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Trade: XRP/USDT/480/SINWMA/DCM/1972

Strategy
XRP/USDT/480/SINWMA/DCM/1972
Pair
XRP_USDT
Interval
8h
Score
441718
Daily Profit
0.191205
Profit Factor
1.741163
Profitability
49.473684
Streak
116.564675
Best Strategy
Training Data Length
2503.330000
Evaluation Time
2025-10-01 16:33
Expiration Time
2025-12-15 12:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 890118.5583 773360.7531 116757.8053 11833488.4184 12350840.7923 -517352.3739
Total P&L (%) 890.1186 773.3608 116.7578 11833.4884 12350.8408 -517.3524
Avg Daily Profit (%) 0.3556 0.3089 0.0466 0.1912 0.1929 0
Buy And Hold Return (%) 812.3743 812.3743 812.3743 812.3743 812.3743 812.3743
Max Trade Drawdown -111092 -97233 -92936 -5410185 -3304511 -6166605
Profit Factor 2.9595 3.9531 1.6069 1.7412 2.5153 0.9338
Total Trades 95 47 48 95 47 48
Winning Trades 47 21 26 47 21 26
Losing Trades 48 26 22 48 26 22
Profitability (%) 49.4737 44.6809 54.1667 49.4737 44.6809 54.1667
Ratio Avg Win / Avg Loss 3.0225 4.8943 1.3597 1.7782 3.1142 0.7901
Largest Winning Trade 263033 263033 58337 7247939 7247939 1650105
Largest Losing Trade -38111 -30970 -38111 -3812516 -1837990 -3812516
Avg Bars in Trades 73 90 56 73 90 56
Avg Bars in Winners 90 123 63 90 123 63
Avg Bars in Losers 56 64 47 56 64 47
Bars Traded 6968 4259 2709 6968 4259 2709
Profit Streak 116.5647 150.898 116.5647 116.5647 150.898 116.5647
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -119978 -151194 -293272 441718 408917 -579585
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7510,
    "evaluation_days": 2503.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1547769600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759325587906,
    "expiration_time": 1765794240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 165,
            "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": [
        [
            890118.5583042867,
            773360.753052746,
            116757.8052515404,
            11833488.418439398,
            12350840.792342192,
            -517352.3739027948
        ],
        [
            890.118558,
            773.360753,
            116.757805,
            11833.488418,
            12350.840792,
            -517.352374
        ],
        [
            0.355574,
            0.308933,
            0.046641,
            0.191205,
            0.192904,
            0
        ],
        [
            812.374333,
            812.374333,
            812.374333,
            812.374333,
            812.374333,
            812.374333
        ],
        [
            -111092,
            -97233,
            -92936,
            -5410185,
            -3304511,
            -6166605
        ],
        [
            2.959487,
            3.953074,
            1.60692,
            1.741163,
            2.515347,
            0.933805
        ],
        [
            95,
            47,
            48,
            95,
            47,
            48
        ],
        [
            47,
            21,
            26,
            47,
            21,
            26
        ],
        [
            48,
            26,
            22,
            48,
            26,
            22
        ],
        [
            49.473684,
            44.680851,
            54.166667,
            49.473684,
            44.680851,
            54.166667
        ],
        [
            3.022455,
            4.894282,
            1.359701,
            1.778209,
            3.114239,
            0.790143
        ],
        [
            263033,
            263033,
            58337,
            7247939,
            7247939,
            1650105
        ],
        [
            -38111,
            -30970,
            -38111,
            -3812516,
            -1837990,
            -3812516
        ],
        [
            73,
            90,
            56,
            73,
            90,
            56
        ],
        [
            90,
            123,
            63,
            90,
            123,
            63
        ],
        [
            56,
            64,
            47,
            56,
            64,
            47
        ],
        [
            6968,
            4259,
            2709,
            6968,
            4259,
            2709
        ],
        [
            116.564675,
            150.898008,
            116.564675,
            116.564675,
            150.898008,
            116.564675
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -119978,
            -151194,
            -293272,
            441718,
            408917,
            -579585
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7510,
    "evaluation_days": 2503.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1547769600000,
    "last_datapoint_time": 1759305600000,
    "evaluation_time": 1759325587906,
    "expiration_time": 1765794240000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 96,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 165,
            "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)