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Trade: XMR/USDT/60/FWMA/SUPERTREND/8946

Strategy
XMR/USDT/60/FWMA/SUPERTREND/8946
Pair
XMR_USDT
Interval
1h
Score
484859
Daily Profit
0.287514
Profit Factor
1.307546
Profitability
65.482234
Streak
585.033915
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 21:48
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 131992.0181 66108.8766 65883.1415 222342.4788 88908.7938 133433.685
Total P&L (%) 131.992 66.1089 65.8831 222.3425 88.9088 133.4337
Avg Daily Profit (%) 0.2875 0.144 0.1435 0.2553 0.1387 0.1848
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -25241 -16775 -23859 -41465 -40116 -28275
Profit Factor 1.3075 1.3261 1.2909 1.346 1.2756 1.4169
Total Trades 788 394 394 788 394 394
Winning Trades 516 271 245 516 271 245
Losing Trades 272 123 149 272 123 149
Profitability (%) 65.4822 68.7817 62.1827 65.4822 68.7817 62.1827
Ratio Avg Win / Avg Loss 0.6892 0.6019 0.7851 0.7095 0.579 0.8617
Largest Winning Trade 26738 5472 26738 60382 15663 60382
Largest Losing Trade -8888 -8888 -8820 -31075 -31075 -13207
Avg Bars in Trades 13 11 15 13 11 15
Avg Bars in Winners 9 8 10 9 8 10
Avg Bars in Losers 22 19 25 22 19 25
Bars Traded 10935 4722 6213 10935 4722 6213
Profit Streak 585.0339 585.0756 0 585.0339 585.0756 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 484859 55808 -774 483391 -5631 331882

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": 1668999600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758912530246,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 52,
            "offset": 0,
            "multiplier": 1.4133
        }
    }
}
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": [
        [
            131992.0180981974,
            66108.8766394766,
            65883.1414587205,
            222342.478814105,
            88908.7937862976,
            133433.6850278076
        ],
        [
            131.992018,
            66.108877,
            65.883141,
            222.342479,
            88.908794,
            133.433685
        ],
        [
            0.287514,
            0.144003,
            0.143511,
            0.25528,
            0.138654,
            0.184829
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -25241,
            -16775,
            -23859,
            -41465,
            -40116,
            -28275
        ],
        [
            1.307546,
            1.326124,
            1.290918,
            1.345956,
            1.275607,
            1.416853
        ],
        [
            788,
            394,
            394,
            788,
            394,
            394
        ],
        [
            516,
            271,
            245,
            516,
            271,
            245
        ],
        [
            272,
            123,
            149,
            272,
            123,
            149
        ],
        [
            65.482234,
            68.781726,
            62.182741,
            65.482234,
            68.781726,
            62.182741
        ],
        [
            0.689249,
            0.601894,
            0.785089,
            0.709496,
            0.578966,
            0.861678
        ],
        [
            26738,
            5472,
            26738,
            60382,
            15663,
            60382
        ],
        [
            -8888,
            -8888,
            -8820,
            -31075,
            -31075,
            -13207
        ],
        [
            13,
            11,
            15,
            13,
            11,
            15
        ],
        [
            9,
            8,
            10,
            9,
            8,
            10
        ],
        [
            22,
            19,
            25,
            22,
            19,
            25
        ],
        [
            10935,
            4722,
            6213,
            10935,
            4722,
            6213
        ],
        [
            585.033915,
            585.075581,
            0,
            585.033915,
            585.075582,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            484859,
            55808,
            -774,
            483391,
            -5631,
            331882
        ]
    ]
}
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": 1668999600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1758912530246,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 76,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 52,
            "offset": 0,
            "multiplier": 1.4133
        }
    }
}

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)