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Trade: XMR/USDT/120/HL2/SUPERTREND/8666

Strategy
XMR/USDT/120/HL2/SUPERTREND/8666
Pair
XMR_USDT
Interval
2h
Score
439894
Daily Profit
0.196314
Profit Factor
1.261295
Profitability
69.308943
Streak
600.968393
Best Strategy
Training Data Length
1500.000000
Evaluation Time
2025-10-01 08:14
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 427966.2764 306841.4106 121124.8658 1795025.3203 723000.7666 1072024.5537
Total P&L (%) 427.9663 306.8414 121.1249 1795.0253 723.0008 1072.0246
Avg Daily Profit (%) 0.2853 0.2046 0.0808 0.1963 0.1406 0.1642
Buy And Hold Return (%) 91.947 91.947 91.947 91.947 91.947 91.947
Max Trade Drawdown -80960 -59458 -52287 -880480 -718110 -502741
Profit Factor 1.4292 1.6382 1.2346 1.2613 1.1929 1.3435
Total Trades 492 246 246 492 246 246
Winning Trades 341 182 159 341 182 159
Losing Trades 151 64 87 151 64 87
Profitability (%) 69.3089 73.9837 64.6341 69.3089 73.9837 64.6341
Ratio Avg Win / Avg Loss 0.6329 0.5761 0.6755 0.5585 0.4195 0.7351
Largest Winning Trade 17738 17738 16449 247756 113014 247756
Largest Losing Trade -45535 -45535 -20255 -563747 -563747 -177220
Avg Bars in Trades 36 32 39 36 32 39
Avg Bars in Winners 26 24 27 26 24 27
Avg Bars in Losers 58 56 60 58 56 60
Bars Traded 17721 8016 9704 17721 8016 9704
Profit Streak 600.9684 602.2184 600.9684 600.9684 602.2184 600.9684
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 430157 345481 -150961 439894 -10510 346563
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 18000,
    "evaluation_days": 1500,
    "actual_first_datapoint_time": 1578729600000,
    "first_datapoint_time": 1579809600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759295669183,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 180,
            "offset": 0,
            "multiplier": 2.96254
        }
    }
}
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": [
        [
            427966.2763853555,
            306841.4105965356,
            121124.8657888201,
            1795025.320313161,
            723000.766573905,
            1072024.553739257
        ],
        [
            427.966276,
            306.841411,
            121.124866,
            1795.02532,
            723.000767,
            1072.024554
        ],
        [
            0.285311,
            0.204561,
            0.08075,
            0.196314,
            0.140618,
            0.164223
        ],
        [
            91.94696,
            91.94696,
            91.94696,
            91.94696,
            91.94696,
            91.94696
        ],
        [
            -80960,
            -59458,
            -52287,
            -880480,
            -718110,
            -502741
        ],
        [
            1.429184,
            1.638152,
            1.234587,
            1.261295,
            1.192871,
            1.343476
        ],
        [
            492,
            246,
            246,
            492,
            246,
            246
        ],
        [
            341,
            182,
            159,
            341,
            182,
            159
        ],
        [
            151,
            64,
            87,
            151,
            64,
            87
        ],
        [
            69.308943,
            73.98374,
            64.634146,
            69.308943,
            73.98374,
            64.634146
        ],
        [
            0.632865,
            0.576053,
            0.675528,
            0.558521,
            0.419471,
            0.73511
        ],
        [
            17738,
            17738,
            16449,
            247756,
            113014,
            247756
        ],
        [
            -45535,
            -45535,
            -20255,
            -563747,
            -563747,
            -177220
        ],
        [
            36,
            32,
            39,
            36,
            32,
            39
        ],
        [
            26,
            24,
            27,
            26,
            24,
            27
        ],
        [
            58,
            56,
            60,
            58,
            56,
            60
        ],
        [
            17721,
            8016,
            9704,
            17721,
            8016,
            9704
        ],
        [
            600.968393,
            602.218393,
            600.968393,
            600.968393,
            602.218393,
            600.968393
        ],
        [
            2,
            1,
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            1,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
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        ],
        [
            430157,
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            -150961,
            439894,
            -10510,
            346563
        ]
    ]
}
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": 1579809600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759295669183,
    "expiration_time": 1713060000000,
    "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": 180,
            "offset": 0,
            "multiplier": 2.96254
        }
    }
}

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)