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Trade: XRP/USDT/720/SINWMA/BBM/4854

Strategy
XRP/USDT/720/SINWMA/BBM/4854
Pair
XRP_USDT
Interval
12h
Score
649455
Daily Profit
0.267977
Profit Factor
4.603240
Profitability
60.606061
Streak
129.867467
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-26 23:49
Expiration Time
2025-12-08 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1143592.9091 917225.6491 226367.2601 77508231.0916 80476809.5987 -2968578.5071
Total P&L (%) 1143.5929 917.2256 226.3673 77508.2311 80476.8096 -2968.5785
Avg Daily Profit (%) 0.4573 0.3668 0.0905 0.2665 0.268 0
Buy And Hold Return (%) 795.0875 795.0875 795.0875 795.0875 795.0875 795.0875
Max Trade Drawdown -77507 -59111 -66544 -27309670 -10191844 -30423518
Profit Factor 4.661 8.0082 2.2473 2.2598 4.6032 0.9243
Total Trades 67 33 34 67 33 34
Winning Trades 45 20 25 45 20 25
Losing Trades 22 13 9 22 13 9
Profitability (%) 67.1642 60.6061 73.5294 67.1642 60.6061 73.5294
Ratio Avg Win / Avg Loss 2.2787 5.2054 0.809 1.1048 2.9921 0.3327
Largest Winning Trade 355002 355002 51345 51754961 51754961 7048606
Largest Losing Trade -66544 -42607 -66544 -19469846 -9959908 -19469846
Avg Bars in Trades 72 79 65 72 79 65
Avg Bars in Winners 70 70 69 70 70 69
Avg Bars in Losers 76 93 52 76 93 52
Bars Traded 4843 2619 2224 4843 2619 2224
Profit Streak 129.8675 129.8675 248.8675 129.8675 129.8675 248.8675
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -129050 -98076 -231993 -105627 649455 -576392

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1547640000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919749158,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 115,
            "offset": 0,
            "std": 1.82402
        }
    }
}
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": [
        [
            1143592.9091480682,
            917225.6490953049,
            226367.2600527635,
            77508231.09161511,
            80476809.59869379,
            -2968578.5070786905
        ],
        [
            1143.592909,
            917.225649,
            226.36726,
            77508.231092,
            80476.809599,
            -2968.578507
        ],
        [
            0.457346,
            0.366817,
            0.090529,
            0.266472,
            0.267977,
            0
        ],
        [
            795.087504,
            795.087504,
            795.087504,
            795.087504,
            795.087504,
            795.087504
        ],
        [
            -77507,
            -59111,
            -66544,
            -27309670,
            -10191844,
            -30423518
        ],
        [
            4.66102,
            8.008244,
            2.247258,
            2.259806,
            4.60324,
            0.92425
        ],
        [
            67,
            33,
            34,
            67,
            33,
            34
        ],
        [
            45,
            20,
            25,
            45,
            20,
            25
        ],
        [
            22,
            13,
            9,
            22,
            13,
            9
        ],
        [
            67.164179,
            60.606061,
            73.529412,
            67.164179,
            60.606061,
            73.529412
        ],
        [
            2.278721,
            5.205359,
            0.809013,
            1.104794,
            2.992106,
            0.33273
        ],
        [
            355002,
            355002,
            51345,
            51754961,
            51754961,
            7048606
        ],
        [
            -66544,
            -42607,
            -66544,
            -19469846,
            -9959908,
            -19469846
        ],
        [
            72,
            79,
            65,
            72,
            79,
            65
        ],
        [
            70,
            70,
            69,
            70,
            70,
            69
        ],
        [
            76,
            93,
            52,
            76,
            93,
            52
        ],
        [
            4843,
            2619,
            2224,
            4843,
            2619,
            2224
        ],
        [
            129.867467,
            129.867467,
            248.867467,
            129.867467,
            129.867467,
            248.867467
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -129050,
            -98076,
            -231993,
            -105627,
            649455,
            -576392
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542715200000,
    "first_datapoint_time": 1547640000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758919749158,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 87,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbm",
        "factors": {
            "length": 115,
            "offset": 0,
            "std": 1.82402
        }
    }
}

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)