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Trade: XMR/USDT/120/SMA/SUPERTREND/3451

Strategy
XMR/USDT/120/SMA/SUPERTREND/3451
Pair
XMR_USDT
Interval
2h
Score
354712
Daily Profit
0.203651
Profit Factor
1.216330
Profitability
53.395062
Streak
604.534594
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-09-26 07:49
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 305476.2777 247895.6644 57580.6133 416303.73 333452.0321 82851.6979
Total P&L (%) 305.4763 247.8957 57.5806 416.3037 333.452 82.8517
Avg Daily Profit (%) 0.2037 0.1653 0.0384 0.1095 0.0978 0.0402
Buy And Hold Return (%) 91.947 91.947 91.947 91.947 91.947 91.947
Max Trade Drawdown -72585 -51020 -112619 -310120 -174594 -180165
Profit Factor 1.2163 1.4173 1.0704 1.1294 1.2439 1.0448
Total Trades 648 324 324 648 324 324
Winning Trades 346 180 166 346 180 166
Losing Trades 302 144 158 302 144 158
Profitability (%) 53.3951 55.5556 51.2346 53.3951 55.5556 51.2346
Ratio Avg Win / Avg Loss 1.0617 1.1339 1.0188 0.9857 0.9951 0.9944
Largest Winning Trade 34005 23271 34005 96684 60381 96684
Largest Losing Trade -25722 -22461 -25722 -88135 -88135 -86239
Avg Bars in Trades 27 23 30 27 23 30
Avg Bars in Winners 31 28 34 31 28 34
Avg Bars in Losers 22 17 26 22 17 26
Bars Traded 17727 7744 9982 17727 7744 9982
Profit Streak 604.5346 622.6179 604.5346 604.5346 622.6179 604.5346
Trades During Streak 4 5 2 4 5 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 354712 296852 -448247 -123019 -63354 -475633

Evaluation Data

{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579809600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758862188973,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 248,
            "offset": 0,
            "multiplier": 3.42341
        }
    }
}
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": [
        [
            305476.2776873746,
            247895.6643576483,
            57580.6133297264,
            416303.7299923201,
            333452.0321373848,
            82851.6978549355
        ],
        [
            305.476278,
            247.895664,
            57.580613,
            416.30373,
            333.452032,
            82.851698
        ],
        [
            0.203651,
            0.165264,
            0.038387,
            0.109495,
            0.097822,
            0.040242
        ],
        [
            91.94696,
            91.94696,
            91.94696,
            91.94696,
            91.94696,
            91.94696
        ],
        [
            -72585,
            -51020,
            -112619,
            -310120,
            -174594,
            -180165
        ],
        [
            1.21633,
            1.417318,
            1.070386,
            1.129352,
            1.243898,
            1.044756
        ],
        [
            648,
            324,
            324,
            648,
            324,
            324
        ],
        [
            346,
            180,
            166,
            346,
            180,
            166
        ],
        [
            302,
            144,
            158,
            302,
            144,
            158
        ],
        [
            53.395062,
            55.555556,
            51.234568,
            53.395062,
            55.555556,
            51.234568
        ],
        [
            1.061652,
            1.133855,
            1.018801,
            0.985735,
            0.995119,
            0.994406
        ],
        [
            34005,
            23271,
            34005,
            96684,
            60381,
            96684
        ],
        [
            -25722,
            -22461,
            -25722,
            -88135,
            -88135,
            -86239
        ],
        [
            27,
            23,
            30,
            27,
            23,
            30
        ],
        [
            31,
            28,
            34,
            31,
            28,
            34
        ],
        [
            22,
            17,
            26,
            22,
            17,
            26
        ],
        [
            17727,
            7744,
            9982,
            17727,
            7744,
            9982
        ],
        [
            604.534594,
            622.617928,
            604.534594,
            604.534595,
            622.617928,
            604.534595
        ],
        [
            4,
            5,
            2,
            4,
            5,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            354712,
            296852,
            -448247,
            -123019,
            -63354,
            -475633
        ]
    ]
}
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": 1579809600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758862188973,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 33,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 248,
            "offset": 0,
            "multiplier": 3.42341
        }
    }
}

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)