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Trade: XMR/USDT/240/VWAP/SUPERTREND/7993

Strategy
XMR/USDT/240/VWAP/SUPERTREND/7993
Pair
XMR_USDT
Interval
4h
Score
471598
Daily Profit
0.265141
Profit Factor
1.452881
Profitability
68.137255
Streak
606.767151
Best Strategy
Training Data Length
1802.330000
Evaluation Time
2025-10-07 01:24
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 477872.3608 350044.6123 127827.7486 1563625.0983 681141.2078 882483.8906
Total P&L (%) 477.8724 350.0446 127.8277 1563.6251 681.1412 882.4839
Avg Daily Profit (%) 0.2651 0.1942 0.0709 0.1561 0.1141 0.1269
Buy And Hold Return (%) 70.5215 70.5215 70.5215 70.5215 70.5215 70.5215
Max Trade Drawdown -87447 -55283 -81189 -1066492 -761113 -518329
Profit Factor 1.4529 1.751 1.217 1.2888 1.2411 1.3409
Total Trades 408 204 204 408 204 204
Winning Trades 278 146 132 278 146 132
Losing Trades 130 58 72 130 58 72
Profitability (%) 68.1373 71.5686 64.7059 68.1373 71.5686 64.7059
Ratio Avg Win / Avg Loss 0.6794 0.6956 0.6638 0.6027 0.493 0.7314
Largest Winning Trade 20697 20697 17871 189178 111797 189178
Largest Losing Trade -65309 -42674 -65309 -355640 -355640 -229661
Avg Bars in Trades 26 24 27 26 24 27
Avg Bars in Winners 19 19 19 19 19 19
Avg Bars in Losers 39 35 43 39 35 43
Bars Traded 10642 4946 5696 10642 4946 5696
Profit Streak 606.7672 608.4338 606.7672 606.7672 608.4338 606.7672
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 471598 393024 -105189 422321 -38007 -21301
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": 1554552000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759789481887,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 134,
            "offset": 0,
            "multiplier": 2.34186
        }
    }
}
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": [
        [
            477872.3608261803,
            350044.6122725244,
            127827.7485536559,
            1563625.09834887,
            681141.2077765327,
            882483.8905723374
        ],
        [
            477.872361,
            350.044612,
            127.827749,
            1563.625098,
            681.141208,
            882.483891
        ],
        [
            0.265141,
            0.194218,
            0.070924,
            0.156119,
            0.114117,
            0.126856
        ],
        [
            70.521477,
            70.521477,
            70.521477,
            70.521477,
            70.521477,
            70.521477
        ],
        [
            -87447,
            -55283,
            -81189,
            -1066492,
            -761113,
            -518329
        ],
        [
            1.452881,
            1.751023,
            1.216991,
            1.288782,
            1.241056,
            1.340873
        ],
        [
            408,
            204,
            204,
            408,
            204,
            204
        ],
        [
            278,
            146,
            132,
            278,
            146,
            132
        ],
        [
            130,
            58,
            72,
            130,
            58,
            72
        ],
        [
            68.137255,
            71.568627,
            64.705882,
            68.137255,
            71.568627,
            64.705882
        ],
        [
            0.679405,
            0.695612,
            0.663813,
            0.602668,
            0.493022,
            0.731385
        ],
        [
            20697,
            20697,
            17871,
            189178,
            111797,
            189178
        ],
        [
            -65309,
            -42674,
            -65309,
            -355640,
            -355640,
            -229661
        ],
        [
            26,
            24,
            27,
            26,
            24,
            27
        ],
        [
            19,
            19,
            19,
            19,
            19,
            19
        ],
        [
            39,
            35,
            43,
            39,
            35,
            43
        ],
        [
            10642,
            4946,
            5696,
            10642,
            4946,
            5696
        ],
        [
            606.767151,
            608.433818,
            606.767151,
            606.767151,
            608.433818,
            606.767151
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            471598,
            393024,
            -105189,
            422321,
            -38007,
            -21301
        ]
    ]
}
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": 1554552000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759789481887,
    "expiration_time": 1713058848000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 134,
            "offset": 0,
            "multiplier": 2.34186
        }
    }
}

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)