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Trade: XMR/USDT/60/SUPERTREND/SSF/2564

Strategy
XMR/USDT/60/SUPERTREND/SSF/2564
Pair
XMR_USDT
Interval
1h
Score
320177
Daily Profit
0.171709
Profit Factor
1.370501
Profitability
59.911894
Streak
591.836285
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 16:04
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 78828.171 39708.3009 39119.87 91476.067 33118.7529 58357.3141
Total P&L (%) 78.8282 39.7083 39.1199 91.4761 33.1188 58.3573
Avg Daily Profit (%) 0.1717 0.0865 0.0852 0.1416 0.0623 0.1002
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -32212 -18161 -22337 -49427 -40530 -33734
Profit Factor 1.3705 1.3841 1.3576 1.3184 1.2254 1.4156
Total Trades 227 113 114 227 113 114
Winning Trades 136 67 69 136 67 69
Losing Trades 91 46 45 91 46 45
Profitability (%) 59.9119 59.292 60.5263 59.9119 59.292 60.5263
Ratio Avg Win / Avg Loss 0.917 0.9503 0.8854 0.8821 0.8413 0.9232
Largest Winning Trade 13127 7544 13127 25896 10824 25896
Largest Losing Trade -19845 -18161 -19845 -40530 -40530 -29595
Avg Bars in Trades 47 49 45 47 49 45
Avg Bars in Winners 38 41 36 38 41 36
Avg Bars in Losers 60 61 59 60 61 59
Bars Traded 10762 5592 5170 10762 5592 5170
Profit Streak 591.8363 592.4196 591.8363 591.8363 592.4196 591.8363
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 320177 -80026 -81786 -2811 -113798 -59950

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": 1758891855050,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 168,
            "offset": 0,
            "multiplier": 2.66656
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 238,
            "offset": 0,
            "poles": 3
        }
    }
}
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": [
        [
            78828.1709889479,
            39708.3009426814,
            39119.8700462664,
            91476.0669993225,
            33118.7528697057,
            58357.3141296166
        ],
        [
            78.828171,
            39.708301,
            39.11987,
            91.476067,
            33.118753,
            58.357314
        ],
        [
            0.171709,
            0.086495,
            0.085214,
            0.141599,
            0.062333,
            0.100182
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -32212,
            -18161,
            -22337,
            -49427,
            -40530,
            -33734
        ],
        [
            1.370501,
            1.384137,
            1.357616,
            1.318362,
            1.225403,
            1.415644
        ],
        [
            227,
            113,
            114,
            227,
            113,
            114
        ],
        [
            136,
            67,
            69,
            136,
            67,
            69
        ],
        [
            91,
            46,
            45,
            91,
            46,
            45
        ],
        [
            59.911894,
            59.292035,
            60.526316,
            59.911894,
            59.292035,
            60.526316
        ],
        [
            0.917027,
            0.950303,
            0.885402,
            0.882139,
            0.841321,
            0.923246
        ],
        [
            13127,
            7544,
            13127,
            25896,
            10824,
            25896
        ],
        [
            -19845,
            -18161,
            -19845,
            -40530,
            -40530,
            -29595
        ],
        [
            47,
            49,
            45,
            47,
            49,
            45
        ],
        [
            38,
            41,
            36,
            38,
            41,
            36
        ],
        [
            60,
            61,
            59,
            60,
            61,
            59
        ],
        [
            10762,
            5592,
            5170,
            10762,
            5592,
            5170
        ],
        [
            591.836285,
            592.419619,
            591.836285,
            591.836285,
            592.419619,
            591.836285
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            320177,
            -80026,
            -81786,
            -2811,
            -113798,
            -59950
        ]
    ]
}
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": 1758891855050,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 168,
            "offset": 0,
            "multiplier": 2.66656
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 238,
            "offset": 0,
            "poles": 3
        }
    }
}

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)