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Trade: XMR/USDT/60/VWAP/SUPERTREND/9008

Strategy
XMR/USDT/60/VWAP/SUPERTREND/9008
Pair
XMR_USDT
Interval
1h
Score
440986
Daily Profit
0.273351
Profit Factor
1.681518
Profitability
66.470588
Streak
612.833849
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-12 07:00
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 125489.888 67536.7661 57953.1219 200938.5979 96247.1536 104691.4444
Total P&L (%) 125.4899 67.5368 57.9531 200.9386 96.2472 104.6914
Avg Daily Profit (%) 0.2734 0.1471 0.1262 0.2403 0.147 0.1562
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -31453 -14026 -25078 -53974 -31315 -39406
Profit Factor 1.6815 1.8168 1.5712 1.6384 1.673 1.6096
Total Trades 170 85 85 170 85 85
Winning Trades 113 60 53 113 60 53
Losing Trades 57 25 32 57 25 32
Profitability (%) 66.4706 70.5882 62.3529 66.4706 70.5882 62.3529
Ratio Avg Win / Avg Loss 0.8482 0.757 0.9487 0.8265 0.6971 0.9718
Largest Winning Trade 25913 8236 25913 55830 21643 55830
Largest Losing Trade -18672 -12690 -18672 -39406 -31315 -39406
Avg Bars in Trades 63 57 69 63 57 69
Avg Bars in Winners 52 46 58 52 46 58
Avg Bars in Losers 86 83 89 86 83 89
Bars Traded 10848 4904 5943 10848 4904 5943
Profit Streak 612.8338 612.8338 612.8755 612.8338 612.8338 612.8755
Trades During Streak 3 1 2 3 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 440986 226345 -23471 427814 215303 333400
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": 1669028400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760241644596,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 83,
            "offset": 0,
            "multiplier": 4.16183
        }
    }
}
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": [
        [
            125489.8879854759,
            67536.7661073705,
            57953.1218781055,
            200938.5979309402,
            96247.1535563597,
            104691.4443745804
        ],
        [
            125.489888,
            67.536766,
            57.953122,
            200.938598,
            96.247154,
            104.691444
        ],
        [
            0.273351,
            0.147113,
            0.126238,
            0.240276,
            0.146968,
            0.156159
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -31453,
            -14026,
            -25078,
            -53974,
            -31315,
            -39406
        ],
        [
            1.681518,
            1.816819,
            1.571246,
            1.638407,
            1.67297,
            1.609623
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            113,
            60,
            53,
            113,
            60,
            53
        ],
        [
            57,
            25,
            32,
            57,
            25,
            32
        ],
        [
            66.470588,
            70.588235,
            62.352941,
            66.470588,
            70.588235,
            62.352941
        ],
        [
            0.848199,
            0.757008,
            0.948677,
            0.826453,
            0.697071,
            0.971848
        ],
        [
            25913,
            8236,
            25913,
            55830,
            21643,
            55830
        ],
        [
            -18672,
            -12690,
            -18672,
            -39406,
            -31315,
            -39406
        ],
        [
            63,
            57,
            69,
            63,
            57,
            69
        ],
        [
            52,
            46,
            58,
            52,
            46,
            58
        ],
        [
            86,
            83,
            89,
            86,
            83,
            89
        ],
        [
            10848,
            4904,
            5943,
            10848,
            4904,
            5943
        ],
        [
            612.833849,
            612.833849,
            612.875516,
            612.833849,
            612.833849,
            612.875516
        ],
        [
            3,
            1,
            2,
            3,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            440986,
            226345,
            -23471,
            427814,
            215303,
            333400
        ]
    ]
}
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": 1669028400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760241644596,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 83,
            "offset": 0,
            "multiplier": 4.16183
        }
    }
}

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)