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Trade: XMR/USDT/60/FWMA/SUPERTREND/5826

Strategy
XMR/USDT/60/FWMA/SUPERTREND/5826
Pair
XMR_USDT
Interval
1h
Score
369134
Daily Profit
0.237623
Profit Factor
1.400536
Profitability
69.256757
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-12 07:05
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 109088.137 58361.5569 50726.5801 156362.4135 67716.4271 88645.9864
Total P&L (%) 109.0881 58.3616 50.7266 156.3624 67.7164 88.646
Avg Daily Profit (%) 0.2376 0.1271 0.1105 0.2053 0.1127 0.1384
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -37736 -27849 -25440 -77737 -61660 -29812
Profit Factor 1.4005 1.449 1.3563 1.3946 1.3386 1.4517
Total Trades 296 148 148 296 148 148
Winning Trades 205 107 98 205 107 98
Losing Trades 91 41 50 91 41 50
Profitability (%) 69.2568 72.2973 66.2162 69.2568 72.2973 66.2162
Ratio Avg Win / Avg Loss 0.6217 0.5552 0.692 0.6191 0.5129 0.7407
Largest Winning Trade 13858 8983 13858 25261 18076 25261
Largest Losing Trade -14744 -12690 -14744 -28697 -28697 -25971
Avg Bars in Trades 36 31 40 36 31 40
Avg Bars in Winners 24 23 25 24 23 25
Avg Bars in Losers 62 52 69 62 52 69
Bars Traded 10684 4701 5983 10684 4701 5983
Profit Streak 0 613.6291 0 0 613.6291 0
Trades During Streak 0 5 0 0 5 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 369134 -21422 -46826 357882 -40705 -7818
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": 1760241957821,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 181,
            "offset": 0,
            "multiplier": 2.70361
        }
    }
}
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": [
        [
            109088.1370033418,
            58361.556921398,
            50726.5800819439,
            156362.4135065608,
            67716.4270665669,
            88645.986439994
        ],
        [
            109.088137,
            58.361557,
            50.72658,
            156.362414,
            67.716427,
            88.645986
        ],
        [
            0.237623,
            0.127127,
            0.110496,
            0.205277,
            0.112703,
            0.138351
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -37736,
            -27849,
            -25440,
            -77737,
            -61660,
            -29812
        ],
        [
            1.400536,
            1.448965,
            1.356316,
            1.394632,
            1.338601,
            1.451735
        ],
        [
            296,
            148,
            148,
            296,
            148,
            148
        ],
        [
            205,
            107,
            98,
            205,
            107,
            98
        ],
        [
            91,
            41,
            50,
            91,
            41,
            50
        ],
        [
            69.256757,
            72.297297,
            66.216216,
            69.256757,
            72.297297,
            66.216216
        ],
        [
            0.621701,
            0.555211,
            0.691998,
            0.61908,
            0.512922,
            0.740681
        ],
        [
            13858,
            8983,
            13858,
            25261,
            18076,
            25261
        ],
        [
            -14744,
            -12690,
            -14744,
            -28697,
            -28697,
            -25971
        ],
        [
            36,
            31,
            40,
            36,
            31,
            40
        ],
        [
            24,
            23,
            25,
            24,
            23,
            25
        ],
        [
            62,
            52,
            69,
            62,
            52,
            69
        ],
        [
            10684,
            4701,
            5983,
            10684,
            4701,
            5983
        ],
        [
            0,
            613.629141,
            0,
            0,
            613.629141,
            0
        ],
        [
            0,
            5,
            0,
            0,
            5,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            369134,
            -21422,
            -46826,
            357882,
            -40705,
            -7818
        ]
    ]
}
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": 1760241957821,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 81,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 181,
            "offset": 0,
            "multiplier": 2.70361
        }
    }
}

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)