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Trade: QTUM/USDT/360/VWMA/TEMA/3127

Strategy
QTUM/USDT/360/VWMA/TEMA/3127
Pair
QTUM_USDT
Interval
6h
Score
328259
Daily Profit
0.245060
Profit Factor
1.701876
Profitability
39.664804
Streak
43.050130
Best Strategy
Training Data Length
2506.250000
Evaluation Time
2025-10-04 22:12
Expiration Time
2025-12-18 18:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 614181.419 482232.7159 131948.7031 2115905.4859 2559971.5794 -444066.0935
Total P&L (%) 614.1814 482.2327 131.9487 2115.9055 2559.9716 -444.0661
Avg Daily Profit (%) 0.2451 0.1924 0.0526 0.1237 0.131 0
Buy And Hold Return (%) 35.4501 35.4501 35.4501 35.4501 35.4501 35.4501
Max Trade Drawdown -96953 -68655 -163302 -4018125 -2746790 -2719016
Profit Factor 1.7019 2.176 1.2838 1.123 1.293 0.9475
Total Trades 179 90 89 179 90 89
Winning Trades 71 33 38 71 33 38
Losing Trades 108 57 51 108 57 51
Profitability (%) 39.6648 36.6667 42.6966 39.6648 36.6667 42.6966
Ratio Avg Win / Avg Loss 2.5888 3.7585 1.723 1.7082 2.2333 1.2717
Largest Winning Trade 89373 89373 48441 2143643 2143643 1024972
Largest Losing Trade -53098 -26678 -53098 -1029297 -995877 -1029297
Avg Bars in Trades 54 48 61 54 48 61
Avg Bars in Winners 93 87 98 93 87 98
Avg Bars in Losers 29 25 33 29 25 33
Bars Traded 9801 4346 5455 9801 4346 5455
Profit Streak 43.0501 47.0501 0 43.0501 47.0501 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 328259 243227 -127138 -114092 -21518 -582267
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10025,
    "evaluation_days": 2506.25,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1544572800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759605131240,
    "expiration_time": 1766075400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 39,
            "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": [
        [
            614181.419010949,
            482232.7159373936,
            131948.703073555,
            2115905.4858584655,
            2559971.579366169,
            -444066.093507705
        ],
        [
            614.181419,
            482.232716,
            131.948703,
            2115.905486,
            2559.971579,
            -444.066094
        ],
        [
            0.24506,
            0.192412,
            0.052648,
            0.123697,
            0.130994,
            0
        ],
        [
            35.450062,
            35.450062,
            35.450062,
            35.450062,
            35.450062,
            35.450062
        ],
        [
            -96953,
            -68655,
            -163302,
            -4018125,
            -2746790,
            -2719016
        ],
        [
            1.701876,
            2.175962,
            1.283772,
            1.123012,
            1.292971,
            0.947528
        ],
        [
            179,
            90,
            89,
            179,
            90,
            89
        ],
        [
            71,
            33,
            38,
            71,
            33,
            38
        ],
        [
            108,
            57,
            51,
            108,
            57,
            51
        ],
        [
            39.664804,
            36.666667,
            42.696629,
            39.664804,
            36.666667,
            42.696629
        ],
        [
            2.588769,
            3.758479,
            1.722957,
            1.708243,
            2.233314,
            1.271682
        ],
        [
            89373,
            89373,
            48441,
            2143643,
            2143643,
            1024972
        ],
        [
            -53098,
            -26678,
            -53098,
            -1029297,
            -995877,
            -1029297
        ],
        [
            54,
            48,
            61,
            54,
            48,
            61
        ],
        [
            93,
            87,
            98,
            93,
            87,
            98
        ],
        [
            29,
            25,
            33,
            29,
            25,
            33
        ],
        [
            9801,
            4346,
            5455,
            9801,
            4346,
            5455
        ],
        [
            43.05013,
            47.05013,
            0,
            43.05013,
            47.05013,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            328259,
            243227,
            -127138,
            -114092,
            -21518,
            -582267
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10025,
    "evaluation_days": 2506.25,
    "actual_first_datapoint_time": 1543039200000,
    "first_datapoint_time": 1544572800000,
    "last_datapoint_time": 1759579200000,
    "evaluation_time": 1759605131240,
    "expiration_time": 1766075400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 72,
            "offset": 0
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 39,
            "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)