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Trade: QTUM/USDT/120/PWMA/DCM/3957

Strategy
QTUM/USDT/120/PWMA/DCM/3957
Pair
QTUM_USDT
Interval
2h
Score
309689
Daily Profit
0.152601
Profit Factor
1.222305
Profitability
44.810127
Streak
12.227809
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-03 02:28
Expiration Time
2025-12-17 00:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 317917.3918 315351.7419 2565.6499 -3521.9817 112172.7044 -115694.6861
Total P&L (%) 317.9174 315.3517 2.5657 -3.522 112.1727 -115.6947
Avg Daily Profit (%) 0.1526 0.1514 0.0012 -0.0017 0.0361 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -182594 -110421 -168321 -553502 -349314 -208138
Profit Factor 1.2223 1.4099 1.0039 0.9986 1.0808 0.899
Total Trades 395 197 198 395 197 198
Winning Trades 177 82 95 177 82 95
Losing Trades 218 115 103 218 115 103
Profitability (%) 44.8101 41.6244 47.9798 44.8101 41.6244 47.9798
Ratio Avg Win / Avg Loss 1.5054 1.9773 1.0884 1.2299 1.5158 0.9747
Largest Winning Trade 134117 134117 32164 137770 137770 47827
Largest Losing Trade -40539 -40539 -35798 -106847 -102543 -106847
Avg Bars in Trades 62 73 51 62 73 51
Avg Bars in Winners 78 96 62 78 96 62
Avg Bars in Losers 49 57 40 49 57 40
Bars Traded 24613 14498 10114 24613 14498 10114
Profit Streak 12.2278 0 25.9778 12.2278 0 25.9778
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 309689 226462 -572482 -578444 -277962 -580063
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579377600000,
    "first_datapoint_time": 1580760000000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759447682687,
    "expiration_time": 1765922400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 186,
            "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": [
        [
            317917.3917649859,
            315351.7418930939,
            2565.6498718917,
            -3521.9817296735,
            112172.7043650388,
            -115694.6860947121
        ],
        [
            317.917392,
            315.351742,
            2.56565,
            -3.521982,
            112.172704,
            -115.694686
        ],
        [
            0.152601,
            0.151369,
            0.001232,
            -0.001721,
            0.036114,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -182594,
            -110421,
            -168321,
            -553502,
            -349314,
            -208138
        ],
        [
            1.222305,
            1.409894,
            1.003883,
            0.99861,
            1.080808,
            0.898981
        ],
        [
            395,
            197,
            198,
            395,
            197,
            198
        ],
        [
            177,
            82,
            95,
            177,
            82,
            95
        ],
        [
            218,
            115,
            103,
            218,
            115,
            103
        ],
        [
            44.810127,
            41.624365,
            47.979798,
            44.810127,
            41.624365,
            47.979798
        ],
        [
            1.505438,
            1.977291,
            1.08842,
            1.229926,
            1.515767,
            0.974684
        ],
        [
            134117,
            134117,
            32164,
            137770,
            137770,
            47827
        ],
        [
            -40539,
            -40539,
            -35798,
            -106847,
            -102543,
            -106847
        ],
        [
            62,
            73,
            51,
            62,
            73,
            51
        ],
        [
            78,
            96,
            62,
            78,
            96,
            62
        ],
        [
            49,
            57,
            40,
            49,
            57,
            40
        ],
        [
            24613,
            14498,
            10114,
            24613,
            14498,
            10114
        ],
        [
            12.227809,
            0,
            25.977809,
            12.227809,
            0,
            25.977809
        ],
        [
            1,
            0,
            2,
            1,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            309689,
            226462,
            -572482,
            -578444,
            -277962,
            -580063
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579377600000,
    "first_datapoint_time": 1580760000000,
    "last_datapoint_time": 1759442400000,
    "evaluation_time": 1759447682687,
    "expiration_time": 1765922400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 193,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 186,
            "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)