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Trade: XMR/USDT/60/HMA/SUPERTREND/8880

Strategy
XMR/USDT/60/HMA/SUPERTREND/8880
Pair
XMR_USDT
Interval
1h
Score
475673
Daily Profit
0.279825
Profit Factor
2.216266
Profitability
69.444444
Streak
606.990631
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-06 08:46
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 139341.1872 69798.608 69542.5792 260681.9894 102338.8731 158343.1163
Total P&L (%) 139.3412 69.7986 69.5426 260.682 102.3389 158.3431
Avg Daily Profit (%) 0.3035 0.152 0.1515 0.2798 0.1536 0.207
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -30454 -14378 -20030 -41994 -23742 -26086
Profit Factor 1.9913 1.9834 1.9994 2.2163 1.8673 2.6438
Total Trades 144 72 72 144 72 72
Winning Trades 100 53 47 100 53 47
Losing Trades 44 19 25 44 19 25
Profitability (%) 69.4444 73.6111 65.2778 69.4444 73.6111 65.2778
Ratio Avg Win / Avg Loss 0.8762 0.711 1.0635 0.9752 0.6694 1.4063
Largest Winning Trade 17239 7599 17239 46656 23882 46656
Largest Losing Trade -16178 -9887 -16178 -23742 -23742 -20934
Avg Bars in Trades 74 70 77 74 70 77
Avg Bars in Winners 57 53 63 57 53 63
Avg Bars in Losers 111 119 105 111 119 105
Bars Traded 10703 5088 5615 10703 5088 5615
Profit Streak 606.9906 606.9906 614.699 606.9906 606.9906 614.699
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 467339 -68113 -66767 475673 -68310 -65019
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": 1669269600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759729590562,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 187,
            "offset": 0,
            "multiplier": 4.47838
        }
    }
}
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": [
        [
            139341.1872018497,
            69798.6079701187,
            69542.579231731,
            260681.9893987897,
            102338.8730838234,
            158343.1163149663
        ],
        [
            139.341187,
            69.798608,
            69.542579,
            260.681989,
            102.338873,
            158.343116
        ],
        [
            0.303523,
            0.15204,
            0.151482,
            0.279825,
            0.153637,
            0.206957
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -30454,
            -14378,
            -20030,
            -41994,
            -23742,
            -26086
        ],
        [
            1.991346,
            1.983404,
            1.999447,
            2.216266,
            1.867254,
            2.643819
        ],
        [
            144,
            72,
            72,
            144,
            72,
            72
        ],
        [
            100,
            53,
            47,
            100,
            53,
            47
        ],
        [
            44,
            19,
            25,
            44,
            19,
            25
        ],
        [
            69.444444,
            73.611111,
            65.277778,
            69.444444,
            73.611111,
            65.277778
        ],
        [
            0.876192,
            0.711032,
            1.063536,
            0.975157,
            0.669393,
            1.406287
        ],
        [
            17239,
            7599,
            17239,
            46656,
            23882,
            46656
        ],
        [
            -16178,
            -9887,
            -16178,
            -23742,
            -23742,
            -20934
        ],
        [
            74,
            70,
            77,
            74,
            70,
            77
        ],
        [
            57,
            53,
            63,
            57,
            53,
            63
        ],
        [
            111,
            119,
            105,
            111,
            119,
            105
        ],
        [
            10703,
            5088,
            5615,
            10703,
            5088,
            5615
        ],
        [
            606.990631,
            606.990631,
            614.698965,
            606.990631,
            606.990631,
            614.698965
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            467339,
            -68113,
            -66767,
            475673,
            -68310,
            -65019
        ]
    ]
}
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": 1669269600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759729590562,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 21,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 187,
            "offset": 0,
            "multiplier": 4.47838
        }
    }
}

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)