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Trade: XMR/USDT/480/SUPERTREND/HWMA/3298

Strategy
XMR/USDT/480/SUPERTREND/HWMA/3298
Pair
XMR_USDT
Interval
8h
Score
420563
Daily Profit
0.197873
Profit Factor
2.395555
Profitability
55.769231
Streak
638.016653
Best Strategy
Training Data Length
1803.330000
Evaluation Time
2025-09-27 11:23
Expiration Time
2024-04-14 05:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 356829.5205 257123.6295 99705.891 1487369.0211 1024611.8102 462757.211
Total P&L (%) 356.8295 257.1236 99.7059 1487.369 1024.6118 462.7572
Avg Daily Profit (%) 0.1979 0.1426 0.0553 0.1534 0.1343 0.0959
Buy And Hold Return (%) 86.0502 86.0502 86.0502 86.0502 86.0502 86.0502
Max Trade Drawdown -37633 -35894 -62143 -428418 -294207 -275715
Profit Factor 2.3956 3.0766 1.7561 1.8148 2.0638 1.5366
Total Trades 104 52 52 104 52 52
Winning Trades 58 31 27 58 31 27
Losing Trades 46 21 25 46 21 25
Profitability (%) 55.7692 59.6154 51.9231 55.7692 59.6154 51.9231
Ratio Avg Win / Avg Loss 1.8999 2.0842 1.626 1.4393 1.398 1.4228
Largest Winning Trade 50219 50219 34640 379091 379091 283031
Largest Losing Trade -25384 -24010 -25384 -294207 -294207 -194929
Avg Bars in Trades 47 44 49 47 44 49
Avg Bars in Winners 44 44 43 44 44 43
Avg Bars in Losers 50 44 56 50 44 56
Bars Traded 4904 2321 2583 4904 2321 2583
Profit Streak 638.0167 0 640.35 638.0167 0 640.35
Trades During Streak 1 0 1 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 420563 -178748 -411385 416842 -189335 -243779
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5410,
    "evaluation_days": 1803.33,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1556697600000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1758961438835,
    "expiration_time": 1713061440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 60,
            "offset": 0,
            "multiplier": 2.9295
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 142,
            "na": 0.2,
            "nb": 0.26032,
            "nc": 0.1
        }
    }
}
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": [
        [
            356829.5204738916,
            257123.6294814313,
            99705.8909924604,
            1487369.0211262843,
            1024611.8101698905,
            462757.2109563943
        ],
        [
            356.82952,
            257.123629,
            99.705891,
            1487.369021,
            1024.61181,
            462.757211
        ],
        [
            0.197873,
            0.142583,
            0.05529,
            0.153426,
            0.134288,
            0.095851
        ],
        [
            86.050157,
            86.050157,
            86.050157,
            86.050157,
            86.050157,
            86.050157
        ],
        [
            -37633,
            -35894,
            -62143,
            -428418,
            -294207,
            -275715
        ],
        [
            2.395555,
            3.076639,
            1.756076,
            1.814774,
            2.063774,
            1.536646
        ],
        [
            104,
            52,
            52,
            104,
            52,
            52
        ],
        [
            58,
            31,
            27,
            58,
            31,
            27
        ],
        [
            46,
            21,
            25,
            46,
            21,
            25
        ],
        [
            55.769231,
            59.615385,
            51.923077,
            55.769231,
            59.615385,
            51.923077
        ],
        [
            1.899923,
            2.084175,
            1.625996,
            1.439303,
            1.398041,
            1.42282
        ],
        [
            50219,
            50219,
            34640,
            379091,
            379091,
            283031
        ],
        [
            -25384,
            -24010,
            -25384,
            -294207,
            -294207,
            -194929
        ],
        [
            47,
            44,
            49,
            47,
            44,
            49
        ],
        [
            44,
            44,
            43,
            44,
            44,
            43
        ],
        [
            50,
            44,
            56,
            50,
            44,
            56
        ],
        [
            4904,
            2321,
            2583,
            4904,
            2321,
            2583
        ],
        [
            638.016653,
            0,
            640.349986,
            638.016653,
            0,
            640.349986
        ],
        [
            1,
            0,
            1,
            1,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            420563,
            -178748,
            -411385,
            416842,
            -189335,
            -243779
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 5410,
    "evaluation_days": 1803.33,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1556697600000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1758961438835,
    "expiration_time": 1713061440000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 60,
            "offset": 0,
            "multiplier": 2.9295
        }
    },
    "second_band": {
        "type": "hwma",
        "factors": {
            "length": 0,
            "offset": 142,
            "na": 0.2,
            "nb": 0.26032,
            "nc": 0.1
        }
    }
}

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)