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Trade: XTZ/USDT/120/SMA/SUPERTREND/1368

Strategy
XTZ/USDT/120/SMA/SUPERTREND/1368
Pair
XTZ_USDT
Interval
2h
Score
380743
Daily Profit
0.189678
Profit Factor
1.211917
Profitability
47.102526
Streak
9.527477
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 395162.3579 304760.0627 90402.2953 166772.1505 569774.5512 -403002.4007
Total P&L (%) 395.1624 304.7601 90.4023 166.7722 569.7746 -403.0024
Avg Daily Profit (%) 0.1897 0.1463 0.0434 0.0471 0.0913 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -263083 -154395 -175544 -985043 -327147 -895556
Profit Factor 1.2119 1.321 1.0988 1.0328 1.2359 0.8487
Total Trades 673 337 336 673 337 336
Winning Trades 317 166 151 317 166 151
Losing Trades 356 171 185 356 171 185
Profitability (%) 47.1025 49.2582 44.9405 47.1025 49.2582 44.9405
Ratio Avg Win / Avg Loss 1.361 1.3608 1.3462 1.1599 1.2731 1.0398
Largest Winning Trade 97281 97281 45564 220307 220307 162457
Largest Losing Trade -46746 -24031 -46746 -318595 -138649 -318595
Avg Bars in Trades 36 34 38 36 34 38
Avg Bars in Winners 47 43 51 47 43 51
Avg Bars in Losers 27 26 28 27 26 28
Bars Traded 24839 11767 13071 24839 11767 13071
Profit Streak 9.5275 9.5275 12.6108 9.5275 9.5275 12.6108
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 380743 145296 -246973 -310902 -69344 -579263
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": 1580306400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759336774046,
    "expiration_time": 1765814400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 144,
            "offset": 0,
            "multiplier": 3.08647
        }
    }
}
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": [
        [
            395162.3579456825,
            304760.0626552558,
            90402.2952904275,
            166772.1505395825,
            569774.551225384,
            -403002.4006858011
        ],
        [
            395.162358,
            304.760063,
            90.402295,
            166.772151,
            569.774551,
            -403.002401
        ],
        [
            0.189678,
            0.146285,
            0.043393,
            0.04711,
            0.091327,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -263083,
            -154395,
            -175544,
            -985043,
            -327147,
            -895556
        ],
        [
            1.211917,
            1.320973,
            1.098777,
            1.032836,
            1.23586,
            0.84868
        ],
        [
            673,
            337,
            336,
            673,
            337,
            336
        ],
        [
            317,
            166,
            151,
            317,
            166,
            151
        ],
        [
            356,
            171,
            185,
            356,
            171,
            185
        ],
        [
            47.102526,
            49.25816,
            44.940476,
            47.102526,
            49.25816,
            44.940476
        ],
        [
            1.361017,
            1.360762,
            1.346184,
            1.159904,
            1.273084,
            1.039774
        ],
        [
            97281,
            97281,
            45564,
            220307,
            220307,
            162457
        ],
        [
            -46746,
            -24031,
            -46746,
            -318595,
            -138649,
            -318595
        ],
        [
            36,
            34,
            38,
            36,
            34,
            38
        ],
        [
            47,
            43,
            51,
            47,
            43,
            51
        ],
        [
            27,
            26,
            28,
            27,
            26,
            28
        ],
        [
            24839,
            11767,
            13071,
            24839,
            11767,
            13071
        ],
        [
            9.527477,
            9.527477,
            12.61081,
            9.527477,
            9.527477,
            12.610811
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            380743,
            145296,
            -246973,
            -310902,
            -69344,
            -579263
        ]
    ]
}
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": 1580306400000,
    "last_datapoint_time": 1759334400000,
    "evaluation_time": 1759336774046,
    "expiration_time": 1765814400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sma",
        "factors": {
            "length": 89,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 144,
            "offset": 0,
            "multiplier": 3.08647
        }
    }
}

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)