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Trade: QTUM/USDT/360/PWMA/HILO/4317

Strategy
QTUM/USDT/360/PWMA/HILO/4317
Pair
QTUM_USDT
Interval
6h
Score
314184
Daily Profit
0.162351
Profit Factor
1.357746
Profitability
47.565543
Streak
33.561217
Best Strategy
Training Data Length
2499.750000
Evaluation Time
2025-09-26 16:28
Expiration Time
2025-12-08 13:49

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 405836.2328 369120.4864 36715.7464 203841.1079 307696.6948 -103855.5869
Total P&L (%) 405.8362 369.1205 36.7157 203.8411 307.6967 -103.8556
Avg Daily Profit (%) 0.1624 0.1477 0.0147 0.0445 0.0562 0
Buy And Hold Return (%) 19.1153 19.1153 19.1153 19.1153 19.1153 19.1153
Max Trade Drawdown -118760 -90747 -98865 -326225 -260132 -229072
Profit Factor 1.3577 1.6675 1.0632 1.0874 1.2765 0.9148
Total Trades 267 134 133 267 134 133
Winning Trades 127 57 70 127 57 70
Losing Trades 140 77 63 140 77 63
Profitability (%) 47.5655 42.5373 52.6316 47.5655 42.5373 52.6316
Ratio Avg Win / Avg Loss 1.4967 2.2525 0.9568 1.1987 1.7244 0.8234
Largest Winning Trade 89101 89101 39522 219864 219864 87588
Largest Losing Trade -43176 -25387 -43176 -111860 -67565 -111860
Avg Bars in Trades 36 34 39 36 34 39
Avg Bars in Winners 47 50 45 47 50 45
Avg Bars in Losers 26 22 32 26 22 32
Bars Traded 9808 4616 5192 9808 4616 5192
Profit Streak 33.5612 38.3112 0 33.5612 38.3112 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 314184 168511 -333228 -256912 -119328 -580638

Evaluation Data

{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1544680800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758893289168,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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": [
        [
            405836.2328084703,
            369120.4864105264,
            36715.7463979439,
            203841.1079465183,
            307696.6948034618,
            -103855.5868569436
        ],
        [
            405.836233,
            369.120486,
            36.715746,
            203.841108,
            307.696695,
            -103.855587
        ],
        [
            0.162351,
            0.147663,
            0.014688,
            0.044468,
            0.056236,
            0
        ],
        [
            19.115324,
            19.115324,
            19.115324,
            19.115324,
            19.115324,
            19.115324
        ],
        [
            -118760,
            -90747,
            -98865,
            -326225,
            -260132,
            -229072
        ],
        [
            1.357746,
            1.667464,
            1.06315,
            1.087399,
            1.276515,
            0.91484
        ],
        [
            267,
            134,
            133,
            267,
            134,
            133
        ],
        [
            127,
            57,
            70,
            127,
            57,
            70
        ],
        [
            140,
            77,
            63,
            140,
            77,
            63
        ],
        [
            47.565543,
            42.537313,
            52.631579,
            47.565543,
            42.537313,
            52.631579
        ],
        [
            1.496728,
            2.25254,
            0.956835,
            1.198708,
            1.724415,
            0.823356
        ],
        [
            89101,
            89101,
            39522,
            219864,
            219864,
            87588
        ],
        [
            -43176,
            -25387,
            -43176,
            -111860,
            -67565,
            -111860
        ],
        [
            36,
            34,
            39,
            36,
            34,
            39
        ],
        [
            47,
            50,
            45,
            47,
            50,
            45
        ],
        [
            26,
            22,
            32,
            26,
            22,
            32
        ],
        [
            9808,
            4616,
            5192,
            9808,
            4616,
            5192
        ],
        [
            33.561217,
            38.311217,
            0,
            33.561217,
            38.311217,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            314184,
            168511,
            -333228,
            -256912,
            -119328,
            -580638
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9999,
    "evaluation_days": 2499.75,
    "actual_first_datapoint_time": 1542736800000,
    "first_datapoint_time": 1544680800000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758893289168,
    "expiration_time": 1765194552000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 91,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "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)