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Trade: QTUM/USDT/480/SUPERTREND/VWAP/2526

Strategy
QTUM/USDT/480/SUPERTREND/VWAP/2526
Pair
QTUM_USDT
Interval
8h
Score
358403
Daily Profit
0.236688
Profit Factor
1.563695
Profitability
43.292683
Streak
39.454953
Best Strategy
Training Data Length
2501.330000
Evaluation Time
2025-09-29 13:55
Expiration Time
2025-12-13 10:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 592034.402 533671.0637 58363.3384 707589.6593 743569.4695 -35979.8102
Total P&L (%) 592.0344 533.6711 58.3633 707.5897 743.5695 -35.9798
Avg Daily Profit (%) 0.2367 0.2134 0.0233 0.0835 0.0853 -0.0178
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -120509 -84485 -143633 -433145 -222360 -276511
Profit Factor 1.5637 2.0666 1.1061 1.2566 1.5519 0.9745
Total Trades 164 82 82 164 82 82
Winning Trades 71 35 36 71 35 36
Losing Trades 93 47 46 93 47 46
Profitability (%) 43.2927 42.6829 43.9024 43.2927 42.6829 43.9024
Ratio Avg Win / Avg Loss 2.0482 2.7752 1.4134 1.6459 2.0839 1.2452
Largest Winning Trade 128560 128560 61130 345057 345057 208863
Largest Losing Trade -42532 -42532 -33276 -134444 -116149 -134444
Avg Bars in Trades 44 35 54 44 35 54
Avg Bars in Winners 71 55 87 71 55 87
Avg Bars in Losers 24 21 28 24 21 28
Bars Traded 7372 2920 4452 7372 2920 4452
Profit Streak 39.455 45.1216 0 39.455 45.1216 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 358403 191981 -273089 -81267 -82683 -585940
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1543708800000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759143307971,
    "expiration_time": 1765616256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 23,
            "offset": 0,
            "multiplier": 2.89916
        }
    },
    "second_band": {
        "type": "vwap",
        "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": [
        [
            592034.402023046,
            533671.0636720061,
            58363.3383510399,
            707589.6592615581,
            743569.4694871586,
            -35979.8102256005
        ],
        [
            592.034402,
            533.671064,
            58.363338,
            707.589659,
            743.569469,
            -35.97981
        ],
        [
            0.236688,
            0.213355,
            0.023333,
            0.083546,
            0.08529,
            -0.017828
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -120509,
            -84485,
            -143633,
            -433145,
            -222360,
            -276511
        ],
        [
            1.563695,
            2.066641,
            1.106126,
            1.256558,
            1.551865,
            0.974494
        ],
        [
            164,
            82,
            82,
            164,
            82,
            82
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            43.292683,
            42.682927,
            43.902439,
            43.292683,
            42.682927,
            43.902439
        ],
        [
            2.04822,
            2.775204,
            1.413383,
            1.645914,
            2.083933,
            1.245187
        ],
        [
            128560,
            128560,
            61130,
            345057,
            345057,
            208863
        ],
        [
            -42532,
            -42532,
            -33276,
            -134444,
            -116149,
            -134444
        ],
        [
            44,
            35,
            54,
            44,
            35,
            54
        ],
        [
            71,
            55,
            87,
            71,
            55,
            87
        ],
        [
            24,
            21,
            28,
            24,
            21,
            28
        ],
        [
            7372,
            2920,
            4452,
            7372,
            2920,
            4452
        ],
        [
            39.454953,
            45.12162,
            0,
            39.454953,
            45.12162,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358403,
            191981,
            -273089,
            -81267,
            -82683,
            -585940
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1543708800000,
    "last_datapoint_time": 1759132800000,
    "evaluation_time": 1759143307971,
    "expiration_time": 1765616256000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 23,
            "offset": 0,
            "multiplier": 2.89916
        }
    },
    "second_band": {
        "type": "vwap",
        "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)