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Trade: XMR/USDT/720/HL2/SUPERTREND/2726

Strategy
XMR/USDT/720/HL2/SUPERTREND/2726
Pair
XMR_USDT
Interval
12h
Score
464980
Daily Profit
0.221859
Profit Factor
1.408288
Profitability
69.886364
Streak
602.304461
Best Strategy
Training Data Length
1803.500000
Evaluation Time
2025-10-01 10:18
Expiration Time
2024-04-14 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 400122.389 297690.6611 102431.7279 722199.3546 360595.9771 361603.3774
Total P&L (%) 400.1224 297.6907 102.4317 722.1994 360.596 361.6034
Avg Daily Profit (%) 0.2219 0.1651 0.0568 0.1169 0.0847 0.0848
Buy And Hold Return (%) 27.758 27.758 27.758 27.758 27.758 27.758
Max Trade Drawdown -123945 -72640 -137534 -266795 -229956 -167051
Profit Factor 1.4083 1.6862 1.1875 1.4 1.3983 1.4017
Total Trades 352 176 176 352 176 176
Winning Trades 246 129 117 246 129 117
Losing Trades 106 47 59 106 47 59
Profitability (%) 69.8864 73.2955 66.4773 69.8864 73.2955 66.4773
Ratio Avg Win / Avg Loss 0.6068 0.6144 0.5988 0.6033 0.5095 0.7068
Largest Winning Trade 27572 27572 18064 119127 62260 119127
Largest Losing Trade -55559 -42763 -55559 -119866 -119866 -88202
Avg Bars in Trades 9 9 10 9 9 10
Avg Bars in Winners 6 7 6 6 7 6
Avg Bars in Losers 16 14 18 16 14 18
Bars Traded 3445 1594 1851 3445 1594 1851
Profit Streak 602.3045 602.3045 609.8045 602.3045 602.3045 609.8045
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 464980 431515 -131369 -31484 -76575 -76527
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1559088000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759303105407,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 159,
            "offset": 0,
            "multiplier": 1.09158
        }
    }
}
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": [
        [
            400122.3889871779,
            297690.6610901271,
            102431.7278970504,
            722199.3545835529,
            360595.9771356023,
            361603.3774479505
        ],
        [
            400.122389,
            297.690661,
            102.431728,
            722.199355,
            360.595977,
            361.603377
        ],
        [
            0.221859,
            0.165063,
            0.056796,
            0.116886,
            0.084724,
            0.084845
        ],
        [
            27.758045,
            27.758045,
            27.758045,
            27.758045,
            27.758045,
            27.758045
        ],
        [
            -123945,
            -72640,
            -137534,
            -266795,
            -229956,
            -167051
        ],
        [
            1.408288,
            1.686246,
            1.187534,
            1.400001,
            1.398321,
            1.401689
        ],
        [
            352,
            176,
            176,
            352,
            176,
            176
        ],
        [
            246,
            129,
            117,
            246,
            129,
            117
        ],
        [
            106,
            47,
            59,
            106,
            47,
            59
        ],
        [
            69.886364,
            73.295455,
            66.477273,
            69.886364,
            73.295455,
            66.477273
        ],
        [
            0.606823,
            0.614369,
            0.598842,
            0.603252,
            0.509466,
            0.706835
        ],
        [
            27572,
            27572,
            18064,
            119127,
            62260,
            119127
        ],
        [
            -55559,
            -42763,
            -55559,
            -119866,
            -119866,
            -88202
        ],
        [
            9,
            9,
            10,
            9,
            9,
            10
        ],
        [
            6,
            7,
            6,
            6,
            7,
            6
        ],
        [
            16,
            14,
            18,
            16,
            14,
            18
        ],
        [
            3445,
            1594,
            1851,
            3445,
            1594,
            1851
        ],
        [
            602.304461,
            602.304461,
            609.804461,
            602.304461,
            602.304461,
            609.804461
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            464980,
            431515,
            -131369,
            -31484,
            -76575,
            -76527
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1559088000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759303105407,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 159,
            "offset": 0,
            "multiplier": 1.09158
        }
    }
}

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)