← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XMR/USDT/60/FWMA/SUPERTREND/7795

Strategy
XMR/USDT/60/FWMA/SUPERTREND/7795
Pair
XMR_USDT
Interval
1h
Score
426265
Daily Profit
0.287384
Profit Factor
2.040694
Profitability
71.538462
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-07 23:14
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 131932.4315 66150.1451 65782.2864 236326.3147 80084.4232 156241.8914
Total P&L (%) 131.9324 66.1501 65.7823 236.3263 80.0844 156.2419
Avg Daily Profit (%) 0.2874 0.1441 0.1433 0.2646 0.1282 0.2052
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -22892 -19430 -19832 -80993 -80167 -27869
Profit Factor 2.0407 2.0564 2.0253 1.947 1.5587 2.4709
Total Trades 130 65 65 130 65 65
Winning Trades 93 47 46 93 47 46
Losing Trades 37 18 19 37 18 19
Profitability (%) 71.5385 72.3077 70.7692 71.5385 72.3077 70.7692
Ratio Avg Win / Avg Loss 0.8119 0.7876 0.8365 0.7746 0.597 1.0206
Largest Winning Trade 11625 6909 11625 43463 19116 43463
Largest Losing Trade -17380 -15719 -17380 -64680 -64680 -27869
Avg Bars in Trades 82 76 87 82 76 87
Avg Bars in Winners 64 60 69 64 60 69
Avg Bars in Losers 126 119 132 126 119 132
Bars Traded 10697 4986 5711 10697 4986 5711
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 426265 -129361 -130713 412729 -151401 -118489
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": 1669593600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759868086435,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 46,
            "offset": 0,
            "multiplier": 4.505
        }
    }
}
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": [
        [
            131932.4314939333,
            66150.145094815,
            65782.2863991184,
            236326.3146816571,
            80084.4232494632,
            156241.8914321939
        ],
        [
            131.932431,
            66.150145,
            65.782286,
            236.326315,
            80.084423,
            156.241891
        ],
        [
            0.287384,
            0.144093,
            0.143292,
            0.264554,
            0.12822,
            0.205175
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -22892,
            -19430,
            -19832,
            -80993,
            -80167,
            -27869
        ],
        [
            2.040694,
            2.056445,
            2.025321,
            1.946975,
            1.558706,
            2.470927
        ],
        [
            130,
            65,
            65,
            130,
            65,
            65
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            71.538462,
            72.307692,
            70.769231,
            71.538462,
            72.307692,
            70.769231
        ],
        [
            0.811889,
            0.787575,
            0.836546,
            0.774603,
            0.596951,
            1.0206
        ],
        [
            11625,
            6909,
            11625,
            43463,
            19116,
            43463
        ],
        [
            -17380,
            -15719,
            -17380,
            -64680,
            -64680,
            -27869
        ],
        [
            82,
            76,
            87,
            82,
            76,
            87
        ],
        [
            64,
            60,
            69,
            64,
            60,
            69
        ],
        [
            126,
            119,
            132,
            126,
            119,
            132
        ],
        [
            10697,
            4986,
            5711,
            10697,
            4986,
            5711
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            426265,
            -129361,
            -130713,
            412729,
            -151401,
            -118489
        ]
    ]
}
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": 1669593600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759868086435,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 46,
            "offset": 0,
            "multiplier": 4.505
        }
    }
}

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)