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Trade: QTUM/USDT/720/VWMA/SINWMA/6403

Strategy
QTUM/USDT/720/VWMA/SINWMA/6403
Pair
QTUM_USDT
Interval
12h
Score
302384
Daily Profit
0.148062
Profit Factor
1.972190
Profitability
50.000000
Streak
0.000000
Best Strategy
Training Data Length
2508.000000
Evaluation Time
2025-10-12 05:27
Expiration Time
2025-12-26 07:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 291470.6726 371338.2965 -79867.6239 -83703.0308 120629.865 -204332.8958
Total P&L (%) 291.4707 371.3383 -79.8676 -83.703 120.6299 -204.3329
Avg Daily Profit (%) 0.1162 0.1481 -0.0318 -0.0723 0.0316 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -106746 -82228 -146430 -204319 -134537 -249563
Profit Factor 1.3298 1.9722 0.8408 0.9188 1.2532 0.6318
Total Trades 84 42 42 84 42 42
Winning Trades 45 21 24 45 21 24
Losing Trades 39 21 18 39 21 18
Profitability (%) 53.5714 50 57.1429 53.5714 50 57.1429
Ratio Avg Win / Avg Loss 1.1525 1.9722 0.6306 0.7963 1.2532 0.4738
Largest Winning Trade 165944 165944 61233 116010 116010 44391
Largest Losing Trade -69157 -46250 -69157 -136419 -86464 -136419
Avg Bars in Trades 57 38 76 57 38 76
Avg Bars in Winners 62 36 86 62 36 86
Avg Bars in Losers 52 41 64 52 41 64
Bars Traded 4861 1630 3231 4861 1630 3231
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -36898 302384 -579808 -580090 -150888 -579808
Evaluation Data
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5016,
    "evaluation_days": 2508,
    "actual_first_datapoint_time": 1543579200000,
    "first_datapoint_time": 1547726400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760236073177,
    "expiration_time": 1766727936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 47,
            "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": [
        [
            291470.6726044175,
            371338.2964997924,
            -79867.6238953747,
            -83703.030827799,
            120629.8649818874,
            -204332.8958096864
        ],
        [
            291.470673,
            371.338296,
            -79.867624,
            -83.703031,
            120.629865,
            -204.332896
        ],
        [
            0.116216,
            0.148062,
            -0.031845,
            -0.07231,
            0.031557,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -106746,
            -82228,
            -146430,
            -204319,
            -134537,
            -249563
        ],
        [
            1.329802,
            1.97219,
            0.840842,
            0.918838,
            1.253231,
            0.631797
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            45,
            21,
            24,
            45,
            21,
            24
        ],
        [
            39,
            21,
            18,
            39,
            21,
            18
        ],
        [
            53.571429,
            50,
            57.142857,
            53.571429,
            50,
            57.142857
        ],
        [
            1.152495,
            1.97219,
            0.630632,
            0.796326,
            1.253231,
            0.473848
        ],
        [
            165944,
            165944,
            61233,
            116010,
            116010,
            44391
        ],
        [
            -69157,
            -46250,
            -69157,
            -136419,
            -86464,
            -136419
        ],
        [
            57,
            38,
            76,
            57,
            38,
            76
        ],
        [
            62,
            36,
            86,
            62,
            36,
            86
        ],
        [
            52,
            41,
            64,
            52,
            41,
            64
        ],
        [
            4861,
            1630,
            3231,
            4861,
            1630,
            3231
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -36898,
            302384,
            -579808,
            -580090,
            -150888,
            -579808
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "QTUM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5016,
    "evaluation_days": 2508,
    "actual_first_datapoint_time": 1543579200000,
    "first_datapoint_time": 1547726400000,
    "last_datapoint_time": 1760227200000,
    "evaluation_time": 1760236073177,
    "expiration_time": 1766727936000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwma",
        "factors": {
            "length": 97,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 47,
            "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)