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Trade: QTUM/USDT/360/ZLMA/HWMA/5997

Strategy
QTUM/USDT/360/ZLMA/HWMA/5997
Pair
QTUM_USDT
Interval
6h
Score
339793
Daily Profit
0.161487
Profit Factor
1.278368
Profitability
48.190789
Streak
0.000000
Best Strategy
Training Data Length
2501.250000
Evaluation Time
2025-10-06 21:11
Expiration Time
2025-12-20 14:54

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 417627.2891 403920.1837 13707.1054 -37357.5387 32422.8686 -69780.4073
Total P&L (%) 417.6273 403.9202 13.7071 -37.3575 32.4229 -69.7804
Avg Daily Profit (%) 0.167 0.1615 0.0055 -0.0187 0.0112 -0.0478
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -161177 -99411 -201471 -137478 -76060 -146033
Profit Factor 1.1339 1.2784 1.0082 0.9684 1.0572 0.8862
Total Trades 1216 608 608 1216 608 608
Winning Trades 588 293 295 588 293 295
Losing Trades 628 315 313 628 315 313
Profitability (%) 48.3553 48.1908 48.5197 48.3553 48.1908 48.5197
Ratio Avg Win / Avg Loss 1.2111 1.3744 1.0697 1.0342 1.1366 0.9403
Largest Winning Trade 45769 45769 34990 23042 23042 17973
Largest Losing Trade -85478 -28777 -85478 -47491 -27321 -47491
Avg Bars in Trades 8 8 8 8 8 8
Avg Bars in Winners 8 8 8 8 8 8
Avg Bars in Losers 8 8 8 8 8 8
Bars Traded 9998 5000 4997 9998 5000 4997
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 -59953 339793 -445107 -573186 -336162 -578454
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10005,
    "evaluation_days": 2501.25,
    "actual_first_datapoint_time": 1543644000000,
    "first_datapoint_time": 1543687200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759774309034,
    "expiration_time": 1766235240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.49049,
            "nc": 0.43566
        }
    }
}
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": [
        [
            417627.2890887157,
            403920.1836538563,
            13707.1054348594,
            -37357.5387054517,
            32422.8685707037,
            -69780.4072761556
        ],
        [
            417.627289,
            403.920184,
            13.707105,
            -37.357539,
            32.422869,
            -69.780407
        ],
        [
            0.166967,
            0.161487,
            0.00548,
            -0.018698,
            0.011228,
            -0.047832
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -161177,
            -99411,
            -201471,
            -137478,
            -76060,
            -146033
        ],
        [
            1.133918,
            1.278368,
            1.00822,
            0.968352,
            1.057183,
            0.886243
        ],
        [
            1216,
            608,
            608,
            1216,
            608,
            608
        ],
        [
            588,
            293,
            295,
            588,
            293,
            295
        ],
        [
            628,
            315,
            313,
            628,
            315,
            313
        ],
        [
            48.355263,
            48.190789,
            48.519737,
            48.355263,
            48.190789,
            48.519737
        ],
        [
            1.211056,
            1.374355,
            1.069739,
            1.034227,
            1.136562,
            0.940319
        ],
        [
            45769,
            45769,
            34990,
            23042,
            23042,
            17973
        ],
        [
            -85478,
            -28777,
            -85478,
            -47491,
            -27321,
            -47491
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            9998,
            5000,
            4997,
            9998,
            5000,
            4997
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -59953,
            339793,
            -445107,
            -573186,
            -336162,
            -578454
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10005,
    "evaluation_days": 2501.25,
    "actual_first_datapoint_time": 1543644000000,
    "first_datapoint_time": 1543687200000,
    "last_datapoint_time": 1759752000000,
    "evaluation_time": 1759774309034,
    "expiration_time": 1766235240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 3,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.2,
            "nb": 0.49049,
            "nc": 0.43566
        }
    }
}

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)