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Trade: XTZ/USDT/120/HL2/SUPERTREND/1069

Strategy
XTZ/USDT/120/HL2/SUPERTREND/1069
Pair
XTZ_USDT
Interval
2h
Score
435837
Daily Profit
0.197311
Profit Factor
1.201703
Profitability
65.249089
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-01 19:39
Expiration Time
2025-12-15 18:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 411063.4031 270414.2699 140649.1332 381000.9978 613877.9084 -232876.9106
Total P&L (%) 411.0634 270.4143 140.6491 381.001 613.8779 -232.8769
Avg Daily Profit (%) 0.1973 0.1298 0.0675 0.0754 0.0944 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -142619 -106467 -123194 -1963257 -1055913 -1652025
Profit Factor 1.2017 1.2758 1.133 1.0233 1.0771 0.9723
Total Trades 823 412 411 823 412 411
Winning Trades 537 266 271 537 266 271
Losing Trades 286 146 140 286 146 140
Profitability (%) 65.2491 64.5631 65.9367 65.2491 64.5631 65.9367
Ratio Avg Win / Avg Loss 0.64 0.7002 0.5853 0.545 0.5912 0.5023
Largest Winning Trade 24551 24551 16427 222807 222807 168125
Largest Losing Trade -40397 -33673 -40397 -479542 -354764 -479542
Avg Bars in Trades 30 31 29 30 31 29
Avg Bars in Winners 21 19 22 21 19 22
Avg Bars in Losers 47 52 41 47 52 41
Bars Traded 24784 12839 11945 24784 12839 11945
Profit Streak 0 0 17.2776 0 0 17.2776
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435837 -17985 -174172 -282133 -200425 -576272
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579269600000,
    "first_datapoint_time": 1580349600000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759336783514,
    "expiration_time": 1765814400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 230,
            "offset": 0,
            "multiplier": 2.72103
        }
    }
}
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": [
        [
            411063.4031253644,
            270414.2699484474,
            140649.1331769164,
            381000.9977553828,
            613877.9084014264,
            -232876.9106460414
        ],
        [
            411.063403,
            270.41427,
            140.649133,
            381.000998,
            613.877908,
            -232.876911
        ],
        [
            0.197311,
            0.129799,
            0.067512,
            0.075422,
            0.094391,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -142619,
            -106467,
            -123194,
            -1963257,
            -1055913,
            -1652025
        ],
        [
            1.201703,
            1.275792,
            1.133006,
            1.023284,
            1.077107,
            0.972282
        ],
        [
            823,
            412,
            411,
            823,
            412,
            411
        ],
        [
            537,
            266,
            271,
            537,
            266,
            271
        ],
        [
            286,
            146,
            140,
            286,
            146,
            140
        ],
        [
            65.249089,
            64.563107,
            65.93674,
            65.249089,
            64.563107,
            65.93674
        ],
        [
            0.640013,
            0.700247,
            0.585317,
            0.544989,
            0.591194,
            0.502286
        ],
        [
            24551,
            24551,
            16427,
            222807,
            222807,
            168125
        ],
        [
            -40397,
            -33673,
            -40397,
            -479542,
            -354764,
            -479542
        ],
        [
            30,
            31,
            29,
            30,
            31,
            29
        ],
        [
            21,
            19,
            22,
            21,
            19,
            22
        ],
        [
            47,
            52,
            41,
            47,
            52,
            41
        ],
        [
            24784,
            12839,
            11945,
            24784,
            12839,
            11945
        ],
        [
            0,
            0,
            17.277587,
            0,
            0,
            17.277587
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            435837,
            -17985,
            -174172,
            -282133,
            -200425,
            -576272
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1579269600000,
    "first_datapoint_time": 1580349600000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759336783514,
    "expiration_time": 1765814400000,
    "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": 230,
            "offset": 0,
            "multiplier": 2.72103
        }
    }
}

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)