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Trade: QTUM/USDT/720/SUPERTREND/FWMA/2789

Strategy
QTUM/USDT/720/SUPERTREND/FWMA/2789
Pair
QTUM_USDT
Interval
12h
Score
301645
Daily Profit
0.174076
Profit Factor
1.413129
Profitability
44.137931
Streak
50.889233
Best Strategy
Training Data Length
2506.500000
Evaluation Time
2025-10-11 00:20
Expiration Time
2025-12-24 18:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 436322.4569 423487.8357 12834.6212 36691.7197 256993.0488 -220301.3291
Total P&L (%) 436.3225 423.4878 12.8346 36.6917 256.993 -220.3013
Avg Daily Profit (%) 0.1741 0.169 0.0051 0.0125 0.0508 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -117007 -64204 -175085 -246722 -81308 -312900
Profit Factor 1.4131 1.8209 1.0238 1.0295 1.4668 0.6831
Total Trades 145 72 73 145 72 73
Winning Trades 64 30 34 64 30 34
Losing Trades 81 42 39 81 42 39
Profitability (%) 44.1379 41.6667 46.5753 44.1379 41.6667 46.5753
Ratio Avg Win / Avg Loss 1.7885 2.5493 1.1743 1.3029 2.0536 0.7836
Largest Winning Trade 141286 141286 59596 121690 121690 77372
Largest Losing Trade -50757 -45174 -50757 -123276 -45227 -123276
Avg Bars in Trades 32 26 38 32 26 38
Avg Bars in Winners 50 41 58 50 41 58
Avg Bars in Losers 18 16 21 18 16 21
Bars Traded 4735 1903 2832 4735 1903 2832
Profit Streak 50.8892 53.8892 50.8892 50.8892 53.8892 50.8892
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301645 -71048 -530689 -367728 -204739 -653503
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5013,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543579200000,
    "first_datapoint_time": 1553299200000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760131229709,
    "expiration_time": 1766594448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 17,
            "offset": 0,
            "multiplier": 2.36625
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 226,
            "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": [
        [
            436322.4568731699,
            423487.8356911907,
            12834.6211819791,
            36691.7197118993,
            256993.0488391421,
            -220301.3291272429
        ],
        [
            436.322457,
            423.487836,
            12.834621,
            36.69172,
            256.993049,
            -220.301329
        ],
        [
            0.174076,
            0.168956,
            0.005121,
            0.012471,
            0.050783,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -117007,
            -64204,
            -175085,
            -246722,
            -81308,
            -312900
        ],
        [
            1.413129,
            1.820924,
            1.023756,
            1.029455,
            1.466838,
            0.683112
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            64,
            30,
            34,
            64,
            30,
            34
        ],
        [
            81,
            42,
            39,
            81,
            42,
            39
        ],
        [
            44.137931,
            41.666667,
            46.575342,
            44.137931,
            41.666667,
            46.575342
        ],
        [
            1.788492,
            2.549293,
            1.174308,
            1.302904,
            2.053573,
            0.783569
        ],
        [
            141286,
            141286,
            59596,
            121690,
            121690,
            77372
        ],
        [
            -50757,
            -45174,
            -50757,
            -123276,
            -45227,
            -123276
        ],
        [
            32,
            26,
            38,
            32,
            26,
            38
        ],
        [
            50,
            41,
            58,
            50,
            41,
            58
        ],
        [
            18,
            16,
            21,
            18,
            16,
            21
        ],
        [
            4735,
            1903,
            2832,
            4735,
            1903,
            2832
        ],
        [
            50.889233,
            53.889233,
            50.889233,
            50.889233,
            53.889233,
            50.889233
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301645,
            -71048,
            -530689,
            -367728,
            -204739,
            -653503
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5013,
    "evaluation_days": 2506.5,
    "actual_first_datapoint_time": 1543579200000,
    "first_datapoint_time": 1553299200000,
    "last_datapoint_time": 1760097600000,
    "evaluation_time": 1760131229709,
    "expiration_time": 1766594448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 17,
            "offset": 0,
            "multiplier": 2.36625
        }
    },
    "second_band": {
        "type": "fwma",
        "factors": {
            "length": 226,
            "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)