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Trade: XMR/USDT/720/DCU/SUPERTREND/9217

Strategy
XMR/USDT/720/DCU/SUPERTREND/9217
Pair
XMR_USDT
Interval
12h
Score
306503
Daily Profit
0.170132
Profit Factor
1.520730
Profitability
59.558824
Streak
680.133713
Best Strategy
Training Data Length
1803.500000
Evaluation Time
2025-09-29 06:12
Expiration Time
2024-04-14 05:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 306833.4595 265062.3052 41771.1542 255324.3441 255578.0786 -253.7345
Total P&L (%) 306.8335 265.0623 41.7712 255.3243 255.5781 -0.2537
Avg Daily Profit (%) 0.1701 0.147 0.0232 0.0703 0.0704 -0.0001
Buy And Hold Return (%) 121.9521 121.9521 121.9521 121.9521 121.9521 121.9521
Max Trade Drawdown -117880 -36910 -148642 -270326 -102498 -230827
Profit Factor 1.5207 2.2484 1.1108 1.2555 1.716 0.9996
Total Trades 136 68 68 136 68 68
Winning Trades 81 44 37 81 44 37
Losing Trades 55 24 31 55 24 31
Profitability (%) 59.5588 64.7059 54.4118 59.5588 64.7059 54.4118
Ratio Avg Win / Avg Loss 1.0326 1.2264 0.9307 0.8525 0.936 0.8375
Largest Winning Trade 40388 38119 40388 111330 62979 111330
Largest Losing Trade -71252 -26274 -71252 -159055 -35666 -159055
Avg Bars in Trades 25 15 35 25 15 35
Avg Bars in Winners 23 17 30 23 17 30
Avg Bars in Losers 29 13 41 29 13 41
Bars Traded 3508 1069 2439 3508 1069 2439
Profit Streak 680.1337 766.6337 680.1337 680.1337 766.6337 680.1337
Trades During Streak 6 5 3 6 5 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 306503 -105043 -535268 -103902 -210398 -688054
Evaluation Data
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1553688000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759115552845,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 25,
            "offset": 0,
            "multiplier": 2.90069
        }
    }
}
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": [
        [
            306833.4594683287,
            265062.3052437489,
            41771.1542245796,
            255324.3441364566,
            255578.0786005564,
            -253.7344640997
        ],
        [
            306.833459,
            265.062305,
            41.771154,
            255.324344,
            255.578079,
            -0.253734
        ],
        [
            0.170132,
            0.146971,
            0.023161,
            0.070325,
            0.070364,
            -0.000141
        ],
        [
            121.952132,
            121.952132,
            121.952132,
            121.952132,
            121.952132,
            121.952132
        ],
        [
            -117880,
            -36910,
            -148642,
            -270326,
            -102498,
            -230827
        ],
        [
            1.52073,
            2.248413,
            1.110823,
            1.255451,
            1.715984,
            0.999605
        ],
        [
            136,
            68,
            68,
            136,
            68,
            68
        ],
        [
            81,
            44,
            37,
            81,
            44,
            37
        ],
        [
            55,
            24,
            31,
            55,
            24,
            31
        ],
        [
            59.558824,
            64.705882,
            54.411765,
            59.558824,
            64.705882,
            54.411765
        ],
        [
            1.032595,
            1.226407,
            0.93069,
            0.852466,
            0.935991,
            0.837507
        ],
        [
            40388,
            38119,
            40388,
            111330,
            62979,
            111330
        ],
        [
            -71252,
            -26274,
            -71252,
            -159055,
            -35666,
            -159055
        ],
        [
            25,
            15,
            35,
            25,
            15,
            35
        ],
        [
            23,
            17,
            30,
            23,
            17,
            30
        ],
        [
            29,
            13,
            41,
            29,
            13,
            41
        ],
        [
            3508,
            1069,
            2439,
            3508,
            1069,
            2439
        ],
        [
            680.133713,
            766.633713,
            680.133713,
            680.133713,
            766.633713,
            680.133713
        ],
        [
            6,
            5,
            3,
            6,
            5,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            306503,
            -105043,
            -535268,
            -103902,
            -210398,
            -688054
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XMR_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3607,
    "evaluation_days": 1803.5,
    "actual_first_datapoint_time": 1552608000000,
    "first_datapoint_time": 1553688000000,
    "last_datapoint_time": 1708387200000,
    "evaluation_time": 1759115552845,
    "expiration_time": 1713061872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcu",
        "factors": {
            "length": 13,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 25,
            "offset": 0,
            "multiplier": 2.90069
        }
    }
}

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)