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Trade: QTUM/USDT/720/HL2/HWMA/7115

Strategy
QTUM/USDT/720/HL2/HWMA/7115
Pair
QTUM_USDT
Interval
12h
Score
348567
Daily Profit
0.163745
Profit Factor
1.388667
Profitability
47.787611
Streak
0.000000
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-27 18:17
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 445635.7217 409363.4297 36272.292 106900.0038 903495.0933 -796595.0894
Total P&L (%) 445.6357 409.3634 36.2723 106.9 903.4951 -796.5951
Avg Daily Profit (%) 0.1783 0.1637 0.0145 0.0291 0.0923 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -205333 -130980 -205299 -1662110 -749672 -1405187
Profit Factor 1.2136 1.3887 1.0351 1.0108 1.1811 0.8372
Total Trades 678 339 339 678 339 339
Winning Trades 319 162 157 319 162 157
Losing Trades 359 177 182 359 177 182
Profitability (%) 47.0501 47.7876 46.3127 47.0501 47.7876 46.3127
Ratio Avg Win / Avg Loss 1.3658 1.5172 1.1999 1.1376 1.2905 0.9705
Largest Winning Trade 80761 80761 55517 430858 430858 179033
Largest Losing Trade -50638 -32067 -50638 -442622 -442622 -362646
Avg Bars in Trades 7 7 7 7 7 7
Avg Bars in Winners 8 8 8 8 8 8
Avg Bars in Losers 6 6 6 6 6 6
Bars Traded 4995 2568 2427 4995 2568 2427
Profit Streak 0 0 22.6372 0 0 22.6372
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 347888 348567 -357309 -359977 -89979 -580169
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1542758400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758986257005,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.55274,
            "nb": 0.1,
            "nc": 0.56527
        }
    }
}
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": [
        [
            445635.7217291078,
            409363.4297112287,
            36272.2920178787,
            106900.0038311127,
            903495.0932720564,
            -796595.0894409452
        ],
        [
            445.635722,
            409.36343,
            36.272292,
            106.900004,
            903.495093,
            -796.595089
        ],
        [
            0.178254,
            0.163745,
            0.014509,
            0.029087,
            0.092286,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -205333,
            -130980,
            -205299,
            -1662110,
            -749672,
            -1405187
        ],
        [
            1.213604,
            1.388667,
            1.035113,
            1.010819,
            1.181141,
            0.837196
        ],
        [
            678,
            339,
            339,
            678,
            339,
            339
        ],
        [
            319,
            162,
            157,
            319,
            162,
            157
        ],
        [
            359,
            177,
            182,
            359,
            177,
            182
        ],
        [
            47.050147,
            47.787611,
            46.312684,
            47.050147,
            47.787611,
            46.312684
        ],
        [
            1.365781,
            1.517247,
            1.19994,
            1.137567,
            1.290506,
            0.970507
        ],
        [
            80761,
            80761,
            55517,
            430858,
            430858,
            179033
        ],
        [
            -50638,
            -32067,
            -50638,
            -442622,
            -442622,
            -362646
        ],
        [
            7,
            7,
            7,
            7,
            7,
            7
        ],
        [
            8,
            8,
            8,
            8,
            8,
            8
        ],
        [
            6,
            6,
            6,
            6,
            6,
            6
        ],
        [
            4995,
            2568,
            2427,
            4995,
            2568,
            2427
        ],
        [
            0,
            0,
            22.637234,
            0,
            0,
            22.637234
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            347888,
            348567,
            -357309,
            -359977,
            -89979,
            -580169
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1542758400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758986257005,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 0,
            "na": 0.55274,
            "nb": 0.1,
            "nc": 0.56527
        }
    }
}

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)