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Trade: XRP/USDT/360/SINWMA/KCB/2888

Strategy
XRP/USDT/360/SINWMA/KCB/2888
Pair
XRP_USDT
Interval
6h
Score
607561
Daily Profit
0.251472
Profit Factor
3.794877
Profitability
53.846154
Streak
172.775665
Best Strategy
Training Data Length
2500.250000
Evaluation Time
2025-09-23 21:36
Expiration Time
2025-12-07 14:10

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1070051.1984 887248.576 182802.6224 35988338.1139 53253848.0052 -17265509.8913
Total P&L (%) 1070.0512 887.2486 182.8026 35988.3381 53253.848 -17265.5099
Avg Daily Profit (%) 0.428 0.3549 0.0731 0.2358 0.2515 0
Buy And Hold Return (%) 712.8758 712.8758 712.8758 712.8758 712.8758 712.8758
Max Trade Drawdown -84994 -48170 -73073 -19405223 -7822140 -30387935
Profit Factor 3.8825 6.6701 1.8513 1.5796 3.7949 0.5988
Total Trades 79 39 40 79 39 40
Winning Trades 44 21 23 44 21 23
Losing Trades 35 18 17 35 18 17
Profitability (%) 55.6962 53.8462 57.5 55.6962 53.8462 57.5
Ratio Avg Win / Avg Loss 3.0884 5.7172 1.3683 1.2565 3.2528 0.4426
Largest Winning Trade 372825 372825 48752 33308997 33308997 4636880
Largest Losing Trade -69587 -24504 -69587 -16912909 -3350185 -16912909
Avg Bars in Trades 123 134 112 123 134 112
Avg Bars in Winners 147 148 146 147 148 146
Avg Bars in Losers 92 117 66 92 117 66
Bars Traded 9738 5239 4499 9738 5239 4499
Profit Streak 0 172.7757 0 0 172.7757 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -23792 -70301 -257696 -20402 607561 -579777

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1546257600000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758652617462,
    "expiration_time": 1765109448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 170,
            "offset": 0,
            "scalar": 2
        }
    }
}
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": [
        [
            1070051.1983601234,
            887248.5759543282,
            182802.6224057944,
            35988338.11386485,
            53253848.0051928,
            -17265509.891327944
        ],
        [
            1070.051198,
            887.248576,
            182.802622,
            35988.338114,
            53253.848005,
            -17265.509891
        ],
        [
            0.427978,
            0.354864,
            0.073114,
            0.235796,
            0.251472,
            0
        ],
        [
            712.87578,
            712.87578,
            712.87578,
            712.87578,
            712.87578,
            712.87578
        ],
        [
            -84994,
            -48170,
            -73073,
            -19405223,
            -7822140,
            -30387935
        ],
        [
            3.882502,
            6.670106,
            1.851255,
            1.579604,
            3.794877,
            0.598824
        ],
        [
            79,
            39,
            40,
            79,
            39,
            40
        ],
        [
            44,
            21,
            23,
            44,
            21,
            23
        ],
        [
            35,
            18,
            17,
            35,
            18,
            17
        ],
        [
            55.696203,
            53.846154,
            57.5,
            55.696203,
            53.846154,
            57.5
        ],
        [
            3.088354,
            5.717234,
            1.368319,
            1.256503,
            3.252752,
            0.442609
        ],
        [
            372825,
            372825,
            48752,
            33308997,
            33308997,
            4636880
        ],
        [
            -69587,
            -24504,
            -69587,
            -16912909,
            -3350185,
            -16912909
        ],
        [
            123,
            134,
            112,
            123,
            134,
            112
        ],
        [
            147,
            148,
            146,
            147,
            148,
            146
        ],
        [
            92,
            117,
            66,
            92,
            117,
            66
        ],
        [
            9738,
            5239,
            4499,
            9738,
            5239,
            4499
        ],
        [
            0,
            172.775665,
            0,
            0,
            172.775665,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -23792,
            -70301,
            -257696,
            -20402,
            607561,
            -579777
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10001,
    "evaluation_days": 2500.25,
    "actual_first_datapoint_time": 1542607200000,
    "first_datapoint_time": 1546257600000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758652617462,
    "expiration_time": 1765109448000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 138,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 170,
            "offset": 0,
            "scalar": 2
        }
    }
}

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)