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Trade: XMR/USDT/240/HILO/SUPERTREND/3269

Strategy
XMR/USDT/240/HILO/SUPERTREND/3269
Pair
XMR_USDT
Interval
4h
Score
301374
Daily Profit
0.199802
Profit Factor
1.216610
Profitability
47.261010
Streak
0.000000
Best Strategy
Training Data Length
1802.330000
Evaluation Time
2025-10-09 14:10
Expiration Time
2024-04-14 04:40

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 360108.2636 292739.8685 67368.395 712113.8674 497540.4312 214573.4362
Total P&L (%) 360.1083 292.7399 67.3684 712.1139 497.5404 214.5734
Avg Daily Profit (%) 0.1998 0.1624 0.0374 0.1163 0.0992 0.0636
Buy And Hold Return (%) 129.9051 129.9051 129.9051 129.9051 129.9051 129.9051
Max Trade Drawdown -74716 -58831 -151710 -502423 -398651 -512052
Profit Factor 1.2166 1.3337 1.0858 1.1007 1.1307 1.0658
Total Trades 931 466 465 931 466 465
Winning Trades 440 248 192 440 248 192
Losing Trades 491 218 273 491 218 273
Profitability (%) 47.261 53.2189 41.2903 47.261 53.2189 41.2903
Ratio Avg Win / Avg Loss 1.3576 1.1724 1.5439 1.2283 0.9939 1.5154
Largest Winning Trade 31204 31204 22018 137398 137398 131657
Largest Losing Trade -23289 -23289 -17640 -193869 -193869 -113406
Avg Bars in Trades 11 14 8 11 14 8
Avg Bars in Winners 14 16 12 14 16 12
Avg Bars in Losers 8 12 5 8 12 5
Bars Traded 10778 6810 3968 10778 6810 3968
Profit Streak 0 0 618.9657 0 0 618.9657
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 301374 178769 -434074 -143578 -138686 -264548
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1552924800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760008234035,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 11,
            "offset": 0,
            "multiplier": 2.14065
        }
    }
}
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": [
        [
            360108.2635611139,
            292739.8685497643,
            67368.3950113499,
            712113.8674025397,
            497540.4311557182,
            214573.4362468221
        ],
        [
            360.108264,
            292.739869,
            67.368395,
            712.113867,
            497.540431,
            214.573436
        ],
        [
            0.199802,
            0.162423,
            0.037379,
            0.116277,
            0.099235,
            0.063607
        ],
        [
            129.905094,
            129.905094,
            129.905094,
            129.905094,
            129.905094,
            129.905094
        ],
        [
            -74716,
            -58831,
            -151710,
            -502423,
            -398651,
            -512052
        ],
        [
            1.21661,
            1.333735,
            1.085785,
            1.100748,
            1.130726,
            1.065774
        ],
        [
            931,
            466,
            465,
            931,
            466,
            465
        ],
        [
            440,
            248,
            192,
            440,
            248,
            192
        ],
        [
            491,
            218,
            273,
            491,
            218,
            273
        ],
        [
            47.26101,
            53.218884,
            41.290323,
            47.26101,
            53.218884,
            41.290323
        ],
        [
            1.357626,
            1.172396,
            1.543851,
            1.228334,
            0.993945,
            1.515397
        ],
        [
            31204,
            31204,
            22018,
            137398,
            137398,
            131657
        ],
        [
            -23289,
            -23289,
            -17640,
            -193869,
            -193869,
            -113406
        ],
        [
            11,
            14,
            8,
            11,
            14,
            8
        ],
        [
            14,
            16,
            12,
            14,
            16,
            12
        ],
        [
            8,
            12,
            5,
            8,
            12,
            5
        ],
        [
            10778,
            6810,
            3968,
            10778,
            6810,
            3968
        ],
        [
            0,
            0,
            618.965671,
            0,
            0,
            618.965672
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            301374,
            178769,
            -434074,
            -143578,
            -138686,
            -264548
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10814,
    "evaluation_days": 1802.33,
    "actual_first_datapoint_time": 1552622400000,
    "first_datapoint_time": 1552924800000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1760008234035,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 11,
            "offset": 0,
            "multiplier": 2.14065
        }
    }
}

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)