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Trade: QTUM/USDT/720/DCM/KCU/4539

Strategy
QTUM/USDT/720/DCM/KCU/4539
Pair
QTUM_USDT
Interval
12h
Score
531373
Daily Profit
0.391065
Profit Factor
2.363911
Profitability
52.293578
Streak
0.000000
Best Strategy
Training Data Length
2503.500000
Evaluation Time
2025-10-07 22:50
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 979031.8338 762589.3305 216442.5033 14756419.3574 6081323.0848 8675096.2726
Total P&L (%) 979.0318 762.5893 216.4425 14756.4194 6081.3231 8675.0963
Avg Daily Profit (%) 0.3911 0.3046 0.0865 0.2 0.1649 0.1789
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -119704 -113440 -43322 -17479158 -13550852 -6562798
Profit Factor 2.3639 2.7785 1.7488 1.21 1.1361 1.3394
Total Trades 109 55 54 109 55 54
Winning Trades 57 26 31 57 26 31
Losing Trades 52 29 23 52 29 23
Profitability (%) 52.2936 47.2727 57.4074 52.2936 47.2727 57.4074
Ratio Avg Win / Avg Loss 2.1566 3.0991 1.2975 1.1039 1.2671 0.9938
Largest Winning Trade 170035 170035 54010 9596287 9596287 5598029
Largest Losing Trade -43322 -41863 -43322 -7512793 -7512793 -6365472
Avg Bars in Trades 43 41 45 43 41 45
Avg Bars in Winners 46 37 54 46 37 54
Avg Bars in Losers 40 46 33 40 46 33
Bars Traded 4767 2299 2468 4767 2299 2468
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 531373 -166881 -254422 293711 -244239 -172579
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": 1548115200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759866621888,
    "expiration_time": 1766327472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            979031.8337509909,
            762589.3304524786,
            216442.5032985122,
            14756419.357426815,
            6081323.084833783,
            8675096.272593036
        ],
        [
            979.031834,
            762.58933,
            216.442503,
            14756.419357,
            6081.323085,
            8675.096273
        ],
        [
            0.391065,
            0.304609,
            0.086456,
            0.199961,
            0.16487,
            0.17889
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -119704,
            -113440,
            -43322,
            -17479158,
            -13550852,
            -6562798
        ],
        [
            2.363911,
            2.778535,
            1.748837,
            1.210048,
            1.13606,
            1.339442
        ],
        [
            109,
            55,
            54,
            109,
            55,
            54
        ],
        [
            57,
            26,
            31,
            57,
            26,
            31
        ],
        [
            52,
            29,
            23,
            52,
            29,
            23
        ],
        [
            52.293578,
            47.272727,
            57.407407,
            52.293578,
            47.272727,
            57.407407
        ],
        [
            2.156551,
            3.099135,
            1.297525,
            1.103903,
            1.267144,
            0.99378
        ],
        [
            170035,
            170035,
            54010,
            9596287,
            9596287,
            5598029
        ],
        [
            -43322,
            -41863,
            -43322,
            -7512793,
            -7512793,
            -6365472
        ],
        [
            43,
            41,
            45,
            43,
            41,
            45
        ],
        [
            46,
            37,
            54,
            46,
            37,
            54
        ],
        [
            40,
            46,
            33,
            40,
            46,
            33
        ],
        [
            4767,
            2299,
            2468,
            4767,
            2299,
            2468
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            531373,
            -166881,
            -254422,
            293711,
            -244239,
            -172579
        ]
    ]
}
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": 1548115200000,
    "last_datapoint_time": 1759838400000,
    "evaluation_time": 1759866621888,
    "expiration_time": 1766327472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 106,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 58,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)