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Trade: QTUM/USDT/120/JMA/HMA/5192

Strategy
QTUM/USDT/120/JMA/HMA/5192
Pair
QTUM_USDT
Interval
2h
Score
323424
Daily Profit
0.200871
Profit Factor
1.592559
Profitability
43.010753
Streak
8.340483
Best Strategy
Training Data Length
2083.170000
Evaluation Time
2025-10-04 13:10
Expiration Time
2025-12-18 09:51

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 451774.1541 418447.909 33326.2451 140931.2735 382188.2628 -241256.9893
Total P&L (%) 451.7742 418.4479 33.3262 140.9313 382.1883 -241.257
Avg Daily Profit (%) 0.2169 0.2009 0.016 0.0422 0.0755 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -168081 -110571 -153552 -1073496 -569404 -757511
Profit Factor 1.2908 1.5926 1.0393 1.0288 1.1695 0.9086
Total Trades 373 186 187 373 186 187
Winning Trades 163 80 83 163 80 83
Losing Trades 210 106 104 210 106 104
Profitability (%) 43.6997 43.0108 44.385 43.6997 43.0108 44.385
Ratio Avg Win / Avg Loss 1.663 2.1101 1.3023 1.3254 1.5496 1.1385
Largest Winning Trade 124779 124779 62729 196683 167201 196683
Largest Losing Trade -39636 -35238 -39636 -401240 -131415 -401240
Avg Bars in Trades 65 64 67 65 64 67
Avg Bars in Winners 80 76 83 80 76 83
Avg Bars in Losers 55 55 54 55 55 54
Bars Traded 24609 12063 12546 24609 12063 12546
Profit Streak 0 8.3405 0 0 8.3405 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 302546 323424 -353308 -325866 -126627 -580871
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1579514400000,
    "first_datapoint_time": 1580767200000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759572617737,
    "expiration_time": 1766044281600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 164,
            "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": [
        [
            451774.1541344936,
            418447.9090442092,
            33326.2450902841,
            140931.2735260504,
            382188.2628163662,
            -241256.9892903153
        ],
        [
            451.774154,
            418.447909,
            33.326245,
            140.931274,
            382.188263,
            -241.256989
        ],
        [
            0.216869,
            0.200871,
            0.015998,
            0.042221,
            0.075546,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -168081,
            -110571,
            -153552,
            -1073496,
            -569404,
            -757511
        ],
        [
            1.290831,
            1.592559,
            1.039336,
            1.028793,
            1.16954,
            0.90863
        ],
        [
            373,
            186,
            187,
            373,
            186,
            187
        ],
        [
            163,
            80,
            83,
            163,
            80,
            83
        ],
        [
            210,
            106,
            104,
            210,
            106,
            104
        ],
        [
            43.699732,
            43.010753,
            44.385027,
            43.699732,
            43.010753,
            44.385027
        ],
        [
            1.663034,
            2.11014,
            1.302301,
            1.325438,
            1.549641,
            1.138524
        ],
        [
            124779,
            124779,
            62729,
            196683,
            167201,
            196683
        ],
        [
            -39636,
            -35238,
            -39636,
            -401240,
            -131415,
            -401240
        ],
        [
            65,
            64,
            67,
            65,
            64,
            67
        ],
        [
            80,
            76,
            83,
            80,
            76,
            83
        ],
        [
            55,
            55,
            54,
            55,
            55,
            54
        ],
        [
            24609,
            12063,
            12546,
            24609,
            12063,
            12546
        ],
        [
            0,
            8.340483,
            0,
            0,
            8.340483,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            302546,
            323424,
            -353308,
            -325866,
            -126627,
            -580871
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24998,
    "evaluation_days": 2083.17,
    "actual_first_datapoint_time": 1579514400000,
    "first_datapoint_time": 1580767200000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759572617737,
    "expiration_time": 1766044281600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "jma",
        "factors": {
            "length": 162,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 164,
            "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)