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Trade: XMR/USDT/120/BBL/SUPERTREND/2013

Strategy
XMR/USDT/120/BBL/SUPERTREND/2013
Pair
XMR_USDT
Interval
2h
Score
319107
Daily Profit
0.152832
Profit Factor
1.985276
Profitability
60.396040
Streak
599.959627
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-09-28 14:01
Expiration Time
2024-04-14 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 229248.5231 191612.5848 37635.9382 248898.6356 161030.4089 87868.2268
Total P&L (%) 229.2485 191.6126 37.6359 248.8986 161.0304 87.8682
Avg Daily Profit (%) 0.1528 0.1277 0.0251 0.0833 0.064 0.042
Buy And Hold Return (%) 79.4949 79.4949 79.4949 79.4949 79.4949 79.4949
Max Trade Drawdown -133163 -113545 -21176 -706791 -631646 -75145
Profit Factor 1.9853 2.0526 1.7433 1.2468 1.1924 1.5132
Total Trades 101 50 51 101 50 51
Winning Trades 61 32 29 61 32 29
Losing Trades 40 18 22 40 18 22
Profitability (%) 60.396 64 56.8627 60.396 64 56.8627
Ratio Avg Win / Avg Loss 1.3018 1.1546 1.3225 0.8176 0.6707 1.1479
Largest Winning Trade 80754 80754 15626 324500 324500 47152
Largest Losing Trade -47183 -47183 -10452 -410856 -410856 -48071
Avg Bars in Trades 157 310 7 157 310 7
Avg Bars in Winners 127 235 8 127 235 8
Avg Bars in Losers 204 445 6 204 445 6
Bars Traded 15918 15541 377 15918 15541 377
Profit Streak 599.9596 0 619.2096 599.9596 0 619.2096
Trades During Streak 1 0 3 1 0 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 319107 -202086 -500490 -84386 -303045 -445920
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579104000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759057311789,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 227,
            "offset": 0,
            "std": 2.82912
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 41,
            "offset": 0,
            "multiplier": 3.10744
        }
    }
}
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": [
        [
            229248.5230688617,
            191612.5848291867,
            37635.9382396747,
            248898.6356455788,
            161030.4088665401,
            87868.2267790389
        ],
        [
            229.248523,
            191.612585,
            37.635938,
            248.898636,
            161.030409,
            87.868227
        ],
        [
            0.152832,
            0.127742,
            0.025091,
            0.083342,
            0.063985,
            0.042047
        ],
        [
            79.494934,
            79.494934,
            79.494934,
            79.494934,
            79.494934,
            79.494934
        ],
        [
            -133163,
            -113545,
            -21176,
            -706791,
            -631646,
            -75145
        ],
        [
            1.985276,
            2.052592,
            1.743269,
            1.246838,
            1.192363,
            1.513157
        ],
        [
            101,
            50,
            51,
            101,
            50,
            51
        ],
        [
            61,
            32,
            29,
            61,
            32,
            29
        ],
        [
            40,
            18,
            22,
            40,
            18,
            22
        ],
        [
            60.39604,
            64,
            56.862745,
            60.39604,
            64,
            56.862745
        ],
        [
            1.30182,
            1.154583,
            1.32248,
            0.817598,
            0.670704,
            1.147912
        ],
        [
            80754,
            80754,
            15626,
            324500,
            324500,
            47152
        ],
        [
            -47183,
            -47183,
            -10452,
            -410856,
            -410856,
            -48071
        ],
        [
            157,
            310,
            7,
            157,
            310,
            7
        ],
        [
            127,
            235,
            8,
            127,
            235,
            8
        ],
        [
            204,
            445,
            6,
            204,
            445,
            6
        ],
        [
            15918,
            15541,
            377,
            15918,
            15541,
            377
        ],
        [
            599.959627,
            0,
            619.209627,
            599.959627,
            0,
            619.209627
        ],
        [
            1,
            0,
            3,
            1,
            0,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            319107,
            -202086,
            -500490,
            -84386,
            -303045,
            -445920
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579104000000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759057311789,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 227,
            "offset": 0,
            "std": 2.82912
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 41,
            "offset": 0,
            "multiplier": 3.10744
        }
    }
}

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)