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Trade: XMR/USDT/720/VWAP/SUPERTREND/3453

Strategy
XMR/USDT/720/VWAP/SUPERTREND/3453
Pair
XMR_USDT
Interval
12h
Score
411985
Daily Profit
0.161469
Profit Factor
1.346907
Profitability
69.834711
Streak
604.873775
Best Strategy
Training Data Length
1803.500000
Evaluation Time
2025-10-03 23:58
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 291208.6141 245052.923 46155.6912 161252.5069 136297.6321 24954.8748
Total P&L (%) 291.2086 245.0529 46.1557 161.2525 136.2976 24.9549
Avg Daily Profit (%) 0.1615 0.1359 0.0256 0.0533 0.0477 0.0124
Buy And Hold Return (%) 27.758 27.758 27.758 27.758 27.758 27.758
Max Trade Drawdown -124094 -74096 -149380 -152541 -75186 -199634
Profit Factor 1.3469 1.6447 1.1005 1.2013 1.3814 1.0563
Total Trades 242 121 121 242 121 121
Winning Trades 169 87 82 169 87 82
Losing Trades 73 34 39 73 34 39
Profitability (%) 69.8347 71.9008 67.7686 69.8347 71.9008 67.7686
Ratio Avg Win / Avg Loss 0.5818 0.6427 0.5234 0.5189 0.5399 0.5024
Largest Winning Trade 27572 27572 18064 36718 16824 36718
Largest Losing Trade -55559 -53445 -55559 -64714 -48139 -64714
Avg Bars in Trades 14 13 15 14 13 15
Avg Bars in Winners 9 10 9 9 10 9
Avg Bars in Losers 24 21 26 24 21 26
Bars Traded 3439 1617 1822 3439 1617 1822
Profit Streak 604.8738 604.8738 612.3738 604.8738 604.8738 612.3738
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 411985 -7556 -275799 -119321 -127970 -498748
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": 1759525094139,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 166,
            "offset": 0,
            "multiplier": 1.44268
        }
    }
}
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": [
        [
            291208.6141369773,
            245052.9229657563,
            46155.691171221,
            161252.5069397387,
            136297.632143571,
            24954.8747961679
        ],
        [
            291.208614,
            245.052923,
            46.155691,
            161.252507,
            136.297632,
            24.954875
        ],
        [
            0.161469,
            0.135876,
            0.025592,
            0.053262,
            0.047692,
            0.012354
        ],
        [
            27.758045,
            27.758045,
            27.758045,
            27.758045,
            27.758045,
            27.758045
        ],
        [
            -124094,
            -74096,
            -149380,
            -152541,
            -75186,
            -199634
        ],
        [
            1.346907,
            1.64468,
            1.100485,
            1.20132,
            1.381423,
            1.056251
        ],
        [
            242,
            121,
            121,
            242,
            121,
            121
        ],
        [
            169,
            87,
            82,
            169,
            87,
            82
        ],
        [
            73,
            34,
            39,
            73,
            34,
            39
        ],
        [
            69.834711,
            71.900826,
            67.768595,
            69.834711,
            71.900826,
            67.768595
        ],
        [
            0.5818,
            0.642748,
            0.523401,
            0.518914,
            0.539867,
            0.502363
        ],
        [
            27572,
            27572,
            18064,
            36718,
            16824,
            36718
        ],
        [
            -55559,
            -53445,
            -55559,
            -64714,
            -48139,
            -64714
        ],
        [
            14,
            13,
            15,
            14,
            13,
            15
        ],
        [
            9,
            10,
            9,
            9,
            10,
            9
        ],
        [
            24,
            21,
            26,
            24,
            21,
            26
        ],
        [
            3439,
            1617,
            1822,
            3439,
            1617,
            1822
        ],
        [
            604.873775,
            604.873775,
            612.373775,
            604.873775,
            604.873775,
            612.373775
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            411985,
            -7556,
            -275799,
            -119321,
            -127970,
            -498748
        ]
    ]
}
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": 1759525094139,
    "expiration_time": 1713061872000,
    "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": 166,
            "offset": 0,
            "multiplier": 1.44268
        }
    }
}

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)