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Trade: XMR/USDT/120/KCB/SUPERTREND/4810

Strategy
XMR/USDT/120/KCB/SUPERTREND/4810
Pair
XMR_USDT
Interval
2h
Score
540631
Daily Profit
0.341759
Profit Factor
1.510713
Profitability
68.823529
Streak
610.032013
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-10 09:46
Expiration Time
2024-04-14 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 512638.9235 357930.0795 154708.844 4014031.8151 1579918.112 2434113.7031
Total P&L (%) 512.6389 357.9301 154.7088 4014.0318 1579.9181 2434.1137
Avg Daily Profit (%) 0.3418 0.2386 0.1031 0.2481 0.1883 0.2157
Buy And Hold Return (%) 72.2787 72.2787 72.2787 72.2787 72.2787 72.2787
Max Trade Drawdown -72096 -61318 -44330 -1426055 -1211014 -598147
Profit Factor 1.5107 1.7387 1.2979 1.3605 1.2545 1.4943
Total Trades 510 255 255 510 255 255
Winning Trades 351 190 161 351 190 161
Losing Trades 159 65 94 159 65 94
Profitability (%) 68.8235 74.5098 63.1373 68.8235 74.5098 63.1373
Ratio Avg Win / Avg Loss 0.6843 0.5948 0.7578 0.6163 0.4292 0.8724
Largest Winning Trade 16449 16010 16449 503741 239816 503741
Largest Losing Trade -46688 -46688 -21752 -1211014 -1211014 -400784
Avg Bars in Trades 35 31 38 35 31 38
Avg Bars in Winners 26 24 29 26 24 29
Avg Bars in Losers 53 52 53 53 52 53
Bars Traded 17850 8104 9746 17850 8104 9746
Profit Streak 610.032 611.282 610.032 610.032 611.282 610.032
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 540631 418771 -59770 478775 382151 390288
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579406400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760078765929,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 94,
            "offset": 0,
            "multiplier": 2.75002
        }
    }
}
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": [
        [
            512638.9234569377,
            357930.0794999716,
            154708.8439569658,
            4014031.815102432,
            1579918.1119578944,
            2434113.703144534
        ],
        [
            512.638923,
            357.930079,
            154.708844,
            4014.031815,
            1579.918112,
            2434.113703
        ],
        [
            0.341759,
            0.23862,
            0.103139,
            0.248107,
            0.188266,
            0.215728
        ],
        [
            72.278665,
            72.278665,
            72.278665,
            72.278665,
            72.278665,
            72.278665
        ],
        [
            -72096,
            -61318,
            -44330,
            -1426055,
            -1211014,
            -598147
        ],
        [
            1.510713,
            1.738742,
            1.297942,
            1.360531,
            1.254456,
            1.49427
        ],
        [
            510,
            255,
            255,
            510,
            255,
            255
        ],
        [
            351,
            190,
            161,
            351,
            190,
            161
        ],
        [
            159,
            65,
            94,
            159,
            65,
            94
        ],
        [
            68.823529,
            74.509804,
            63.137255,
            68.823529,
            74.509804,
            63.137255
        ],
        [
            0.68434,
            0.594833,
            0.757804,
            0.616309,
            0.429156,
            0.872431
        ],
        [
            16449,
            16010,
            16449,
            503741,
            239816,
            503741
        ],
        [
            -46688,
            -46688,
            -21752,
            -1211014,
            -1211014,
            -400784
        ],
        [
            35,
            31,
            38,
            35,
            31,
            38
        ],
        [
            26,
            24,
            29,
            26,
            24,
            29
        ],
        [
            53,
            52,
            53,
            53,
            52,
            53
        ],
        [
            17850,
            8104,
            9746,
            17850,
            8104,
            9746
        ],
        [
            610.032013,
            611.282013,
            610.032013,
            610.032013,
            611.282013,
            610.032013
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            540631,
            418771,
            -59770,
            478775,
            382151,
            390288
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579406400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760078765929,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcb",
        "factors": {
            "length": 2,
            "offset": 0,
            "scalar": 3
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 94,
            "offset": 0,
            "multiplier": 2.75002
        }
    }
}

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)