
Losing Trades 60 24 36 60 24 36
Profitability (%) 61.2903 68.8312 53.8462 61.2903 68.8312 53.8462
Ratio Avg Win / Avg Loss 0.9834 1.0753 0.9971 0.6941 0.6629 0.788
Largest Winning Trade 77721 77721 43889 219514 164871 219514
Largest Losing Trade -83306 -34397 -83306 -214546 -165911 -214546
Avg Bars in Trades 30 22 39 30 22 39
Avg Bars in Winners 28 19 40 28 19 40
Avg Bars in Losers 35 29 38 35 29 38
Bars Traded 4803 1719 3084 4803 1719 3084
Profit Streak 36.552 60.552 36.552 36.552 60.552 36.552
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 389299 -27755 -218953 -228160 -138622 -614193
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1549497600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759065289874,
    "expiration_time": 1765543392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 186,
            "offset": 0,
            "multiplier": 3.52787
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "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": [
        [
            482431.8822539999,
            386954.5377976275,
            95477.3444563722,
            306306.302630097,
            473721.3576174462,
            -167415.0549873488
        ],
        [
            482.431882,
            386.954538,
            95.477344,
            306.306303,
            473.721358,
            -167.415055
        ],
        [
            0.192896,
            0.15472,
            0.038176,
            0.056071,
            0.069875,
            0
        ],
        [
            17.703081,
            17.703081,
            17.703081,
            17.703081,
            17.703081,
            17.703081
        ],
        [
            -153664,
            -56161,
            -197573,
            -959390,
            -407474,
            -715086
        ],
        [
            1.556977,
            2.374648,
            1.163302,
            1.09892,
            1.463857,
            0.919327
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            95,
            53,
            42,
            95,
            53,
            42
        ],
        [
            60,
            24,
            36,
            60,
            24,
            36
        ],
        [
            61.290323,
            68.831169,
            53.846154,
            61.290323,
            68.831169,
            53.846154
        ],
        [
            0.983354,
            1.075312,
            0.997116,
            0.694055,
            0.662879,
            0.787995
        ],
        [
            77721,
            77721,
            43889,
            219514,
            164871,
            219514
        ],
        [
            -83306,
            -34397,
            -83306,
            -214546,
            -165911,
            -214546
        ],
        [
            30,
            22,
            39,
            30,
            22,
            39
        ],
        [
            28,
            19,
            40,
            28,
            19,
            40
        ],
        [
            35,
            29,
            38,
            35,
            29,
            38
        ],
        [
            4803,
            1719,
            3084,
            4803,
            1719,
            3084
        ],
        [
            36.551966,
            60.551966,
            36.551966,
            36.551966,
            60.551966,
            36.551966
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            389299,
            -27755,
            -218953,
            -228160,
            -138622,
            -614193
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1549497600000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759065289874,
    "expiration_time": 1765543392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 186,
            "offset": 0,
            "multiplier": 3.52787
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "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)