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Trade: XMR/USDT/60/FWMA/SUPERTREND/4287

Strategy
XMR/USDT/60/FWMA/SUPERTREND/4287
Pair
XMR_USDT
Interval
1h
Score
440335
Daily Profit
0.249779
Profit Factor
1.749123
Profitability
70.253165
Streak
603.370433
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-06 01:53
Expiration Time
2024-03-24 05:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 114668.762 59807.7808 54860.9812 183131.3081 73216.0145 109915.2936
Total P&L (%) 114.6688 59.8078 54.861 183.1313 73.216 109.9153
Avg Daily Profit (%) 0.2498 0.1303 0.1195 0.227 0.1197 0.1617
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29777 -28090 -15997 -85968 -79635 -24803
Profit Factor 1.7491 1.7314 1.7695 1.6745 1.4517 2.0047
Total Trades 158 79 79 158 79 79
Winning Trades 111 58 53 111 58 53
Losing Trades 47 21 26 47 21 26
Profitability (%) 70.2532 73.4177 67.0886 70.2532 73.4177 67.0886
Ratio Avg Win / Avg Loss 0.7406 0.6269 0.8681 0.709 0.5256 0.9834
Largest Winning Trade 8471 8471 6907 21173 21173 16023
Largest Losing Trade -15556 -15400 -15556 -41221 -41221 -24102
Avg Bars in Trades 68 61 75 68 61 75
Avg Bars in Winners 53 51 56 53 51 56
Avg Bars in Losers 103 89 114 103 89 114
Bars Traded 10846 4897 5950 10846 4897 5950
Profit Streak 603.3704 607.3288 603.3704 603.3704 607.3288 603.3704
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440335 -42730 -58548 428132 -57261 -16321
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 11018,
    "evaluation_days": 459.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669024800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759704805391,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 63,
            "offset": 0,
            "multiplier": 4.00839
        }
    }
}
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": [
        [
            114668.7619889431,
            59807.7808029401,
            54860.981186003,
            183131.3081384946,
            73216.0145420716,
            109915.293596423
        ],
        [
            114.668762,
            59.807781,
            54.860981,
            183.131308,
            73.216015,
            109.915294
        ],
        [
            0.249779,
            0.130277,
            0.119502,
            0.226959,
            0.119739,
            0.161657
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29777,
            -28090,
            -15997,
            -85968,
            -79635,
            -24803
        ],
        [
            1.749123,
            1.731359,
            1.769499,
            1.674532,
            1.451688,
            2.004714
        ],
        [
            158,
            79,
            79,
            158,
            79,
            79
        ],
        [
            111,
            58,
            53,
            111,
            58,
            53
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            70.253165,
            73.417722,
            67.088608,
            70.253165,
            73.417722,
            67.088608
        ],
        [
            0.74062,
            0.626871,
            0.868056,
            0.709036,
            0.525611,
            0.983445
        ],
        [
            8471,
            8471,
            6907,
            21173,
            21173,
            16023
        ],
        [
            -15556,
            -15400,
            -15556,
            -41221,
            -41221,
            -24102
        ],
        [
            68,
            61,
            75,
            68,
            61,
            75
        ],
        [
            53,
            51,
            56,
            53,
            51,
            56
        ],
        [
            103,
            89,
            114,
            103,
            89,
            114
        ],
        [
            10846,
            4897,
            5950,
            10846,
            4897,
            5950
        ],
        [
            603.370433,
            607.328766,
            603.370433,
            603.370433,
            607.328766,
            603.370433
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440335,
            -42730,
            -58548,
            428132,
            -57261,
            -16321
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 11018,
    "evaluation_days": 459.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669024800000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759704805391,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 83,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 63,
            "offset": 0,
            "multiplier": 4.00839
        }
    }
}

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)