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Trade: XMR/USDT/60/FWMA/SUPERTREND/4114

Strategy
XMR/USDT/60/FWMA/SUPERTREND/4114
Pair
XMR_USDT
Interval
1h
Score
413998
Daily Profit
0.239286
Profit Factor
1.735117
Profitability
69.117647
Streak
607.551990
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-10-07 23:14
Expiration Time
2024-03-24 05:17

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 109851.4342 56142.0585 53709.3758 164418.3231 55034.3346 109383.9885
Total P&L (%) 109.8514 56.1421 53.7094 164.4183 55.0343 109.384
Avg Daily Profit (%) 0.2393 0.1223 0.117 0.212 0.0956 0.1611
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29213 -23698 -16938 -90837 -77139 -23530
Profit Factor 1.7351 1.7098 1.7636 1.6161 1.3471 2.0098
Total Trades 136 68 68 136 68 68
Winning Trades 94 49 45 94 49 45
Losing Trades 42 19 23 42 19 23
Profitability (%) 69.1176 72.0588 66.1765 69.1176 72.0588 66.1765
Ratio Avg Win / Avg Loss 0.7753 0.663 0.9014 0.7221 0.5223 1.0272
Largest Winning Trade 11625 7012 11625 33901 16891 33901
Largest Losing Trade -23698 -23698 -16262 -77139 -77139 -22551
Avg Bars in Trades 78 72 84 78 72 84
Avg Bars in Winners 64 56 73 64 56 73
Avg Bars in Losers 110 115 107 110 115 107
Bars Traded 10697 4939 5758 10697 4939 5758
Profit Streak 607.552 608.802 607.552 607.552 608.802 607.552
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 413998 -136712 -144600 397342 -174190 -97268
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 11018,
    "evaluation_days": 459.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669269600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759868091921,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 226,
            "offset": 0,
            "multiplier": 4.31993
        }
    }
}
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": [
        [
            109851.4342416483,
            56142.0584700179,
            53709.3757716303,
            164418.3230956489,
            55034.334585857,
            109383.9885097918
        ],
        [
            109.851434,
            56.142058,
            53.709376,
            164.418323,
            55.034335,
            109.383989
        ],
        [
            0.239286,
            0.122293,
            0.116993,
            0.212031,
            0.095558,
            0.161104
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29213,
            -23698,
            -16938,
            -90837,
            -77139,
            -23530
        ],
        [
            1.735117,
            1.709772,
            1.763619,
            1.616089,
            1.347099,
            2.00983
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            94,
            49,
            45,
            94,
            49,
            45
        ],
        [
            42,
            19,
            23,
            42,
            19,
            23
        ],
        [
            69.117647,
            72.058824,
            66.176471,
            69.117647,
            72.058824,
            66.176471
        ],
        [
            0.775265,
            0.662973,
            0.901406,
            0.722082,
            0.522344,
            1.027247
        ],
        [
            11625,
            7012,
            11625,
            33901,
            16891,
            33901
        ],
        [
            -23698,
            -23698,
            -16262,
            -77139,
            -77139,
            -22551
        ],
        [
            78,
            72,
            84,
            78,
            72,
            84
        ],
        [
            64,
            56,
            73,
            64,
            56,
            73
        ],
        [
            110,
            115,
            107,
            110,
            115,
            107
        ],
        [
            10697,
            4939,
            5758,
            10697,
            4939,
            5758
        ],
        [
            607.55199,
            608.80199,
            607.55199,
            607.55199,
            608.80199,
            607.55199
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            413998,
            -136712,
            -144600,
            397342,
            -174190,
            -97268
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "1h",
    "packets": 25000,
    "actual_packets": 11018,
    "evaluation_days": 459.08,
    "actual_first_datapoint_time": 1668729600000,
    "first_datapoint_time": 1669269600000,
    "last_datapoint_time": 1708394400000,
    "evaluation_time": 1759868091921,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "fwma",
        "factors": {
            "length": 2,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 226,
            "offset": 0,
            "multiplier": 4.31993
        }
    }
}

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)