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Trade: QTUM/USDT/360/KCL/SINWMA/1205

Strategy
QTUM/USDT/360/KCL/SINWMA/1205
Pair
QTUM_USDT
Interval
6h
Score
527670
Daily Profit
0.302497
Profit Factor
2.413396
Profitability
51.282051
Streak
95.300511
Best Strategy
Training Data Length
2500.750000
Evaluation Time
2025-09-29 04:12
Expiration Time
2025-12-13 02:32

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 840384.2689 756470.1131 83914.1558 776780.4622 -143677.167 920457.6292
Total P&L (%) 840.3843 756.4701 83.9142 776.7805 -143.6772 920.4576
Avg Daily Profit (%) 0.3361 0.3025 0.0336 0.0869 0 0.0929
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -134826 -116176 -19614 -4504992 -4300086 -762823
Profit Factor 2.4623 2.4134 3.1259 1.0856 0.9824 2.0318
Total Trades 79 39 40 79 39 40
Winning Trades 49 20 29 49 20 29
Losing Trades 30 19 11 30 19 11
Profitability (%) 62.0253 51.2821 72.5 62.0253 51.2821 72.5
Ratio Avg Win / Avg Loss 1.5076 2.2927 1.1857 0.6646 0.9333 0.7707
Largest Winning Trade 305560 305560 22323 3047379 3047379 902927
Largest Losing Trade -59238 -59238 -19614 -2388995 -2388995 -762823
Avg Bars in Trades 120 240 4 120 240 4
Avg Bars in Winners 92 223 3 92 223 3
Avg Bars in Losers 166 259 7 166 259 7
Bars Traded 9553 9383 170 9553 9383 170
Profit Streak 95.3005 95.3005 109.3005 95.3005 95.3005 109.3005
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -14107 527670 -138626 -232643 -579632 -62824
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10003,
    "evaluation_days": 2500.75,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1543579200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759108364119,
    "expiration_time": 1765585944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 26,
            "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": [
        [
            840384.2688933925,
            756470.1130720936,
            83914.1558212986,
            776780.4622089008,
            -143677.1669557296,
            920457.6291646308
        ],
        [
            840.384269,
            756.470113,
            83.914156,
            776.780462,
            -143.677167,
            920.457629
        ],
        [
            0.336053,
            0.302497,
            0.033556,
            0.086855,
            0,
            0.092929
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -134826,
            -116176,
            -19614,
            -4504992,
            -4300086,
            -762823
        ],
        [
            2.462336,
            2.413396,
            3.125943,
            1.085576,
            0.982446,
            2.03176
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            49,
            20,
            29,
            49,
            20,
            29
        ],
        [
            30,
            19,
            11,
            30,
            19,
            11
        ],
        [
            62.025316,
            51.282051,
            72.5,
            62.025316,
            51.282051,
            72.5
        ],
        [
            1.507553,
            2.292726,
            1.185702,
            0.664639,
            0.933324,
            0.770667
        ],
        [
            305560,
            305560,
            22323,
            3047379,
            3047379,
            902927
        ],
        [
            -59238,
            -59238,
            -19614,
            -2388995,
            -2388995,
            -762823
        ],
        [
            120,
            240,
            4,
            120,
            240,
            4
        ],
        [
            92,
            223,
            3,
            92,
            223,
            3
        ],
        [
            166,
            259,
            7,
            166,
            259,
            7
        ],
        [
            9553,
            9383,
            170,
            9553,
            9383,
            170
        ],
        [
            95.300511,
            95.300511,
            109.300511,
            95.300511,
            95.300511,
            109.300511
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -14107,
            527670,
            -138626,
            -232643,
            -579632,
            -62824
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10003,
    "evaluation_days": 2500.75,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1543579200000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759108364119,
    "expiration_time": 1765585944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcl",
        "factors": {
            "length": 23,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 26,
            "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)