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Trade: QTUM/USDT/720/MIDPOINT/SSF/3015

Strategy
QTUM/USDT/720/MIDPOINT/SSF/3015
Pair
QTUM_USDT
Interval
12h
Score
442504
Daily Profit
0.173686
Profit Factor
2.349787
Profitability
61.363636
Streak
0.000000
Best Strategy
Training Data Length
2504.500000
Evaluation Time
2025-10-08 18:38
Expiration Time
2025-12-22 17:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 480066.4017 434996.7164 45069.6853 310031.7069 187585.9721 122445.7348
Total P&L (%) 480.0664 434.9967 45.0697 310.0317 187.586 122.4457
Avg Daily Profit (%) 0.1917 0.1737 0.018 0.0564 0.0422 0.0319
Buy And Hold Return (%) 29.8737 29.8737 29.8737 29.8737 29.8737 29.8737
Max Trade Drawdown -166027 -105639 -90776 -433345 -438741 -417159
Profit Factor 1.7004 2.3498 1.1241 1.1719 1.2039 1.1385
Total Trades 88 44 44 88 44 44
Winning Trades 51 27 24 51 27 24
Losing Trades 37 17 20 37 17 20
Profitability (%) 57.9545 61.3636 54.5455 57.9545 61.3636 54.5455
Ratio Avg Win / Avg Loss 1.2336 1.4795 0.9368 0.8502 0.758 0.9488
Largest Winning Trade 168507 168507 72734 192070 192070 155591
Largest Losing Trade -46444 -46444 -45871 -298686 -298686 -204534
Avg Bars in Trades 55 35 74 55 35 74
Avg Bars in Winners 50 29 73 50 29 73
Avg Bars in Losers 62 46 75 62 46 75
Bars Traded 4845 1571 3274 4845 1571 3274
Profit Streak 0 0 69.6518 0 0 69.6518
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 393371 442504 -263453 -149523 -137675 -220971
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5009,
    "evaluation_days": 2504.5,
    "actual_first_datapoint_time": 1543579200000,
    "first_datapoint_time": 1549195200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759937912261,
    "expiration_time": 1766416464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 115,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            480066.4016502151,
            434996.7163618156,
            45069.6852883995,
            310031.7068683604,
            187585.9720614026,
            122445.7348069579
        ],
        [
            480.066402,
            434.996716,
            45.069685,
            310.031707,
            187.585972,
            122.445735
        ],
        [
            0.191682,
            0.173686,
            0.017995,
            0.056357,
            0.042187,
            0.031928
        ],
        [
            29.873696,
            29.873696,
            29.873696,
            29.873696,
            29.873696,
            29.873696
        ],
        [
            -166027,
            -105639,
            -90776,
            -433345,
            -438741,
            -417159
        ],
        [
            1.70038,
            2.349787,
            1.124102,
            1.17188,
            1.203921,
            1.138533
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            51,
            27,
            24,
            51,
            27,
            24
        ],
        [
            37,
            17,
            20,
            37,
            17,
            20
        ],
        [
            57.954545,
            61.363636,
            54.545455,
            57.954545,
            61.363636,
            54.545455
        ],
        [
            1.233609,
            1.479496,
            0.936752,
            0.850187,
            0.758024,
            0.948777
        ],
        [
            168507,
            168507,
            72734,
            192070,
            192070,
            155591
        ],
        [
            -46444,
            -46444,
            -45871,
            -298686,
            -298686,
            -204534
        ],
        [
            55,
            35,
            74,
            55,
            35,
            74
        ],
        [
            50,
            29,
            73,
            50,
            29,
            73
        ],
        [
            62,
            46,
            75,
            62,
            46,
            75
        ],
        [
            4845,
            1571,
            3274,
            4845,
            1571,
            3274
        ],
        [
            0,
            0,
            69.651762,
            0,
            0,
            69.651762
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
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        ],
        [
            393371,
            442504,
            -263453,
            -149523,
            -137675,
            -220971
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5009,
    "evaluation_days": 2504.5,
    "actual_first_datapoint_time": 1543579200000,
    "first_datapoint_time": 1549195200000,
    "last_datapoint_time": 1759924800000,
    "evaluation_time": 1759937912261,
    "expiration_time": 1766416464000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 131,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 115,
            "offset": 0,
            "poles": 3
        }
    }
}

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)