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Trade: XRP/USDT/720/SWMA/MIDPOINT/8546

Strategy
XRP/USDT/720/SWMA/MIDPOINT/8546
Pair
XRP_USDT
Interval
12h
Score
772593
Daily Profit
0.264138
Profit Factor
8.908718
Profitability
73.333333
Streak
291.152988
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-22 18:40
Expiration Time
2025-12-06 14:21

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 964214.2425 782182.0697 182032.1728 43425625.4173 73120364.8394 -29694739.4221
Total P&L (%) 964.2142 782.1821 182.0322 43425.6254 73120.3648 -29694.7394
Avg Daily Profit (%) 0.3856 0.3128 0.0728 0.2433 0.2641 0
Buy And Hold Return (%) 818.2142 818.2142 818.2142 818.2142 818.2142 818.2142
Max Trade Drawdown -90370 -62892 -73282 -48201482 -4539719 -43875662
Profit Factor 4.5245 7.8833 2.1381 1.7139 8.9087 0.4243
Total Trades 60 30 30 60 30 30
Winning Trades 45 22 23 45 22 23
Losing Trades 15 8 7 15 8 7
Profitability (%) 75 73.3333 76.6667 75 73.3333 76.6667
Ratio Avg Win / Avg Loss 1.5082 2.8667 0.6507 0.5713 3.2395 0.1291
Largest Winning Trade 174560 174560 64372 43913482 43913482 4342439
Largest Losing Trade -55339 -42298 -55339 -38292359 -4539719 -38292359
Avg Bars in Trades 76 90 62 76 90 62
Avg Bars in Winners 75 75 75 75 75 75
Avg Bars in Losers 79 131 18 79 131 18
Bars Traded 4588 2719 1869 4588 2719 1869
Profit Streak 74.653 291.153 0 74.653 291.153 0
Trades During Streak 1 4 0 1 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -262894 -143900 -256821 -160823 772593 -577368

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1550448000000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758555618194,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 184,
            "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": [
        [
            964214.2425243575,
            782182.0697303332,
            182032.1727940243,
            43425625.41726692,
            73120364.83937456,
            -29694739.422107633
        ],
        [
            964.214243,
            782.18207,
            182.032173,
            43425.625417,
            73120.364839,
            -29694.739422
        ],
        [
            0.385609,
            0.31281,
            0.072798,
            0.243284,
            0.264138,
            0
        ],
        [
            818.214183,
            818.214183,
            818.214183,
            818.214183,
            818.214183,
            818.214183
        ],
        [
            -90370,
            -62892,
            -73282,
            -48201482,
            -4539719,
            -43875662
        ],
        [
            4.52451,
            7.883299,
            2.138134,
            1.713932,
            8.908718,
            0.424302
        ],
        [
            60,
            30,
            30,
            60,
            30,
            30
        ],
        [
            45,
            22,
            23,
            45,
            22,
            23
        ],
        [
            15,
            8,
            7,
            15,
            8,
            7
        ],
        [
            75,
            73.333333,
            76.666667,
            75,
            73.333333,
            76.666667
        ],
        [
            1.50817,
            2.866654,
            0.650736,
            0.571311,
            3.239534,
            0.129135
        ],
        [
            174560,
            174560,
            64372,
            43913482,
            43913482,
            4342439
        ],
        [
            -55339,
            -42298,
            -55339,
            -38292359,
            -4539719,
            -38292359
        ],
        [
            76,
            90,
            62,
            76,
            90,
            62
        ],
        [
            75,
            75,
            75,
            75,
            75,
            75
        ],
        [
            79,
            131,
            18,
            79,
            131,
            18
        ],
        [
            4588,
            2719,
            1869,
            4588,
            2719,
            1869
        ],
        [
            74.652988,
            291.152988,
            0,
            74.652988,
            291.152988,
            0
        ],
        [
            1,
            4,
            0,
            1,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -262894,
            -143900,
            -256821,
            -160823,
            772593,
            -577368
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5001,
    "evaluation_days": 2500.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1550448000000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758555618194,
    "expiration_time": 1765023696000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 31,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 184,
            "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)