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Trade: QTUM/USDT/360/SSF/KCB/2140

Strategy
QTUM/USDT/360/SSF/KCB/2140
Pair
QTUM_USDT
Interval
6h
Score
342073
Daily Profit
0.255384
Profit Factor
1.540831
Profitability
39.837398
Streak
47.941388
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-10-08 13:35
Expiration Time
2025-12-22 08:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 638588.185 524352.1635 114236.0214 1348314.6857 959591.6379 388723.0477
Total P&L (%) 638.5882 524.3522 114.236 1348.3147 959.5916 388.723
Avg Daily Profit (%) 0.2554 0.2097 0.0457 0.107 0.0944 0.0635
Buy And Hold Return (%) 46.9388 46.9388 46.9388 46.9388 46.9388 46.9388
Max Trade Drawdown -111122 -99669 -108378 -1127551 -1128602 -838088
Profit Factor 1.5408 1.8081 1.2148 1.164 1.2073 1.1082
Total Trades 246 123 123 246 123 123
Winning Trades 98 44 54 98 44 54
Losing Trades 148 79 69 148 79 69
Profitability (%) 39.8374 35.7724 43.9024 39.8374 35.7724 43.9024
Ratio Avg Win / Avg Loss 2.327 3.2463 1.5522 1.7579 2.1677 1.4161
Largest Winning Trade 142089 142089 35642 722580 722580 269412
Largest Losing Trade -37654 -33828 -37654 -388778 -388778 -212901
Avg Bars in Trades 40 41 39 40 41 39
Avg Bars in Winners 65 71 60 65 71 60
Avg Bars in Losers 23 24 22 23 24 22
Bars Traded 9933 5091 4842 9933 5091 4842
Profit Streak 47.9414 51.4414 47.9414 47.9414 51.4414 47.9414
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342073 228739 -137254 -90455 -71032 -211685
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10002,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1543860000000,
    "first_datapoint_time": 1544464800000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759919735946,
    "expiration_time": 1766384496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 29,
            "offset": 0,
            "scalar": 4
        }
    }
}
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": [
        [
            638588.1849715507,
            524352.1635251008,
            114236.0214464501,
            1348314.6856864446,
            959591.6379468045,
            388723.0477396395
        ],
        [
            638.588185,
            524.352164,
            114.236021,
            1348.314686,
            959.591638,
            388.723048
        ],
        [
            0.255384,
            0.209699,
            0.045685,
            0.106955,
            0.094444,
            0.063472
        ],
        [
            46.938776,
            46.938776,
            46.938776,
            46.938776,
            46.938776,
            46.938776
        ],
        [
            -111122,
            -99669,
            -108378,
            -1127551,
            -1128602,
            -838088
        ],
        [
            1.540831,
            1.808079,
            1.214783,
            1.164018,
            1.207301,
            1.108233
        ],
        [
            246,
            123,
            123,
            246,
            123,
            123
        ],
        [
            98,
            44,
            54,
            98,
            44,
            54
        ],
        [
            148,
            79,
            69,
            148,
            79,
            69
        ],
        [
            39.837398,
            35.772358,
            43.902439,
            39.837398,
            35.772358,
            43.902439
        ],
        [
            2.326969,
            3.246324,
            1.552223,
            1.757905,
            2.167655,
            1.416075
        ],
        [
            142089,
            142089,
            35642,
            722580,
            722580,
            269412
        ],
        [
            -37654,
            -33828,
            -37654,
            -388778,
            -388778,
            -212901
        ],
        [
            40,
            41,
            39,
            40,
            41,
            39
        ],
        [
            65,
            71,
            60,
            65,
            71,
            60
        ],
        [
            23,
            24,
            22,
            23,
            24,
            22
        ],
        [
            9933,
            5091,
            4842,
            9933,
            5091,
            4842
        ],
        [
            47.941388,
            51.441388,
            47.941388,
            47.941388,
            51.441388,
            47.941388
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342073,
            228739,
            -137254,
            -90455,
            -71032,
            -211685
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10002,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1543860000000,
    "first_datapoint_time": 1544464800000,
    "last_datapoint_time": 1759903200000,
    "evaluation_time": 1759919735946,
    "expiration_time": 1766384496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 95,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 29,
            "offset": 0,
            "scalar": 4
        }
    }
}

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)