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Trade: XRP/USDT/720/SWMA/DCM/2523

Strategy
XRP/USDT/720/SWMA/DCM/2523
Pair
XRP_USDT
Interval
12h
Score
738294
Daily Profit
0.189656
Profit Factor
7.835947
Profitability
70.967742
Streak
526.410880
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 00:51
Expiration Time
2025-12-05 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1058797.0017 897944.6955 160852.3062 9162640.201 11318885.5384 -2156245.3374
Total P&L (%) 1058.797 897.9447 160.8523 9162.6402 11318.8855 -2156.2453
Avg Daily Profit (%) 0.4234 0.3591 0.0643 0.1813 0.1897 0
Buy And Hold Return (%) 888.5975 888.5975 888.5975 888.5975 888.5975 888.5975
Max Trade Drawdown -103251 -84193 -91003 -5015398 -847157 -4927545
Profit Factor 3.7951 5.8959 1.8232 2.2011 7.8359 0.639
Total Trades 62 31 31 62 31 31
Winning Trades 44 22 22 44 22 22
Losing Trades 18 9 9 18 9 9
Profitability (%) 70.9677 70.9677 70.9677 70.9677 70.9677 70.9677
Ratio Avg Win / Avg Loss 1.5525 2.412 0.7458 0.9004 3.2056 0.2614
Largest Winning Trade 333240 333240 63290 4336913 4336913 835779
Largest Losing Trade -91003 -45710 -91003 -4927545 -336192 -4927545
Avg Bars in Trades 73 87 60 73 87 60
Avg Bars in Winners 86 94 77 86 94 77
Avg Bars in Losers 44 68 20 44 68 20
Bars Traded 4586 2709 1877 4586 2709 1877
Profit Streak 519.9109 526.4109 519.9109 519.9109 526.4109 519.9109
Trades During Streak 7 4 3 7 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -243706 -140625 -268118 -145089 738294 -576764

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1550145600000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758491500006,
    "expiration_time": 1764937296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 179,
            "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": [
        [
            1058797.0016657535,
            897944.6954874938,
            160852.30617826,
            9162640.200999593,
            11318885.538439166,
            -2156245.3374395724
        ],
        [
            1058.797002,
            897.944695,
            160.852306,
            9162.640201,
            11318.885538,
            -2156.245337
        ],
        [
            0.423434,
            0.359106,
            0.064328,
            0.181271,
            0.189656,
            0
        ],
        [
            888.597454,
            888.597454,
            888.597454,
            888.597454,
            888.597454,
            888.597454
        ],
        [
            -103251,
            -84193,
            -91003,
            -5015398,
            -847157,
            -4927545
        ],
        [
            3.795074,
            5.895929,
            1.823187,
            2.201056,
            7.835947,
            0.639003
        ],
        [
            62,
            31,
            31,
            62,
            31,
            31
        ],
        [
            44,
            22,
            22,
            44,
            22,
            22
        ],
        [
            18,
            9,
            9,
            18,
            9,
            9
        ],
        [
            70.967742,
            70.967742,
            70.967742,
            70.967742,
            70.967742,
            70.967742
        ],
        [
            1.55253,
            2.411971,
            0.745849,
            0.900432,
            3.205615,
            0.26141
        ],
        [
            333240,
            333240,
            63290,
            4336913,
            4336913,
            835779
        ],
        [
            -91003,
            -45710,
            -91003,
            -4927545,
            -336192,
            -4927545
        ],
        [
            73,
            87,
            60,
            73,
            87,
            60
        ],
        [
            86,
            94,
            77,
            86,
            94,
            77
        ],
        [
            44,
            68,
            20,
            44,
            68,
            20
        ],
        [
            4586,
            2709,
            1877,
            4586,
            2709,
            1877
        ],
        [
            519.91088,
            526.41088,
            519.91088,
            519.91088,
            526.41088,
            519.91088
        ],
        [
            7,
            4,
            3,
            7,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -243706,
            -140625,
            -268118,
            -145089,
            738294,
            -576764
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1550145600000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758491500006,
    "expiration_time": 1764937296000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 47,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 179,
            "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)