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Trade: QTUM/USDT/720/DCM/DCL/3599

Strategy
QTUM/USDT/720/DCM/DCL/3599
Pair
QTUM_USDT
Interval
12h
Score
342992
Daily Profit
0.159812
Profit Factor
2.958724
Profitability
40.625000
Streak
0.000000
Best Strategy
Training Data Length
2503.500000
Evaluation Time
2025-10-07 18:56
Expiration Time
2025-12-21 16:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 470110.5191 400088.3197 70022.1994 422202.281 483468.3282 -61266.0472
Total P&L (%) 470.1105 400.0883 70.0222 422.2023 483.4683 -61.266
Avg Daily Profit (%) 0.1878 0.1598 0.028 0.066 0.0705 -0.0379
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -98986 -43855 -87399 -550151 -207786 -436999
Profit Factor 1.9835 2.9587 1.2558 1.2498 1.689 0.938
Total Trades 63 32 31 63 32 31
Winning Trades 30 13 17 30 13 17
Losing Trades 33 19 14 33 19 14
Profitability (%) 47.619 40.625 54.8387 47.619 40.625 54.8387
Ratio Avg Win / Avg Loss 2.1818 4.3243 1.0342 1.3748 2.4686 0.7725
Largest Winning Trade 161800 161800 80759 257615 257615 186454
Largest Losing Trade -59718 -28316 -59718 -263336 -128838 -263336
Avg Bars in Trades 73 24 124 73 24 124
Avg Bars in Winners 127 30 201 127 30 201
Avg Bars in Losers 24 19 30 24 19 30
Bars Traded 4623 769 3854 4623 769 3854
Profit Streak 0 0 328.1639 0 0 328.1639
Trades During Streak 0 0 5 0 0 5
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -140640 342992 -153726 -256894 -99034 -578805
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543579200000,
    "first_datapoint_time": 1553947200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759852562319,
    "expiration_time": 1766327472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 12,
            "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": [
        [
            470110.5190820368,
            400088.3197301623,
            70022.1993518743,
            422202.2809756255,
            483468.3281673666,
            -61266.0471917409
        ],
        [
            470.110519,
            400.08832,
            70.022199,
            422.202281,
            483.468328,
            -61.266047
        ],
        [
            0.187781,
            0.159812,
            0.02797,
            0.066045,
            0.070479,
            -0.037878
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -98986,
            -43855,
            -87399,
            -550151,
            -207786,
            -436999
        ],
        [
            1.983486,
            2.958724,
            1.255794,
            1.249794,
            1.689029,
            0.938024
        ],
        [
            63,
            32,
            31,
            63,
            32,
            31
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            33,
            19,
            14,
            33,
            19,
            14
        ],
        [
            47.619048,
            40.625,
            54.83871,
            47.619048,
            40.625,
            54.83871
        ],
        [
            2.181835,
            4.324289,
            1.034183,
            1.374773,
            2.468581,
            0.77249
        ],
        [
            161800,
            161800,
            80759,
            257615,
            257615,
            186454
        ],
        [
            -59718,
            -28316,
            -59718,
            -263336,
            -128838,
            -263336
        ],
        [
            73,
            24,
            124,
            73,
            24,
            124
        ],
        [
            127,
            30,
            201,
            127,
            30,
            201
        ],
        [
            24,
            19,
            30,
            24,
            19,
            30
        ],
        [
            4623,
            769,
            3854,
            4623,
            769,
            3854
        ],
        [
            0,
            0,
            328.163916,
            0,
            0,
            328.163916
        ],
        [
            0,
            0,
            5,
            0,
            0,
            5
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -140640,
            342992,
            -153726,
            -256894,
            -99034,
            -578805
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5007,
    "evaluation_days": 2503.5,
    "actual_first_datapoint_time": 1543579200000,
    "first_datapoint_time": 1553947200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759852562319,
    "expiration_time": 1766327472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 12,
            "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)