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Trade: XLM/USDT/720/SUPERTREND/PWMA/2610

Strategy
XLM/USDT/720/SUPERTREND/PWMA/2610
Pair
XLM_USDT
Interval
12h
Score
483199
Daily Profit
0.161282
Profit Factor
2.261770
Profitability
65.517241
Streak
119.583740
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-27 05:00
Expiration Time
2025-12-08 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -347126.161 192267.2431 -539393.4041 10399052.4429 5519357.1851 4879695.2578
Total P&L (%) -347.1262 192.2672 -539.3934 10399.0524 5519.3572 4879.6953
Avg Daily Profit (%) -0.1389 0.0769 -0.2158 0.1863 0.1613 0.1564
Buy And Hold Return (%) 261.9537 261.9537 261.9537 261.9537 261.9537 261.9537
Max Trade Drawdown -718298 -104552 -672769 -6050810 -2383917 -7796235
Profit Factor 0.6579 2.1361 0.362 1.6564 2.2618 1.4255
Total Trades 59 29 30 59 29 30
Winning Trades 34 14 20 34 19 15
Losing Trades 25 15 10 25 10 15
Profitability (%) 57.6271 48.2759 66.6667 57.6271 65.5172 50
Ratio Avg Win / Avg Loss 0.4837 2.2886 0.181 1.218 1.1904 1.4255
Largest Winning Trade 125676 125676 49542 11563593 3734865 11563593
Largest Losing Trade -485931 -23197 -485931 -5193323 -1183050 -5193323
Avg Bars in Trades 80 78 81 80 78 81
Avg Bars in Winners 69 66 70 78 83 73
Avg Bars in Losers 95 89 103 82 70 90
Bars Traded 4724 2278 2446 4724 2278 2446
Profit Streak 0 119.5837 0 0 119.5837 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -759289 -252139 -578665 -168564 483199 304879
Evaluation Data
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1553472000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758938435165,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 192,
            "offset": 0,
            "multiplier": 2.85244
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    }
}
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": [
        [
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            192267.2431230487,
            -539393.4041453733,
            10399052.442938896,
            5519357.1851083115,
            4879695.257830584
        ],
        [
            -347.126161,
            192.267243,
            -539.393404,
            10399.052443,
            5519.357185,
            4879.695258
        ],
        [
            -0.13885,
            0.076907,
            -0.215757,
            0.186328,
            0.161282,
            0.15644
        ],
        [
            261.953678,
            261.953678,
            261.953678,
            261.953678,
            261.953678,
            261.953678
        ],
        [
            -718298,
            -104552,
            -672769,
            -6050810,
            -2383917,
            -7796235
        ],
        [
            0.657891,
            2.13606,
            0.361986,
            1.656431,
            2.26177,
            1.425523
        ],
        [
            59,
            29,
            30,
            59,
            29,
            30
        ],
        [
            34,
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            20,
            34,
            19,
            15
        ],
        [
            25,
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            10,
            25,
            10,
            15
        ],
        [
            57.627119,
            48.275862,
            66.666667,
            57.627119,
            65.517241,
            50
        ],
        [
            0.483744,
            2.288636,
            0.180993,
            1.217964,
            1.190405,
            1.425523
        ],
        [
            125676,
            125676,
            49542,
            11563593,
            3734865,
            11563593
        ],
        [
            -485931,
            -23197,
            -485931,
            -5193323,
            -1183050,
            -5193323
        ],
        [
            80,
            78,
            81,
            80,
            78,
            81
        ],
        [
            69,
            66,
            70,
            78,
            83,
            73
        ],
        [
            95,
            89,
            103,
            82,
            70,
            90
        ],
        [
            4724,
            2278,
            2446,
            4724,
            2278,
            2446
        ],
        [
            0,
            119.58374,
            0,
            0,
            119.58374,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
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            1.45,
            0.8,
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            1.45
        ],
        [
            -759289,
            -252139,
            -578665,
            -168564,
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            304879
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XLM_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542758400000,
    "first_datapoint_time": 1553472000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758938435165,
    "expiration_time": 1765195200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 192,
            "offset": 0,
            "multiplier": 2.85244
        }
    },
    "second_band": {
        "type": "pwma",
        "factors": {
            "length": 249,
            "offset": 0
        }
    }
}

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)