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Trade: XMR/USDT/60/DEMA/SUPERTREND/5322

Strategy
XMR/USDT/60/DEMA/SUPERTREND/5322
Pair
XMR_USDT
Interval
1h
Score
333967
Daily Profit
0.164972
Profit Factor
1.349373
Profitability
62.135922
Streak
610.836816
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-10 01:05
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 75735.2698 41480.7316 34254.5382 85030.484 43561.3551 41469.1289
Total P&L (%) 75.7353 41.4807 34.2545 85.0305 43.5614 41.4691
Avg Daily Profit (%) 0.165 0.0904 0.0746 0.1341 0.0788 0.0756
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -35069 -18548 -24034 -39811 -25325 -25488
Profit Factor 1.3494 1.4191 1.2908 1.3549 1.3835 1.3291
Total Trades 206 103 103 206 103 103
Winning Trades 128 69 59 128 69 59
Losing Trades 78 34 44 78 34 44
Profitability (%) 62.1359 66.9903 57.2816 62.1359 66.9903 57.2816
Ratio Avg Win / Avg Loss 0.8223 0.6993 0.9626 0.8257 0.6817 0.9912
Largest Winning Trade 28854 9754 28854 32164 14592 32164
Largest Losing Trade -13532 -10872 -13532 -13877 -12578 -13877
Avg Bars in Trades 51 45 57 51 45 57
Avg Bars in Winners 39 35 44 39 35 44
Avg Bars in Losers 71 66 76 71 66 76
Bars Traded 10695 4733 5962 10695 4733 5962
Profit Streak 610.8368 611.6285 610.8368 610.8368 611.6285 610.8368
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 333967 -72508 -96832 -11977 -87954 -94652
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": 1669136400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760047500910,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 113,
            "offset": 0,
            "multiplier": 3.34272
        }
    }
}
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": [
        [
            75735.2698257583,
            41480.7315854079,
            34254.5382403504,
            85030.4840076823,
            43561.3550776681,
            41469.1289300142
        ],
        [
            75.73527,
            41.480732,
            34.254538,
            85.030484,
            43.561355,
            41.469129
        ],
        [
            0.164972,
            0.090356,
            0.074616,
            0.13413,
            0.078796,
            0.075595
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -35069,
            -18548,
            -24034,
            -39811,
            -25325,
            -25488
        ],
        [
            1.349373,
            1.419107,
            1.290783,
            1.354916,
            1.383544,
            1.329111
        ],
        [
            206,
            103,
            103,
            206,
            103,
            103
        ],
        [
            128,
            69,
            59,
            128,
            69,
            59
        ],
        [
            78,
            34,
            44,
            78,
            34,
            44
        ],
        [
            62.135922,
            66.990291,
            57.281553,
            62.135922,
            66.990291,
            57.281553
        ],
        [
            0.822274,
            0.69927,
            0.962618,
            0.825652,
            0.681746,
            0.991202
        ],
        [
            28854,
            9754,
            28854,
            32164,
            14592,
            32164
        ],
        [
            -13532,
            -10872,
            -13532,
            -13877,
            -12578,
            -13877
        ],
        [
            51,
            45,
            57,
            51,
            45,
            57
        ],
        [
            39,
            35,
            44,
            39,
            35,
            44
        ],
        [
            71,
            66,
            76,
            71,
            66,
            76
        ],
        [
            10695,
            4733,
            5962,
            10695,
            4733,
            5962
        ],
        [
            610.836816,
            611.628483,
            610.836816,
            610.836816,
            611.628483,
            610.836816
        ],
        [
            4,
            3,
            2,
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            3,
            2
        ],
        [
            0.8,
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            1.45,
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            1.45,
            1.45
        ],
        [
            333967,
            -72508,
            -96832,
            -11977,
            -87954,
            -94652
        ]
    ]
}
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": 1669136400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760047500910,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 20,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 113,
            "offset": 0,
            "multiplier": 3.34272
        }
    }
}

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)