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Trade: XMR/USDT/720/SUPERTREND/DEMA/7030

Strategy
XMR/USDT/720/SUPERTREND/DEMA/7030
Pair
XMR_USDT
Interval
12h
Score
324302
Daily Profit
0.147671
Profit Factor
1.982931
Profitability
61.111111
Streak
601.353093
Best Strategy
Training Data Length
1803.500000
Evaluation Time
2025-09-29 11:28
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 266325.4525 170794.1618 95531.2907 677806.8671 324579.8962 353226.9709
Total P&L (%) 266.3255 170.7942 95.5313 677.8069 324.5799 353.227
Avg Daily Profit (%) 0.1477 0.0947 0.053 0.1138 0.0802 0.0838
Buy And Hold Return (%) 33.611 33.611 33.611 33.611 33.611 33.611
Max Trade Drawdown -77165 -34873 -109968 -113226 -86594 -155605
Profit Factor 1.9829 2.625 1.576 2.2645 2.4684 2.1214
Total Trades 90 45 45 90 45 45
Winning Trades 55 29 26 55 29 26
Losing Trades 35 16 19 35 16 19
Profitability (%) 61.1111 64.4444 57.7778 61.1111 64.4444 57.7778
Ratio Avg Win / Avg Loss 1.2619 1.4483 1.1517 1.4411 1.3619 1.5503
Largest Winning Trade 41358 41358 29406 148858 55404 148858
Largest Losing Trade -25929 -17408 -25929 -72294 -72294 -55942
Avg Bars in Trades 36 36 37 36 36 37
Avg Bars in Winners 35 37 34 35 37 34
Avg Bars in Losers 38 34 40 38 34 40
Bars Traded 3293 1628 1665 3293 1628 1665
Profit Streak 601.3531 0 668.8531 601.3531 0 668.8531
Trades During Streak 1 0 4 1 0 4
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 324302 -61982 -121238 -35186 -80333 -74577
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": 1563192000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759134507261,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 67,
            "offset": 0,
            "multiplier": 2.53352
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 246,
            "offset": 0
        }
    }
}
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": [
        [
            266325.4525084639,
            170794.1617708918,
            95531.290737572,
            677806.8671196218,
            324579.896197052,
            353226.9709225697
        ],
        [
            266.325453,
            170.794162,
            95.531291,
            677.806867,
            324.579896,
            353.226971
        ],
        [
            0.147671,
            0.094702,
            0.05297,
            0.113805,
            0.080206,
            0.083829
        ],
        [
            33.610986,
            33.610986,
            33.610986,
            33.610986,
            33.610986,
            33.610986
        ],
        [
            -77165,
            -34873,
            -109968,
            -113226,
            -86594,
            -155605
        ],
        [
            1.982931,
            2.625034,
            1.576016,
            2.264512,
            2.468372,
            2.121444
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            55,
            29,
            26,
            55,
            29,
            26
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            61.111111,
            64.444444,
            57.777778,
            61.111111,
            64.444444,
            57.777778
        ],
        [
            1.261865,
            1.448294,
            1.151704,
            1.441053,
            1.36186,
            1.550286
        ],
        [
            41358,
            41358,
            29406,
            148858,
            55404,
            148858
        ],
        [
            -25929,
            -17408,
            -25929,
            -72294,
            -72294,
            -55942
        ],
        [
            36,
            36,
            37,
            36,
            36,
            37
        ],
        [
            35,
            37,
            34,
            35,
            37,
            34
        ],
        [
            38,
            34,
            40,
            38,
            34,
            40
        ],
        [
            3293,
            1628,
            1665,
            3293,
            1628,
            1665
        ],
        [
            601.353093,
            0,
            668.853093,
            601.353093,
            0,
            668.853093
        ],
        [
            1,
            0,
            4,
            1,
            0,
            4
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            324302,
            -61982,
            -121238,
            -35186,
            -80333,
            -74577
        ]
    ]
}
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": 1563192000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759134507261,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 67,
            "offset": 0,
            "multiplier": 2.53352
        }
    },
    "second_band": {
        "type": "dema",
        "factors": {
            "length": 246,
            "offset": 0
        }
    }
}

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)