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Trade: XMR/USDT/360/LINREG/SUPERTREND/7404

Strategy
XMR/USDT/360/LINREG/SUPERTREND/7404
Pair
XMR_USDT
Interval
6h
Score
415862
Daily Profit
0.214842
Profit Factor
1.924966
Profitability
65.517241
Streak
0.000000
Best Strategy
Training Data Length
1803.000000
Evaluation Time
2025-10-03 17:21
Expiration Time
2024-04-14 05:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 387360.3775 278710.737 108649.6405 1035579.079 480036.5642 555542.5147
Total P&L (%) 387.3604 278.7107 108.6496 1035.5791 480.0366 555.5425
Avg Daily Profit (%) 0.2148 0.1546 0.0603 0.1349 0.0975 0.1043
Buy And Hold Return (%) 75.8519 75.8519 75.8519 75.8519 75.8519 75.8519
Max Trade Drawdown -99835 -46117 -120606 -817070 -484871 -575864
Profit Factor 1.925 2.6259 1.4392 1.3877 1.3816 1.3933
Total Trades 87 44 43 87 44 43
Winning Trades 57 31 26 57 31 26
Losing Trades 30 13 17 30 13 17
Profitability (%) 65.5172 70.4545 60.4651 65.5172 70.4545 60.4651
Ratio Avg Win / Avg Loss 1.0131 1.1012 0.941 0.7304 0.5794 0.911
Largest Winning Trade 53174 53174 33489 247289 230117 247289
Largest Losing Trade -46117 -46117 -45293 -346400 -334811 -346400
Avg Bars in Trades 79 75 83 79 75 83
Avg Bars in Winners 59 60 57 59 60 57
Avg Bars in Losers 117 110 123 117 110 123
Bars Traded 6906 3303 3603 6906 3303 3603
Profit Streak 0 0 687.0986 0 0 687.0986
Trades During Streak 0 0 3 0 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 415862 407812 -141708 -11113 -61565 -51542
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7212,
    "evaluation_days": 1803,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1555848000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759501315440,
    "expiration_time": 1713060576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 234,
            "offset": 0,
            "multiplier": 4.8414
        }
    }
}
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": [
        [
            387360.3775279588,
            278710.7370394999,
            108649.640488459,
            1035579.0789551362,
            480036.5642445487,
            555542.5147105868
        ],
        [
            387.360378,
            278.710737,
            108.64964,
            1035.579079,
            480.036564,
            555.542515
        ],
        [
            0.214842,
            0.154582,
            0.06026,
            0.134851,
            0.097547,
            0.104341
        ],
        [
            75.851852,
            75.851852,
            75.851852,
            75.851852,
            75.851852,
            75.851852
        ],
        [
            -99835,
            -46117,
            -120606,
            -817070,
            -484871,
            -575864
        ],
        [
            1.924966,
            2.625856,
            1.439238,
            1.387747,
            1.381561,
            1.393256
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            57,
            31,
            26,
            57,
            31,
            26
        ],
        [
            30,
            13,
            17,
            30,
            13,
            17
        ],
        [
            65.517241,
            70.454545,
            60.465116,
            65.517241,
            70.454545,
            60.465116
        ],
        [
            1.01314,
            1.101166,
            0.94104,
            0.730393,
            0.579364,
            0.910975
        ],
        [
            53174,
            53174,
            33489,
            247289,
            230117,
            247289
        ],
        [
            -46117,
            -46117,
            -45293,
            -346400,
            -334811,
            -346400
        ],
        [
            79,
            75,
            83,
            79,
            75,
            83
        ],
        [
            59,
            60,
            57,
            59,
            60,
            57
        ],
        [
            117,
            110,
            123,
            117,
            110,
            123
        ],
        [
            6906,
            3303,
            3603,
            6906,
            3303,
            3603
        ],
        [
            0,
            0,
            687.098558,
            0,
            0,
            687.098558
        ],
        [
            0,
            0,
            3,
            0,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
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        ],
        [
            415862,
            407812,
            -141708,
            -11113,
            -61565,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7212,
    "evaluation_days": 1803,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1555848000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759501315440,
    "expiration_time": 1713060576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 25,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 234,
            "offset": 0,
            "multiplier": 4.8414
        }
    }
}

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)