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Trade: XMR/USDT/360/HL2/SUPERTREND/6091

Strategy
XMR/USDT/360/HL2/SUPERTREND/6091
Pair
XMR_USDT
Interval
6h
Score
409369
Daily Profit
0.220516
Profit Factor
1.348504
Profitability
68.421053
Streak
603.191986
Best Strategy
Training Data Length
1803.000000
Evaluation Time
2025-10-03 07:36
Expiration Time
2024-04-14 05:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 397590.3137 311034.6382 86555.6755 860243.7711 428520.6918 431723.0792
Total P&L (%) 397.5903 311.0346 86.5557 860.2438 428.5207 431.7231
Avg Daily Profit (%) 0.2205 0.1725 0.048 0.1255 0.0924 0.0927
Buy And Hold Return (%) 79.7123 79.7123 79.7123 79.7123 79.7123 79.7123
Max Trade Drawdown -91266 -70893 -58297 -624957 -373327 -314283
Profit Factor 1.3485 1.6026 1.1386 1.2552 1.2545 1.256
Total Trades 494 247 247 494 247 247
Winning Trades 338 180 158 338 180 158
Losing Trades 156 67 89 156 67 89
Profitability (%) 68.4211 72.8745 63.9676 68.4211 72.8745 63.9676
Ratio Avg Win / Avg Loss 0.6224 0.5965 0.6413 0.5793 0.4669 0.7075
Largest Winning Trade 29186 29186 17077 153412 62966 153412
Largest Losing Trade -43357 -43357 -41557 -186220 -186220 -103725
Avg Bars in Trades 14 12 15 14 12 15
Avg Bars in Winners 10 9 10 10 9 10
Avg Bars in Losers 23 21 24 23 21 24
Bars Traded 7037 3200 3837 7037 3200 3837
Profit Streak 603.192 604.192 603.192 603.192 604.192 603.192
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 409369 356231 -334229 -20657 -68008 -68680
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7212,
    "evaluation_days": 1803,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1555113600000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759466187585,
    "expiration_time": 1713060576000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hl2",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 116,
            "offset": 0,
            "multiplier": 1.55373
        }
    }
}
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": [
        [
            397590.313688042,
            311034.6381583361,
            86555.6755297058,
            860243.7710694493,
            428520.6918387082,
            431723.0792307409
        ],
        [
            397.590314,
            311.034638,
            86.555676,
            860.243771,
            428.520692,
            431.723079
        ],
        [
            0.220516,
            0.17251,
            0.048006,
            0.125537,
            0.092384,
            0.092719
        ],
        [
            79.712339,
            79.712339,
            79.712339,
            79.712339,
            79.712339,
            79.712339
        ],
        [
            -91266,
            -70893,
            -58297,
            -624957,
            -373327,
            -314283
        ],
        [
            1.348504,
            1.60255,
            1.138566,
            1.255232,
            1.25449,
            1.255972
        ],
        [
            494,
            247,
            247,
            494,
            247,
            247
        ],
        [
            338,
            180,
            158,
            338,
            180,
            158
        ],
        [
            156,
            67,
            89,
            156,
            67,
            89
        ],
        [
            68.421053,
            72.874494,
            63.967611,
            68.421053,
            72.874494,
            63.967611
        ],
        [
            0.622386,
            0.596505,
            0.641344,
            0.579338,
            0.466949,
            0.707478
        ],
        [
            29186,
            29186,
            17077,
            153412,
            62966,
            153412
        ],
        [
            -43357,
            -43357,
            -41557,
            -186220,
            -186220,
            -103725
        ],
        [
            14,
            12,
            15,
            14,
            12,
            15
        ],
        [
            10,
            9,
            10,
            10,
            9,
            10
        ],
        [
            23,
            21,
            24,
            23,
            21,
            24
        ],
        [
            7037,
            3200,
            3837,
            7037,
            3200,
            3837
        ],
        [
            603.191986,
            604.191986,
            603.191986,
            603.191986,
            604.191986,
            603.191986
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            409369,
            356231,
            -334229,
            -20657,
            -68008,
            -68680
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7212,
    "evaluation_days": 1803,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1555113600000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759466187585,
    "expiration_time": 1713060576000,
    "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": 116,
            "offset": 0,
            "multiplier": 1.55373
        }
    }
}

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)