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Trade: XMR/USDT/60/FWMA/SUPERTREND/4143

Strategy
XMR/USDT/60/FWMA/SUPERTREND/4143
Pair
XMR_USDT
Interval
1h
Score
457787
Daily Profit
0.260571
Profit Factor
1.497550
Profitability
66.666667
Streak
600.955442
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-11 20:55
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 135588.0712 69653.1483 65934.9229 230248.6822 102624.7828 127623.8994
Total P&L (%) 135.5881 69.6531 65.9349 230.2487 102.6248 127.6239
Avg Daily Profit (%) 0.2953 0.1517 0.1436 0.2606 0.1539 0.1793
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -43420 -29294 -26218 -47602 -28268 -31257
Profit Factor 1.3753 1.4186 1.3383 1.4976 1.4785 1.514
Total Trades 516 258 258 516 258 258
Winning Trades 344 178 166 344 178 166
Losing Trades 172 80 92 172 80 92
Profitability (%) 66.6667 68.9922 64.3411 66.6667 68.9922 64.3411
Ratio Avg Win / Avg Loss 0.6876 0.6376 0.7417 0.7488 0.6645 0.8391
Largest Winning Trade 19232 8983 19232 39902 21756 39902
Largest Losing Trade -12411 -10882 -12411 -31257 -13008 -31257
Avg Bars in Trades 20 17 24 20 17 24
Avg Bars in Winners 13 13 14 13 13 14
Avg Bars in Losers 34 27 40 34 27 40
Bars Traded 10765 4543 6222 10765 4543 6222
Profit Streak 600.9554 0 604.6221 600.9554 0 604.6221
Trades During Streak 1 0 2 1 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 441588 327465 7100 457787 342163 370581
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": 1669557600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760205350231,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 59,
            "offset": 0,
            "multiplier": 1.86044
        }
    }
}
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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            127623.8993940373
        ],
        [
            135.588071,
            69.653148,
            65.934923,
            230.248682,
            102.624783,
            127.623899
        ],
        [
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        [
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        [
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        ],
        [
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            1.338319,
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        ],
        [
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        ],
        [
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            344,
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        ],
        [
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        ],
        [
            66.666667,
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            64.341085,
            66.666667,
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        ],
        [
            0.687641,
            0.637561,
            0.741719,
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            0.664491,
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        ],
        [
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        ],
        [
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        ],
        [
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        ],
        [
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            13,
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        ],
        [
            34,
            27,
            40,
            34,
            27,
            40
        ],
        [
            10765,
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            6222,
            10765,
            4543,
            6222
        ],
        [
            600.955442,
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            0,
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        ],
        [
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        ],
        [
            0.8,
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        ],
        [
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            7100,
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        ]
    ]
}
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": 1669557600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760205350231,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 231,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 59,
            "offset": 0,
            "multiplier": 1.86044
        }
    }
}

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)