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Trade: QTUM/USDT/720/SWMA/WMA/9372

Strategy
QTUM/USDT/720/SWMA/WMA/9372
Pair
QTUM_USDT
Interval
12h
Score
333727
Daily Profit
0.244456
Profit Factor
1.551410
Profitability
38.793103
Streak
44.728746
Best Strategy
Training Data Length
2501.000000
Evaluation Time
2025-10-05 08:29
Expiration Time
2025-12-19 02:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 611383.2847 499718.7816 111664.5031 1437737.815 1322105.1828 115632.6321
Total P&L (%) 611.3833 499.7188 111.6645 1437.7378 1322.1052 115.6326
Avg Daily Profit (%) 0.2445 0.1998 0.0446 0.1093 0.1062 0.0307
Buy And Hold Return (%) 36.8262 36.8262 36.8262 36.8262 36.8262 36.8262
Max Trade Drawdown -132186 -125351 -94517 -3052975 -2218230 -1301161
Profit Factor 1.5514 1.8636 1.2106 1.1205 1.2062 1.021
Total Trades 232 116 116 232 116 116
Winning Trades 90 41 49 90 41 49
Losing Trades 142 75 67 142 75 67
Profitability (%) 38.7931 35.3448 42.2414 38.7931 35.3448 42.2414
Ratio Avg Win / Avg Loss 2.4478 3.4091 1.6554 1.768 2.2065 1.396
Largest Winning Trade 112155 112155 44584 1730060 1730060 434746
Largest Losing Trade -35156 -33781 -35156 -718035 -688401 -718035
Avg Bars in Trades 21 21 21 21 21 21
Avg Bars in Winners 36 38 34 36 38 34
Avg Bars in Losers 12 11 12 12 11 12
Bars Traded 4967 2453 2514 4967 2453 2514
Profit Streak 44.7287 50.2287 44.7287 44.7287 50.2287 44.7287
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333727 217940 -138139 -135309 -55266 -354720
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543579200000,
    "first_datapoint_time": 1544616000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759642163686,
    "expiration_time": 1766104992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 17,
            "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": [
        [
            611383.2846760767,
            499718.781608433,
            111664.5030676438,
            1437737.8149779062,
            1322105.1828364437,
            115632.6321414629
        ],
        [
            611.383285,
            499.718782,
            111.664503,
            1437.737815,
            1322.105183,
            115.632632
        ],
        [
            0.244456,
            0.199808,
            0.044648,
            0.109332,
            0.106203,
            0.030729
        ],
        [
            36.826166,
            36.826166,
            36.826166,
            36.826166,
            36.826166,
            36.826166
        ],
        [
            -132186,
            -125351,
            -94517,
            -3052975,
            -2218230,
            -1301161
        ],
        [
            1.55141,
            1.863635,
            1.210632,
            1.120545,
            1.206232,
            1.020962
        ],
        [
            232,
            116,
            116,
            232,
            116,
            116
        ],
        [
            90,
            41,
            49,
            90,
            41,
            49
        ],
        [
            142,
            75,
            67,
            142,
            75,
            67
        ],
        [
            38.793103,
            35.344828,
            42.241379,
            38.793103,
            35.344828,
            42.241379
        ],
        [
            2.44778,
            3.409088,
            1.655354,
            1.767971,
            2.206522,
            1.39601
        ],
        [
            112155,
            112155,
            44584,
            1730060,
            1730060,
            434746
        ],
        [
            -35156,
            -33781,
            -35156,
            -718035,
            -688401,
            -718035
        ],
        [
            21,
            21,
            21,
            21,
            21,
            21
        ],
        [
            36,
            38,
            34,
            36,
            38,
            34
        ],
        [
            12,
            11,
            12,
            12,
            11,
            12
        ],
        [
            4967,
            2453,
            2514,
            4967,
            2453,
            2514
        ],
        [
            44.728746,
            50.228746,
            44.728746,
            44.728746,
            50.228746,
            44.728746
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            333727,
            217940,
            -138139,
            -135309,
            -55266,
            -354720
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5002,
    "evaluation_days": 2501,
    "actual_first_datapoint_time": 1543579200000,
    "first_datapoint_time": 1544616000000,
    "last_datapoint_time": 1759622400000,
    "evaluation_time": 1759642163686,
    "expiration_time": 1766104992000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "wma",
        "factors": {
            "length": 17,
            "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)