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Trade: QTUM/USDT/720/DCM/KCU/1568

Strategy
QTUM/USDT/720/DCM/KCU/1568
Pair
QTUM_USDT
Interval
12h
Score
674791
Daily Profit
0.236723
Profit Factor
6.414816
Profitability
61.904762
Streak
0.000000
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-09-28 21:56
Expiration Time
2025-12-12 14:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 950541.7673 671567.9368 278973.8304 57633445.8974 20735942.5162 36897503.3813
Total P&L (%) 950.5418 671.5679 278.9738 57633.4459 20735.9425 36897.5034
Avg Daily Profit (%) 0.3801 0.2685 0.1115 0.2546 0.2137 0.2367
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -56845 -57142 -69096 -10196568 -11829285 -2189051
Profit Factor 3.6361 3.8815 3.1877 2.4809 1.6459 6.4148
Total Trades 84 42 42 84 42 42
Winning Trades 50 24 26 50 24 26
Losing Trades 34 18 16 34 18 16
Profitability (%) 59.5238 57.1429 61.9048 59.5238 57.1429 61.9048
Ratio Avg Win / Avg Loss 2.4726 2.9111 1.9616 1.687 1.2344 3.9476
Largest Winning Trade 194893 194893 77771 13993830 13993830 9677260
Largest Losing Trade -38291 -38291 -36151 -7793707 -7793707 -2189051
Avg Bars in Trades 57 93 22 57 93 22
Avg Bars in Winners 62 101 26 62 101 26
Avg Bars in Losers 50 82 14 50 82 14
Bars Traded 4851 3914 936 4851 3914 936
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 651902 596424 -36123 538891 400678 674791
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1548028800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759085763661,
    "expiration_time": 1765543392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 117,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            950541.7672540916,
            671567.9368495337,
            278973.8304045578,
            57633445.89742396,
            20735942.516170114,
            36897503.381253846
        ],
        [
            950.541767,
            671.567937,
            278.97383,
            57633.445897,
            20735.942516,
            36897.503381
        ],
        [
            0.380065,
            0.26852,
            0.111545,
            0.254559,
            0.213713,
            0.236723
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -56845,
            -57142,
            -69096,
            -10196568,
            -11829285,
            -2189051
        ],
        [
            3.636134,
            3.881507,
            3.18768,
            2.480909,
            1.64591,
            6.414816
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            50,
            24,
            26,
            50,
            24,
            26
        ],
        [
            34,
            18,
            16,
            34,
            18,
            16
        ],
        [
            59.52381,
            57.142857,
            61.904762,
            59.52381,
            57.142857,
            61.904762
        ],
        [
            2.472571,
            2.91113,
            1.961649,
            1.687018,
            1.234433,
            3.947579
        ],
        [
            194893,
            194893,
            77771,
            13993830,
            13993830,
            9677260
        ],
        [
            -38291,
            -38291,
            -36151,
            -7793707,
            -7793707,
            -2189051
        ],
        [
            57,
            93,
            22,
            57,
            93,
            22
        ],
        [
            62,
            101,
            26,
            62,
            101,
            26
        ],
        [
            50,
            82,
            14,
            50,
            82,
            14
        ],
        [
            4851,
            3914,
            936,
            4851,
            3914,
            936
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            651902,
            596424,
            -36123,
            538891,
            400678,
            674791
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1548028800000,
    "last_datapoint_time": 1759060800000,
    "evaluation_time": 1759085763661,
    "expiration_time": 1765543392000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 80,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 117,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)