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Trade: XRP/USDT/360/HMA/SWMA/8960

Strategy
XRP/USDT/360/HMA/SWMA/8960
Pair
XRP_USDT
Interval
6h
Score
384152
Daily Profit
0.236887
Profit Factor
1.349837
Profitability
46.496815
Streak
96.030554
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-30 09:44
Expiration Time
2025-12-14 02:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1124347.462 951687.3286 172660.1335 36983274.2772 46384255.4981 -9400981.2209
Total P&L (%) 1124.3475 951.6873 172.6601 36983.2743 46384.2555 -9400.9812
Avg Daily Profit (%) 0.4497 0.3806 0.0691 0.2369 0.2459 0
Buy And Hold Return (%) 817.2688 817.2688 817.2688 817.2688 817.2688 817.2688
Max Trade Drawdown -107360 -61445 -80996 -48901888 -30226165 -28789819
Profit Factor 2.7697 3.4899 1.6821 1.3498 1.6932 0.7577
Total Trades 157 79 78 157 79 78
Winning Trades 73 32 41 73 32 41
Losing Trades 84 47 37 84 47 37
Profitability (%) 46.4968 40.5063 52.5641 46.4968 40.5063 52.5641
Ratio Avg Win / Avg Loss 3.187 5.1258 1.518 1.5532 2.4869 0.6838
Largest Winning Trade 344665 344665 51196 53861442 53861442 4061367
Largest Losing Trade -39307 -39307 -22285 -14033207 -14033207 -7226740
Avg Bars in Trades 61 64 58 61 64 58
Avg Bars in Winners 86 95 79 86 95 79
Avg Bars in Losers 40 43 36 40 43 36
Bars Traded 9700 5108 4592 9700 5108 4592
Profit Streak 96.0306 99.7806 96.0306 96.0306 99.7806 96.0306
Trades During Streak 3 2 1 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -32605 -128043 -296887 384152 -18053 -614344
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1543168800000,
    "first_datapoint_time": 1548266400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759214639828,
    "expiration_time": 1765671048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 20,
            "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": [
        [
            1124347.462049353,
            951687.3285786633,
            172660.1334706895,
            36983274.27721272,
            46384255.49811352,
            -9400981.220900798
        ],
        [
            1124.347462,
            951.687329,
            172.660133,
            36983.274277,
            46384.255498,
            -9400.981221
        ],
        [
            0.449694,
            0.380637,
            0.069057,
            0.236887,
            0.245945,
            0
        ],
        [
            817.268821,
            817.268821,
            817.268821,
            817.268821,
            817.268821,
            817.268821
        ],
        [
            -107360,
            -61445,
            -80996,
            -48901888,
            -30226165,
            -28789819
        ],
        [
            2.769662,
            3.489885,
            1.682115,
            1.349837,
            1.693206,
            0.757726
        ],
        [
            157,
            79,
            78,
            157,
            79,
            78
        ],
        [
            73,
            32,
            41,
            73,
            32,
            41
        ],
        [
            84,
            47,
            37,
            84,
            47,
            37
        ],
        [
            46.496815,
            40.506329,
            52.564103,
            46.496815,
            40.506329,
            52.564103
        ],
        [
            3.187008,
            5.125768,
            1.518006,
            1.553237,
            2.486897,
            0.683801
        ],
        [
            344665,
            344665,
            51196,
            53861442,
            53861442,
            4061367
        ],
        [
            -39307,
            -39307,
            -22285,
            -14033207,
            -14033207,
            -7226740
        ],
        [
            61,
            64,
            58,
            61,
            64,
            58
        ],
        [
            86,
            95,
            79,
            86,
            95,
            79
        ],
        [
            40,
            43,
            36,
            40,
            43,
            36
        ],
        [
            9700,
            5108,
            4592,
            9700,
            5108,
            4592
        ],
        [
            96.030553,
            99.780553,
            96.030553,
            96.030554,
            99.780554,
            96.030554
        ],
        [
            3,
            2,
            1,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -32605,
            -128043,
            -296887,
            384152,
            -18053,
            -614344
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1543168800000,
    "first_datapoint_time": 1548266400000,
    "last_datapoint_time": 1759190400000,
    "evaluation_time": 1759214639828,
    "expiration_time": 1765671048000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 224,
            "offset": 0
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 20,
            "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)