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Trade: XRP/USDT/720/DCM/SINWMA/3778

Strategy
XRP/USDT/720/DCM/SINWMA/3778
Pair
XRP_USDT
Interval
12h
Score
473182
Daily Profit
0.179796
Profit Factor
2.389653
Profitability
47.154472
Streak
23.338764
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 11:07
Expiration Time
2025-12-06 02:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 41548.2974 334775.9007 -293227.6033 8827866.7676 2802711.1158 6025155.6518
Total P&L (%) 41.5483 334.7759 -293.2276 8827.8668 2802.7111 6025.1557
Avg Daily Profit (%) 0.0166 0.1339 -0.1173 0.1798 0.1348 0.1647
Buy And Hold Return (%) 810.166 810.166 810.166 810.166 810.166 810.166
Max Trade Drawdown -305006 -60161 -378850 -2550606 -1164438 -2254905
Profit Factor 1.0541 2.8554 0.5011 2.3897 2.2683 2.4544
Total Trades 123 61 62 123 61 62
Winning Trades 94 48 46 58 26 32
Losing Trades 29 13 16 65 35 30
Profitability (%) 76.4228 78.6885 74.1935 47.1545 42.623 51.6129
Ratio Avg Win / Avg Loss 0.3252 0.7733 0.1743 2.6781 3.0535 2.301
Largest Winning Trade 135674 135674 37710 6506112 893698 6506112
Largest Losing Trade -305006 -52096 -305006 -2254905 -739776 -2254905
Avg Bars in Trades 39 40 37 39 40 37
Avg Bars in Winners 23 23 24 41 51 32
Avg Bars in Losers 88 104 75 37 32 43
Bars Traded 4808 2467 2341 4808 2467 2341
Profit Streak 23.3388 146.3388 23.3388 23.3388 146.3388 23.3388
Trades During Streak 4 6 2 4 6 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -493596 -333916 -730786 473182 -174433 -140522

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1548979200000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758528469171,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 4,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 151,
            "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": [
        [
            41548.2974394482,
            334775.900734067,
            -293227.6032946187,
            8827866.767600212,
            2802711.115781337,
            6025155.651818875
        ],
        [
            41.548297,
            334.775901,
            -293.227603,
            8827.866768,
            2802.711116,
            6025.155652
        ],
        [
            0.016616,
            0.133884,
            -0.117268,
            0.179796,
            0.134793,
            0.164702
        ],
        [
            810.166022,
            810.166022,
            810.166022,
            810.166022,
            810.166022,
            810.166022
        ],
        [
            -305006,
            -60161,
            -378850,
            -2550606,
            -1164438,
            -2254905
        ],
        [
            1.054082,
            2.855355,
            0.501146,
            2.389653,
            2.268349,
            2.454355
        ],
        [
            123,
            61,
            62,
            123,
            61,
            62
        ],
        [
            94,
            48,
            46,
            58,
            26,
            32
        ],
        [
            29,
            13,
            16,
            65,
            35,
            30
        ],
        [
            76.422764,
            78.688525,
            74.193548,
            47.154472,
            42.622951,
            51.612903
        ],
        [
            0.325196,
            0.773325,
            0.174312,
            2.67806,
            3.053547,
            2.300958
        ],
        [
            135674,
            135674,
            37710,
            6506112,
            893698,
            6506112
        ],
        [
            -305006,
            -52096,
            -305006,
            -2254905,
            -739776,
            -2254905
        ],
        [
            39,
            40,
            37,
            39,
            40,
            37
        ],
        [
            23,
            23,
            24,
            41,
            51,
            32
        ],
        [
            88,
            104,
            75,
            37,
            32,
            43
        ],
        [
            4808,
            2467,
            2341,
            4808,
            2467,
            2341
        ],
        [
            23.338763,
            146.338763,
            23.338763,
            23.338764,
            146.338764,
            23.338764
        ],
        [
            4,
            6,
            2,
            4,
            6,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -493596,
            -333916,
            -730786,
            473182,
            -174433,
            -140522
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542499200000,
    "first_datapoint_time": 1548979200000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758528469171,
    "expiration_time": 1764980496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 4,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 151,
            "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)