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Trade: QTUM/USDT/240/VWMA/SSF/2828

Strategy
QTUM/USDT/240/VWMA/SSF/2828
Pair
QTUM_USDT
Interval
4h
Score
380584
Daily Profit
0.263022
Profit Factor
1.483405
Profitability
44.859813
Streak
0.000000
Best Strategy
Training Data Length
2499.500000
Evaluation Time
2025-09-28 18:01
Expiration Time
2025-12-12 13:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 657422.6162 542649.0438 114773.5724 1476100.1346 1333766.0431 142334.0915
Total P&L (%) 657.4226 542.649 114.7736 1476.1001 1333.766 142.3341
Avg Daily Profit (%) 0.263 0.2171 0.0459 0.1104 0.1066 0.0354
Buy And Hold Return (%) 15.2469 15.2469 15.2469 15.2469 15.2469 15.2469
Max Trade Drawdown -127740 -82310 -125565 -3141975 -1918480 -1433834
Profit Factor 1.4834 1.8069 1.1669 1.0985 1.1803 1.0187
Total Trades 321 161 160 321 161 160
Winning Trades 144 68 76 144 68 76
Losing Trades 177 93 84 177 93 84
Profitability (%) 44.8598 42.236 47.5 44.8598 42.236 47.5
Ratio Avg Win / Avg Loss 1.8234 2.4712 1.2898 1.3502 1.6142 1.126
Largest Winning Trade 105071 105071 46616 1498013 1498013 636436
Largest Losing Trade -36420 -34982 -36420 -875523 -811107 -875523
Avg Bars in Trades 45 39 52 45 39 52
Avg Bars in Winners 58 49 67 58 49 67
Avg Bars in Losers 35 31 38 35 31 38
Bars Traded 14689 6356 8333 14689 6356 8333
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 380584 319685 -169154 -157750 -74087 -346180
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14997,
    "evaluation_days": 2499.5,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544040000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071681490,
    "expiration_time": 1765539504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 59,
            "offset": 0,
            "poles": 2
        }
    }
}
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": [
        [
            657422.6161990777,
            542649.0437786229,
            114773.5724204546,
            1476100.1345606619,
            1333766.0430558329,
            142334.0915048289
        ],
        [
            657.422616,
            542.649044,
            114.773572,
            1476.100135,
            1333.766043,
            142.334092
        ],
        [
            0.263022,
            0.217103,
            0.045919,
            0.110384,
            0.106594,
            0.035419
        ],
        [
            15.24688,
            15.24688,
            15.24688,
            15.24688,
            15.24688,
            15.24688
        ],
        [
            -127740,
            -82310,
            -125565,
            -3141975,
            -1918480,
            -1433834
        ],
        [
            1.483405,
            1.806911,
            1.166948,
            1.098462,
            1.180295,
            1.018743
        ],
        [
            321,
            161,
            160,
            321,
            161,
            160
        ],
        [
            144,
            68,
            76,
            144,
            68,
            76
        ],
        [
            177,
            93,
            84,
            177,
            93,
            84
        ],
        [
            44.859813,
            42.236025,
            47.5,
            44.859813,
            42.236025,
            47.5
        ],
        [
            1.823352,
            2.471216,
            1.289785,
            1.350193,
            1.614227,
            1.125979
        ],
        [
            105071,
            105071,
            46616,
            1498013,
            1498013,
            636436
        ],
        [
            -36420,
            -34982,
            -36420,
            -875523,
            -811107,
            -875523
        ],
        [
            45,
            39,
            52,
            45,
            39,
            52
        ],
        [
            58,
            49,
            67,
            58,
            49,
            67
        ],
        [
            35,
            31,
            38,
            35,
            31,
            38
        ],
        [
            14689,
            6356,
            8333,
            14689,
            6356,
            8333
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            380584,
            319685,
            -169154,
            -157750,
            -74087,
            -346180
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14997,
    "evaluation_days": 2499.5,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544040000000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759071681490,
    "expiration_time": 1765539504000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 59,
            "offset": 0,
            "poles": 2
        }
    }
}

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)