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Trade: XTZ/USDT/720/SUPERTREND/SINWMA/5561

Strategy
XTZ/USDT/720/SUPERTREND/SINWMA/5561
Pair
XTZ_USDT
Interval
12h
Score
398785
Daily Profit
0.185691
Profit Factor
1.456130
Profitability
62.721893
Streak
59.168654
Best Strategy
Training Data Length
2202.000000
Evaluation Time
2025-10-03 19:02
Expiration Time
2025-12-08 15:26

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 408891.8195 312097.5434 96794.2761 71259.6579 353701.1098 -282441.4519
Total P&L (%) 408.8918 312.0975 96.7943 71.2597 353.7011 -282.4415
Avg Daily Profit (%) 0.1857 0.1417 0.044 0.0244 0.0687 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -159796 -73221 -134299 -674434 -180228 -670412
Profit Factor 1.4561 1.973 1.1681 1.0312 1.5156 0.8236
Total Trades 169 85 84 169 85 84
Winning Trades 106 54 52 106 54 52
Losing Trades 63 31 32 63 31 32
Profitability (%) 62.7219 63.5294 61.9048 62.7219 63.5294 61.9048
Ratio Avg Win / Avg Loss 0.8654 1.1326 0.7189 0.6129 0.8701 0.5068
Largest Winning Trade 62997 62997 52134 132663 132663 89079
Largest Losing Trade -84953 -40606 -84953 -659090 -82315 -659090
Avg Bars in Trades 24 16 33 24 16 33
Avg Bars in Winners 22 12 32 22 12 32
Avg Bars in Losers 29 21 36 29 21 36
Bars Traded 4223 1375 2848 4223 1375 2848
Profit Streak 59.1687 126.1687 59.1687 59.1687 126.1687 59.1687
Trades During Streak 3 4 1 3 4 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 398785 78380 -169384 -343938 -98102 -578725
Evaluation Data
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4404,
    "evaluation_days": 2202,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1573646400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759507371681,
    "expiration_time": 1765200384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 101,
            "offset": 0,
            "multiplier": 2.80367
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    }
}
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": [
        [
            408891.8194600139,
            312097.5433792207,
            96794.2760807931,
            71259.6578968157,
            353701.1097933956,
            -282441.4518965804
        ],
        [
            408.891819,
            312.097543,
            96.794276,
            71.259658,
            353.70111,
            -282.441452
        ],
        [
            0.185691,
            0.141734,
            0.043957,
            0.024436,
            0.068701,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -159796,
            -73221,
            -134299,
            -674434,
            -180228,
            -670412
        ],
        [
            1.45613,
            1.972992,
            1.16814,
            1.031157,
            1.515639,
            0.823604
        ],
        [
            169,
            85,
            84,
            169,
            85,
            84
        ],
        [
            106,
            54,
            52,
            106,
            54,
            52
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            62.721893,
            63.529412,
            61.904762,
            62.721893,
            63.529412,
            61.904762
        ],
        [
            0.865436,
            1.132644,
            0.718855,
            0.612857,
            0.870089,
            0.506833
        ],
        [
            62997,
            62997,
            52134,
            132663,
            132663,
            89079
        ],
        [
            -84953,
            -40606,
            -84953,
            -659090,
            -82315,
            -659090
        ],
        [
            24,
            16,
            33,
            24,
            16,
            33
        ],
        [
            22,
            12,
            32,
            22,
            12,
            32
        ],
        [
            29,
            21,
            36,
            29,
            21,
            36
        ],
        [
            4223,
            1375,
            2848,
            4223,
            1375,
            2848
        ],
        [
            59.168654,
            126.168654,
            59.168654,
            59.168654,
            126.168654,
            59.168654
        ],
        [
            3,
            4,
            1,
            3,
            4,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            398785,
            78380,
            -169384,
            -343938,
            -98102,
            -578725
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XTZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4404,
    "evaluation_days": 2202,
    "actual_first_datapoint_time": 1569283200000,
    "first_datapoint_time": 1573646400000,
    "last_datapoint_time": 1759492800000,
    "evaluation_time": 1759507371681,
    "expiration_time": 1765200384000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "supertrend",
        "factors": {
            "length": 101,
            "offset": 0,
            "multiplier": 2.80367
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 53,
            "offset": 0
        }
    }
}

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)