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Trade: XTZ/USDT/120/SSF/SUPERTREND/7689

Strategy
XTZ/USDT/120/SSF/SUPERTREND/7689
Pair
XTZ_USDT
Interval
2h
Score
312950
Daily Profit
0.180769
Profit Factor
1.208760
Profitability
46.054750
Streak
0.000000
Best Strategy
Training Data Length
2083.330000
Evaluation Time
2025-10-11 07:58
Expiration Time
2025-12-25 06:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 376600.5374 270493.2343 106107.3031 176353.2958 530379.9648 -354026.6691
Total P&L (%) 376.6005 270.4932 106.1073 176.3533 530.38 -354.0267
Avg Daily Profit (%) 0.1808 0.1298 0.0509 0.0488 0.0884 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -230137 -127108 -149104 -1037793 -446621 -890877
Profit Factor 1.2088 1.2907 1.1215 1.0317 1.1957 0.8758
Total Trades 621 311 310 621 311 310
Winning Trades 286 147 139 286 147 139
Losing Trades 335 164 171 335 164 171
Profitability (%) 46.0548 47.2669 44.8387 46.0548 47.2669 44.8387
Ratio Avg Win / Avg Loss 1.4159 1.4399 1.3797 1.2085 1.334 1.0775
Largest Winning Trade 74983 74983 43477 290984 290984 221387
Largest Losing Trade -36652 -24031 -36652 -290525 -141591 -290525
Avg Bars in Trades 40 39 40 40 39 40
Avg Bars in Winners 53 49 58 53 49 58
Avg Bars in Losers 28 30 25 28 30 25
Bars Traded 24842 12236 12606 24842 12236 12606
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312950 -19655 -212723 -311664 -79699 -580052
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580090400000,
    "first_datapoint_time": 1581170400000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760158687013,
    "expiration_time": 1766635200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 214,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 250,
            "offset": 0,
            "multiplier": 3.37675
        }
    }
}
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": [
        [
            376600.5374103367,
            270493.2343281899,
            106107.3030821464,
            176353.2957712124,
            530379.9648245361,
            -354026.6690533245
        ],
        [
            376.600537,
            270.493234,
            106.107303,
            176.353296,
            530.379965,
            -354.026669
        ],
        [
            0.180769,
            0.129837,
            0.050932,
            0.048804,
            0.088415,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -230137,
            -127108,
            -149104,
            -1037793,
            -446621,
            -890877
        ],
        [
            1.20876,
            1.290658,
            1.121493,
            1.031715,
            1.195748,
            0.875823
        ],
        [
            621,
            311,
            310,
            621,
            311,
            310
        ],
        [
            286,
            147,
            139,
            286,
            147,
            139
        ],
        [
            335,
            164,
            171,
            335,
            164,
            171
        ],
        [
            46.05475,
            47.266881,
            44.83871,
            46.05475,
            47.266881,
            44.83871
        ],
        [
            1.415855,
            1.439918,
            1.379678,
            1.208478,
            1.334031,
            1.077451
        ],
        [
            74983,
            74983,
            43477,
            290984,
            290984,
            221387
        ],
        [
            -36652,
            -24031,
            -36652,
            -290525,
            -141591,
            -290525
        ],
        [
            40,
            39,
            40,
            40,
            39,
            40
        ],
        [
            53,
            49,
            58,
            53,
            49,
            58
        ],
        [
            28,
            30,
            25,
            28,
            30,
            25
        ],
        [
            24842,
            12236,
            12606,
            24842,
            12236,
            12606
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312950,
            -19655,
            -212723,
            -311664,
            -79699,
            -580052
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 2083.33,
    "actual_first_datapoint_time": 1580090400000,
    "first_datapoint_time": 1581170400000,
    "last_datapoint_time": 1760155200000,
    "evaluation_time": 1760158687013,
    "expiration_time": 1766635200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 214,
            "offset": 0,
            "poles": 2
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 250,
            "offset": 0,
            "multiplier": 3.37675
        }
    }
}

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)