← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: XMR/USDT/120/LINREG/SUPERTREND/6947

Strategy
XMR/USDT/120/LINREG/SUPERTREND/6947
Pair
XMR_USDT
Interval
2h
Score
504381
Daily Profit
0.335942
Profit Factor
1.440560
Profitability
66.724138
Streak
612.723547
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 503912.711 363989.7887 139922.9223 3224050.8777 1749948.3911 1474102.4867
Total P&L (%) 503.9127 363.9898 139.9229 3224.0509 1749.9484 1474.1025
Avg Daily Profit (%) 0.3359 0.2427 0.0933 0.2339 0.1947 0.1839
Buy And Hold Return (%) 91.947 91.947 91.947 91.947 91.947 91.947
Max Trade Drawdown -73871 -57159 -53155 -1258684 -930924 -696863
Profit Factor 1.4406 1.6605 1.2361 1.2841 1.297 1.2702
Total Trades 580 290 290 580 290 290
Winning Trades 387 208 179 387 208 179
Losing Trades 193 82 111 193 82 111
Profitability (%) 66.7241 71.7241 61.7241 66.7241 71.7241 61.7241
Ratio Avg Win / Avg Loss 0.7184 0.6546 0.7665 0.6404 0.5113 0.7877
Largest Winning Trade 23942 22575 23942 487718 226476 487718
Largest Losing Trade -42268 -42268 -23374 -484312 -484312 -348546
Avg Bars in Trades 30 27 33 30 27 33
Avg Bars in Winners 23 21 25 23 21 25
Avg Bars in Losers 44 41 46 44 41 46
Bars Traded 17803 7993 9810 17803 7993 9810
Profit Streak 612.7235 613.4735 612.7235 612.7235 613.4735 612.7235
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 504381 413355 -77041 475024 424066 344683
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": 1760210514464,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 155,
            "offset": 0,
            "multiplier": 2.6919
        }
    }
}
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": [
        [
            503912.7109826705,
            363989.7886922396,
            139922.9222904306,
            3224050.877739989,
            1749948.3910636178,
            1474102.4866763717
        ],
        [
            503.912711,
            363.989789,
            139.922922,
            3224.050878,
            1749.948391,
            1474.102487
        ],
        [
            0.335942,
            0.24266,
            0.093282,
            0.233858,
            0.194705,
            0.18392
        ],
        [
            91.94696,
            91.94696,
            91.94696,
            91.94696,
            91.94696,
            91.94696
        ],
        [
            -73871,
            -57159,
            -53155,
            -1258684,
            -930924,
            -696863
        ],
        [
            1.44056,
            1.660469,
            1.23608,
            1.284128,
            1.297027,
            1.270197
        ],
        [
            580,
            290,
            290,
            580,
            290,
            290
        ],
        [
            387,
            208,
            179,
            387,
            208,
            179
        ],
        [
            193,
            82,
            111,
            193,
            82,
            111
        ],
        [
            66.724138,
            71.724138,
            61.724138,
            66.724138,
            71.724138,
            61.724138
        ],
        [
            0.718419,
            0.654608,
            0.766508,
            0.640405,
            0.511328,
            0.787664
        ],
        [
            23942,
            22575,
            23942,
            487718,
            226476,
            487718
        ],
        [
            -42268,
            -42268,
            -23374,
            -484312,
            -484312,
            -348546
        ],
        [
            30,
            27,
            33,
            30,
            27,
            33
        ],
        [
            23,
            21,
            25,
            23,
            21,
            25
        ],
        [
            44,
            41,
            46,
            44,
            41,
            46
        ],
        [
            17803,
            7993,
            9810,
            17803,
            7993,
            9810
        ],
        [
            612.723547,
            613.473547,
            612.723547,
            612.723547,
            613.473547,
            612.723547
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            504381,
            413355,
            -77041,
            475024,
            424066,
            344683
        ]
    ]
}
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": 1760210514464,
    "expiration_time": 1713060000000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 16,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 155,
            "offset": 0,
            "multiplier": 2.6919
        }
    }
}

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)