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Trade: QTUM/USDT/120/T3/PWMA/6953

Strategy
QTUM/USDT/120/T3/PWMA/6953
Pair
QTUM_USDT
Interval
2h
Score
315397
Daily Profit
0.181030
Profit Factor
1.295293
Profitability
46.153846
Streak
0.000000
Best Strategy
Training Data Length
2082.500000
Evaluation Time
2025-09-26 15:49
Expiration Time
2025-12-08 15:16

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 376995.1536 371264.7461 5730.4075 66645.9206 203628.6377 -136982.7171
Total P&L (%) 376.9952 371.2647 5.7304 66.6459 203.6286 -136.9827
Avg Daily Profit (%) 0.181 0.1783 0.0028 0.0245 0.0533 0
Buy And Hold Return (%) 16.9597 16.9597 16.9597 16.9597 16.9597 16.9597
Max Trade Drawdown -144014 -126799 -111254 -1312347 -1094309 -484665
Profit Factor 1.2953 1.531 1.0099 1.0122 1.0652 0.9415
Total Trades 312 156 156 312 156 156
Winning Trades 144 69 75 144 69 75
Losing Trades 168 87 81 168 87 81
Profitability (%) 46.1538 44.2308 48.0769 46.1538 44.2308 48.0769
Ratio Avg Win / Avg Loss 1.5112 1.9304 1.0907 1.1809 1.3431 1.0168
Largest Winning Trade 139026 139026 38550 630555 630555 160755
Largest Losing Trade -35993 -32982 -35993 -377612 -377612 -260346
Avg Bars in Trades 78 84 73 78 84 73
Avg Bars in Winners 99 107 92 99 107 92
Avg Bars in Losers 60 65 55 60 65 55
Bars Traded 24550 13136 11414 24550 13136 11414
Profit Streak 0 0 34.9509 0 0 34.9509
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 315397 290181 -564471 -369366 -272469 -579055

Evaluation Data

{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579586400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758890953672,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 120,
            "offset": 0,
            "a": 0.89065
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "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": [
        [
            376995.1536269129,
            371264.7460977335,
            5730.4075291792,
            66645.9205993322,
            203628.6377130927,
            -136982.7171137611
        ],
        [
            376.995154,
            371.264746,
            5.730408,
            66.645921,
            203.628638,
            -136.982717
        ],
        [
            0.18103,
            0.178278,
            0.002752,
            0.024526,
            0.053346,
            0
        ],
        [
            16.959669,
            16.959669,
            16.959669,
            16.959669,
            16.959669,
            16.959669
        ],
        [
            -144014,
            -126799,
            -111254,
            -1312347,
            -1094309,
            -484665
        ],
        [
            1.295293,
            1.53104,
            1.009922,
            1.012195,
            1.065198,
            0.941503
        ],
        [
            312,
            156,
            156,
            312,
            156,
            156
        ],
        [
            144,
            69,
            75,
            144,
            69,
            75
        ],
        [
            168,
            87,
            81,
            168,
            87,
            81
        ],
        [
            46.153846,
            44.230769,
            48.076923,
            46.153846,
            44.230769,
            48.076923
        ],
        [
            1.511175,
            1.930442,
            1.090716,
            1.180894,
            1.343075,
            1.016823
        ],
        [
            139026,
            139026,
            38550,
            630555,
            630555,
            160755
        ],
        [
            -35993,
            -32982,
            -35993,
            -377612,
            -377612,
            -260346
        ],
        [
            78,
            84,
            73,
            78,
            84,
            73
        ],
        [
            99,
            107,
            92,
            99,
            107,
            92
        ],
        [
            60,
            65,
            55,
            60,
            65,
            55
        ],
        [
            24550,
            13136,
            11414,
            24550,
            13136,
            11414
        ],
        [
            0,
            0,
            34.950853,
            0,
            0,
            34.950853
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            315397,
            290181,
            -564471,
            -369366,
            -272469,
            -579055
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24990,
    "evaluation_days": 2082.5,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579586400000,
    "last_datapoint_time": 1758722400000,
    "evaluation_time": 1758890953672,
    "expiration_time": 1765199808000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 120,
            "offset": 0,
            "a": 0.89065
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 47,
            "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)