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Trade: XRP/USDT/360/SINWMA/EMA/4384

Strategy
XRP/USDT/360/SINWMA/EMA/4384
Pair
XRP_USDT
Interval
6h
Score
673637
Daily Profit
0.218379
Profit Factor
4.490169
Profitability
74.193548
Streak
0.000000
Best Strategy
Training Data Length
2504.500000
Evaluation Time
2025-10-04 16:42
Expiration Time
2025-12-18 11:14

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 903283.7532 746562.3474 156721.4058 15052293.6369 23488529.3091 -8436235.6722
Total P&L (%) 903.2838 746.5623 156.7214 15052.2936 23488.5293 -8436.2357
Avg Daily Profit (%) 0.3607 0.2981 0.0626 0.2007 0.2184 0
Buy And Hold Return (%) 837.212 837.212 837.212 837.212 837.212 837.212
Max Trade Drawdown -77353 -52955 -77681 -10245774 -2282682 -9936671
Profit Factor 3.9909 7.8419 1.8125 1.6671 4.4902 0.4672
Total Trades 61 31 30 61 31 30
Winning Trades 43 23 20 43 23 20
Losing Trades 18 8 10 18 8 10
Profitability (%) 70.4918 74.1935 66.6667 70.4918 74.1935 66.6667
Ratio Avg Win / Avg Loss 1.6706 2.7276 0.9062 0.6979 1.5618 0.2336
Largest Winning Trade 246156 246156 45365 15558589 15558589 914119
Largest Losing Trade -77353 -45627 -77353 -8128360 -1953350 -8128360
Avg Bars in Trades 159 174 144 159 174 144
Avg Bars in Winners 167 175 159 167 175 159
Avg Bars in Losers 138 169 114 138 169 114
Bars Traded 9719 5394 4325 9719 5394 4325
Profit Streak 0 0 204.5712 0 0 204.5712
Trades During Streak 0 0 2 0 0 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -288102 -145277 -271399 -154919 673637 -577688
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10018,
    "evaluation_days": 2504.5,
    "actual_first_datapoint_time": 1543168800000,
    "first_datapoint_time": 1547812800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759585348646,
    "expiration_time": 1766049264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 216,
            "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": [
        [
            903283.7532254751,
            746562.3474370652,
            156721.4057884099,
            15052293.636851775,
            23488529.309089568,
            -8436235.672237787
        ],
        [
            903.283753,
            746.562347,
            156.721406,
            15052.293637,
            23488.529309,
            -8436.235672
        ],
        [
            0.360664,
            0.298088,
            0.062576,
            0.20067,
            0.218379,
            0
        ],
        [
            837.212,
            837.212,
            837.212,
            837.212,
            837.212,
            837.212
        ],
        [
            -77353,
            -52955,
            -77681,
            -10245774,
            -2282682,
            -9936671
        ],
        [
            3.990948,
            7.841897,
            1.812493,
            1.667143,
            4.490169,
            0.467154
        ],
        [
            61,
            31,
            30,
            61,
            31,
            30
        ],
        [
            43,
            23,
            20,
            43,
            23,
            20
        ],
        [
            18,
            8,
            10,
            18,
            8,
            10
        ],
        [
            70.491803,
            74.193548,
            66.666667,
            70.491803,
            74.193548,
            66.666667
        ],
        [
            1.670629,
            2.727616,
            0.906246,
            0.697874,
            1.561798,
            0.233577
        ],
        [
            246156,
            246156,
            45365,
            15558589,
            15558589,
            914119
        ],
        [
            -77353,
            -45627,
            -77353,
            -8128360,
            -1953350,
            -8128360
        ],
        [
            159,
            174,
            144,
            159,
            174,
            144
        ],
        [
            167,
            175,
            159,
            167,
            175,
            159
        ],
        [
            138,
            169,
            114,
            138,
            169,
            114
        ],
        [
            9719,
            5394,
            4325,
            9719,
            5394,
            4325
        ],
        [
            0,
            0,
            204.571165,
            0,
            0,
            204.571165
        ],
        [
            0,
            0,
            2,
            0,
            0,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -288102,
            -145277,
            -271399,
            -154919,
            673637,
            -577688
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10018,
    "evaluation_days": 2504.5,
    "actual_first_datapoint_time": 1543168800000,
    "first_datapoint_time": 1547812800000,
    "last_datapoint_time": 1759557600000,
    "evaluation_time": 1759585348646,
    "expiration_time": 1766049264000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 123,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ema",
        "factors": {
            "length": 216,
            "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)