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Trade: XMR/USDT/60/SINWMA/SUPERTREND/7615

Strategy
XMR/USDT/60/SINWMA/SUPERTREND/7615
Pair
XMR_USDT
Interval
1h
Score
387075
Daily Profit
0.194650
Profit Factor
1.620757
Profitability
57.754011
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-28 16:31
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 103459.0228 50106.4829 53352.5399 144179.3142 53123.5367 91055.7775
Total P&L (%) 103.459 50.1065 53.3525 144.1793 53.1235 91.0558
Avg Daily Profit (%) 0.2254 0.1091 0.1162 0.1947 0.0929 0.1411
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -42420 -20110 -27419 -44350 -22618 -27494
Profit Factor 1.4948 1.5127 1.479 1.6208 1.4585 1.7823
Total Trades 187 94 93 187 94 93
Winning Trades 108 56 52 108 56 52
Losing Trades 79 38 41 79 38 41
Profitability (%) 57.754 59.5745 55.914 57.754 59.5745 55.914
Ratio Avg Win / Avg Loss 1.0934 1.0265 1.1661 1.1856 0.9897 1.4053
Largest Winning Trade 28826 8438 28826 51028 19243 51028
Largest Losing Trade -11193 -11193 -10683 -21377 -21377 -11015
Avg Bars in Trades 57 52 62 57 52 62
Avg Bars in Winners 65 56 74 65 56 74
Avg Bars in Losers 47 45 48 47 45 48
Bars Traded 10766 4909 5857 10766 4909 5857
Profit Streak 0 0 607.0216 0 0 607.0216
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 371929 -47048 -37129 387075 -70567 -1723
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": 1759066264086,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 198,
            "offset": 0,
            "multiplier": 4.76765
        }
    }
}
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": [
        [
            103459.0228134684,
            50106.482930096,
            53352.5398833724,
            144179.314220227,
            53123.536743071,
            91055.7774771561
        ],
        [
            103.459023,
            50.106483,
            53.35254,
            144.179314,
            53.123537,
            91.055777
        ],
        [
            0.225362,
            0.109145,
            0.116216,
            0.19465,
            0.092854,
            0.14112
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -42420,
            -20110,
            -27419,
            -44350,
            -22618,
            -27494
        ],
        [
            1.494755,
            1.512731,
            1.478984,
            1.620757,
            1.458492,
            1.78228
        ],
        [
            187,
            94,
            93,
            187,
            94,
            93
        ],
        [
            108,
            56,
            52,
            108,
            56,
            52
        ],
        [
            79,
            38,
            41,
            79,
            38,
            41
        ],
        [
            57.754011,
            59.574468,
            55.913978,
            57.754011,
            59.574468,
            55.913978
        ],
        [
            1.093386,
            1.026496,
            1.166122,
            1.185554,
            0.989691,
            1.40526
        ],
        [
            28826,
            8438,
            28826,
            51028,
            19243,
            51028
        ],
        [
            -11193,
            -11193,
            -10683,
            -21377,
            -21377,
            -11015
        ],
        [
            57,
            52,
            62,
            57,
            52,
            62
        ],
        [
            65,
            56,
            74,
            65,
            56,
            74
        ],
        [
            47,
            45,
            48,
            47,
            45,
            48
        ],
        [
            10766,
            4909,
            5857,
            10766,
            4909,
            5857
        ],
        [
            0,
            0,
            607.021575,
            0,
            0,
            607.021575
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            371929,
            -47048,
            -37129,
            387075,
            -70567,
            -1723
        ]
    ]
}
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": 1759066264086,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 48,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 198,
            "offset": 0,
            "multiplier": 4.76765
        }
    }
}

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)