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Trade: QTUM/USDT/720/SUPERTREND/VWAP/5245

Strategy
QTUM/USDT/720/SUPERTREND/VWAP/5245
Pair
QTUM_USDT
Interval
12h
Score
492597
Daily Profit
0.192862
Profit Factor
2.883887
Profitability
50.000000
Streak
65.659236
Best Strategy
Training Data Length
2504.500000
Evaluation Time
2025-10-02 06:49
Expiration Time
2025-12-16 05:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 556926.715 483022.5543 73904.1606 826777.2249 1150923.6712 -324146.4463
Total P&L (%) 556.9267 483.0226 73.9042 826.7772 1150.9237 -324.1464
Avg Daily Profit (%) 0.2224 0.1929 0.0295 0.0889 0.1009 0
Buy And Hold Return (%) 42.9389 42.9389 42.9389 42.9389 42.9389 42.9389
Max Trade Drawdown -126529 -54466 -155663 -1286628 -487276 -939763
Profit Factor 1.8388 2.8839 1.1813 1.1891 1.6291 0.8725
Total Trades 88 44 44 88 44 44
Winning Trades 39 22 17 39 22 17
Losing Trades 49 22 27 49 22 27
Profitability (%) 44.3182 50 38.6364 44.3182 50 38.6364
Ratio Avg Win / Avg Loss 2.3103 2.8839 1.8762 1.494 1.6291 1.3857
Largest Winning Trade 97556 97556 69860 344377 344377 306982
Largest Losing Trade -50757 -32973 -50757 -390674 -208497 -390674
Avg Bars in Trades 55 36 74 55 36 74
Avg Bars in Winners 90 54 135 90 54 135
Avg Bars in Losers 27 18 35 27 18 35
Bars Traded 4880 1615 3265 4880 1615 3265
Profit Streak 42.1592 65.6592 0 42.1592 65.6592 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 370599 492597 -186516 -87708 -54117 -583472
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5009,
    "evaluation_days": 2504.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1544184000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759376958007,
    "expiration_time": 1765854864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 27,
            "offset": 0,
            "multiplier": 3.27698
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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": [
        [
            556926.7149719041,
            483022.5543401084,
            73904.1606317956,
            826777.2249180158,
            1150923.6712289983,
            -324146.4463109823
        ],
        [
            556.926715,
            483.022554,
            73.904161,
            826.777225,
            1150.923671,
            -324.146446
        ],
        [
            0.22237,
            0.192862,
            0.029509,
            0.088941,
            0.100928,
            0
        ],
        [
            42.938931,
            42.938931,
            42.938931,
            42.938931,
            42.938931,
            42.938931
        ],
        [
            -126529,
            -54466,
            -155663,
            -1286628,
            -487276,
            -939763
        ],
        [
            1.838807,
            2.883887,
            1.181336,
            1.189131,
            1.629094,
            0.872482
        ],
        [
            88,
            44,
            44,
            88,
            44,
            44
        ],
        [
            39,
            22,
            17,
            39,
            22,
            17
        ],
        [
            49,
            22,
            27,
            49,
            22,
            27
        ],
        [
            44.318182,
            50,
            38.636364,
            44.318182,
            50,
            38.636364
        ],
        [
            2.310296,
            2.883887,
            1.876239,
            1.494036,
            1.629094,
            1.385707
        ],
        [
            97556,
            97556,
            69860,
            344377,
            344377,
            306982
        ],
        [
            -50757,
            -32973,
            -50757,
            -390674,
            -208497,
            -390674
        ],
        [
            55,
            36,
            74,
            55,
            36,
            74
        ],
        [
            90,
            54,
            135,
            90,
            54,
            135
        ],
        [
            27,
            18,
            35,
            27,
            18,
            35
        ],
        [
            4880,
            1615,
            3265,
            4880,
            1615,
            3265
        ],
        [
            42.159236,
            65.659236,
            0,
            42.159236,
            65.659236,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            370599,
            492597,
            -186516,
            -87708,
            -54117,
            -583472
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5009,
    "evaluation_days": 2504.5,
    "actual_first_datapoint_time": 1543017600000,
    "first_datapoint_time": 1544184000000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759376958007,
    "expiration_time": 1765854864000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 27,
            "offset": 0,
            "multiplier": 3.27698
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "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)