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Trade: XMR/USDT/60/SWMA/SUPERTREND/1613

Strategy
XMR/USDT/60/SWMA/SUPERTREND/1613
Pair
XMR_USDT
Interval
1h
Score
414840
Daily Profit
0.222481
Profit Factor
1.688260
Profitability
60.621762
Streak
0.000000
Best Strategy
Training Data Length
459.080000
Evaluation Time
2025-09-26 09:52
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 116424.3479 56681.7569 59742.591 177383.5656 64045.232 113338.3336
Total P&L (%) 116.4243 56.6818 59.7426 177.3836 64.0452 113.3383
Avg Daily Profit (%) 0.2536 0.1235 0.1301 0.2225 0.1079 0.1652
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -46837 -22559 -30409 -55943 -29028 -34875
Profit Factor 1.5508 1.5835 1.523 1.6883 1.4984 1.877
Total Trades 193 97 96 193 97 96
Winning Trades 117 58 59 117 58 59
Losing Trades 76 39 37 76 39 37
Profitability (%) 60.6218 59.7938 61.4583 60.6218 59.7938 61.4583
Ratio Avg Win / Avg Loss 1.0073 1.0648 0.9551 1.0966 1.0076 1.1771
Largest Winning Trade 28826 7767 28826 58642 20356 58642
Largest Losing Trade -11193 -11193 -10683 -24284 -24284 -12383
Avg Bars in Trades 55 49 61 55 49 61
Avg Bars in Winners 60 53 67 60 53 67
Avg Bars in Losers 48 44 52 48 44 52
Bars Traded 10766 4830 5936 10766 4830 5936
Profit Streak 0 0 604.7445 0 0 604.7445
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 407456 -27044 -18816 414840 -47862 401615

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": 1758869524946,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 207,
            "offset": 96,
            "multiplier": 4.66347
        }
    }
}
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": [
        [
            116424.3478592035,
            56681.7568586134,
            59742.59100059,
            177383.5656497774,
            64045.2320319547,
            113338.3336178228
        ],
        [
            116.424348,
            56.681757,
            59.742591,
            177.383566,
            64.045232,
            113.338334
        ],
        [
            0.253604,
            0.123468,
            0.130135,
            0.222481,
            0.107876,
            0.165186
        ],
        [
            10,
            10,
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            10,
            10,
            10
        ],
        [
            -46837,
            -22559,
            -30409,
            -55943,
            -29028,
            -34875
        ],
        [
            1.550781,
            1.583489,
            1.522966,
            1.68826,
            1.498448,
            1.876971
        ],
        [
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            97,
            96,
            193,
            97,
            96
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            76,
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            37,
            76,
            39,
            37
        ],
        [
            60.621762,
            59.793814,
            61.458333,
            60.621762,
            59.793814,
            61.458333
        ],
        [
            1.007345,
            1.06476,
            0.955081,
            1.096647,
            1.007577,
            1.177084
        ],
        [
            28826,
            7767,
            28826,
            58642,
            20356,
            58642
        ],
        [
            -11193,
            -11193,
            -10683,
            -24284,
            -24284,
            -12383
        ],
        [
            55,
            49,
            61,
            55,
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            61
        ],
        [
            60,
            53,
            67,
            60,
            53,
            67
        ],
        [
            48,
            44,
            52,
            48,
            44,
            52
        ],
        [
            10766,
            4830,
            5936,
            10766,
            4830,
            5936
        ],
        [
            0,
            0,
            604.744502,
            0,
            0,
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        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            407456,
            -27044,
            -18816,
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            -47862,
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        ]
    ]
}
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": 1758869524946,
    "expiration_time": 1711250265600,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 45,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 207,
            "offset": 96,
            "multiplier": 4.66347
        }
    }
}

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)