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Trade: XMR/USDT/120/FWMA/SUPERTREND/5634

Strategy
XMR/USDT/120/FWMA/SUPERTREND/5634
Pair
XMR_USDT
Interval
2h
Score
536797
Daily Profit
0.237844
Profit Factor
1.683083
Profitability
69.488189
Streak
611.556934
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-11 22:21
Expiration Time
2024-04-14 05:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 493532.6082 341058.0711 152474.5371 3428396.8387 1503456.9299 1924939.9088
Total P&L (%) 493.5326 341.0581 152.4745 3428.3968 1503.4569 1924.9399
Avg Daily Profit (%) 0.329 0.2274 0.1017 0.2378 0.1852 0.2007
Buy And Hold Return (%) 80.6147 80.6147 80.6147 80.6147 80.6147 80.6147
Max Trade Drawdown -80324 -76641 -60881 -454561 -458945 -260772
Profit Factor 1.4947 1.7063 1.2962 1.6831 1.5436 1.8543
Total Trades 508 254 254 508 254 254
Winning Trades 353 189 164 353 189 164
Losing Trades 155 65 90 155 65 90
Profitability (%) 69.4882 74.4094 64.5669 69.4882 74.4094 64.5669
Ratio Avg Win / Avg Loss 0.6563 0.5868 0.7113 0.739 0.5309 1.0176
Largest Winning Trade 16449 15640 16449 384446 329908 384446
Largest Losing Trade -42524 -42524 -23417 -277953 -277953 -248337
Avg Bars in Trades 34 31 38 34 31 38
Avg Bars in Winners 26 24 29 26 24 29
Avg Bars in Losers 53 51 54 53 51 54
Bars Traded 17721 7914 9807 17721 7914 9807
Profit Streak 611.5569 613.3069 611.5569 611.5569 613.3069 611.5569
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 499841 402812 -63247 536797 457645 493089
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580198400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760210519110,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 58,
            "offset": 0,
            "multiplier": 2.74682
        }
    }
}
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": [
        [
            493532.6082331688,
            341058.0711101481,
            152474.5371230205,
            3428396.838665801,
            1503456.9298998069,
            1924939.908765996
        ],
        [
            493.532608,
            341.058071,
            152.474537,
            3428.396839,
            1503.45693,
            1924.939909
        ],
        [
            0.329022,
            0.227372,
            0.10165,
            0.237844,
            0.185154,
            0.200743
        ],
        [
            80.614729,
            80.614729,
            80.614729,
            80.614729,
            80.614729,
            80.614729
        ],
        [
            -80324,
            -76641,
            -60881,
            -454561,
            -458945,
            -260772
        ],
        [
            1.494681,
            1.706297,
            1.296185,
            1.683083,
            1.543594,
            1.854302
        ],
        [
            508,
            254,
            254,
            508,
            254,
            254
        ],
        [
            353,
            189,
            164,
            353,
            189,
            164
        ],
        [
            155,
            65,
            90,
            155,
            65,
            90
        ],
        [
            69.488189,
            74.409449,
            64.566929,
            69.488189,
            74.409449,
            64.566929
        ],
        [
            0.656305,
            0.586822,
            0.711321,
            0.739031,
            0.530865,
            1.017605
        ],
        [
            16449,
            15640,
            16449,
            384446,
            329908,
            384446
        ],
        [
            -42524,
            -42524,
            -23417,
            -277953,
            -277953,
            -248337
        ],
        [
            34,
            31,
            38,
            34,
            31,
            38
        ],
        [
            26,
            24,
            29,
            26,
            24,
            29
        ],
        [
            53,
            51,
            54,
            53,
            51,
            54
        ],
        [
            17721,
            7914,
            9807,
            17721,
            7914,
            9807
        ],
        [
            611.556934,
            613.306934,
            611.556934,
            611.556934,
            613.306934,
            611.556934
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            499841,
            402812,
            -63247,
            536797,
            457645,
            493089
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1580198400000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1760210519110,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 205,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 58,
            "offset": 0,
            "multiplier": 2.74682
        }
    }
}

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)