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Trade: QTUM/USDT/360/VWMA/DEMA/7522

Strategy
QTUM/USDT/360/VWMA/DEMA/7522
Pair
QTUM_USDT
Interval
6h
Score
386389
Daily Profit
0.268509
Profit Factor
1.788744
Profitability
44.585987
Streak
0.000000
Best Strategy
Training Data Length
2500.750000
Evaluation Time
2025-09-29 08:05
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 671473.4517 553098.3393 118375.1124 2117936.26 2937110.285 -819174.0249
Total P&L (%) 671.4735 553.0983 118.3751 2117.9363 2937.1103 -819.174
Avg Daily Profit (%) 0.2685 0.2212 0.0473 0.124 0.1366 0
Buy And Hold Return (%) 30.8948 30.8948 30.8948 30.8948 30.8948 30.8948
Max Trade Drawdown -96895 -67197 -93548 -5620177 -3720103 -3134699
Profit Factor 1.7887 2.4172 1.2568 1.0919 1.2521 0.9282
Total Trades 157 79 78 157 79 78
Winning Trades 70 33 37 70 33 37
Losing Trades 87 46 41 87 46 41
Profitability (%) 44.586 41.7722 47.4359 44.586 41.7722 47.4359
Ratio Avg Win / Avg Loss 2.2232 3.3694 1.3926 1.357 1.7453 1.0285
Largest Winning Trade 104718 104718 65394 3137158 3137158 1218525
Largest Losing Trade -52661 -21584 -52661 -1636147 -1636147 -1385599
Avg Bars in Trades 62 52 73 62 52 73
Avg Bars in Winners 101 88 112 101 88 112
Avg Bars in Losers 31 26 37 31 26 37
Bars Traded 9810 4114 5696 9810 4114 5696
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 386389 -17333 -167699 -147799 -39522 -614566
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": 1544529600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759122326030,
    "expiration_time": 1765585944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 40,
            "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": [
        [
            671473.4517368748,
            553098.3393173548,
            118375.1124195195,
            2117936.2600251692,
            2937110.284970521,
            -819174.0249453511
        ],
        [
            671.473452,
            553.098339,
            118.375112,
            2117.93626,
            2937.110285,
            -819.174025
        ],
        [
            0.268509,
            0.221173,
            0.047336,
            0.124006,
            0.136592,
            0
        ],
        [
            30.8948,
            30.8948,
            30.8948,
            30.8948,
            30.8948,
            30.8948
        ],
        [
            -96895,
            -67197,
            -93548,
            -5620177,
            -3720103,
            -3134699
        ],
        [
            1.788744,
            2.41715,
            1.256762,
            1.091872,
            1.252089,
            0.928155
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            70,
            33,
            37,
            70,
            33,
            37
        ],
        [
            87,
            46,
            41,
            87,
            46,
            41
        ],
        [
            44.585987,
            41.772152,
            47.435897,
            44.585987,
            41.772152,
            47.435897
        ],
        [
            2.223153,
            3.369361,
            1.392628,
            1.357041,
            1.745336,
            1.028496
        ],
        [
            104718,
            104718,
            65394,
            3137158,
            3137158,
            1218525
        ],
        [
            -52661,
            -21584,
            -52661,
            -1636147,
            -1636147,
            -1385599
        ],
        [
            62,
            52,
            73,
            62,
            52,
            73
        ],
        [
            101,
            88,
            112,
            101,
            88,
            112
        ],
        [
            31,
            26,
            37,
            31,
            26,
            37
        ],
        [
            9810,
            4114,
            5696,
            9810,
            4114,
            5696
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            386389,
            -17333,
            -167699,
            -147799,
            -39522,
            -614566
        ]
    ]
}
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": 1544529600000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759122326030,
    "expiration_time": 1765585944000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 70,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 40,
            "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)