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Trade: XRP/USDT/720/SWMA/SMA/7758

Strategy
XRP/USDT/720/SWMA/SMA/7758
Pair
XRP_USDT
Interval
12h
Score
618037
Daily Profit
0.221032
Profit Factor
5.002116
Profitability
54.838710
Streak
125.743583
Best Strategy
Training Data Length
2500.500000
Evaluation Time
2025-09-28 08:50
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 938654.9522 791229.7076 147425.2447 19317685.9104 24883406.1122 -5565720.2018
Total P&L (%) 938.655 791.2297 147.4252 19317.6859 24883.4061 -5565.7202
Avg Daily Profit (%) 0.3754 0.3164 0.059 0.2109 0.221 0
Buy And Hold Return (%) 815.2931 815.2931 815.2931 815.2931 815.2931 815.2931
Max Trade Drawdown -64744 -45989 -52916 -9859967 -3043410 -10344813
Profit Factor 3.7211 7.2002 1.6783 1.9664 5.0021 0.5959
Total Trades 63 31 32 63 31 32
Winning Trades 38 17 21 38 17 21
Losing Trades 25 14 11 25 14 11
Profitability (%) 60.3175 54.8387 65.625 60.3175 54.8387 65.625
Ratio Avg Win / Avg Loss 2.4481 5.9296 0.8791 1.2937 4.1194 0.3121
Largest Winning Trade 366774 366774 47749 18018867 18018867 1008393
Largest Losing Trade -52362 -17416 -52362 -7103285 -2756682 -7103285
Avg Bars in Trades 76 85 69 76 85 69
Avg Bars in Winners 76 82 71 76 82 71
Avg Bars in Losers 77 88 64 77 88 64
Bars Traded 4845 2635 2210 4845 2635 2210
Profit Streak 0 125.7436 0 0 125.7436 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -251972 -147062 -277578 -138906 618037 -578784
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": 1548201600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759038645563,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 128,
            "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": [
        [
            938654.9522385125,
            791229.7075722245,
            147425.2446662877,
            19317685.910436492,
            24883406.11219968,
            -5565720.201763187
        ],
        [
            938.654952,
            791.229708,
            147.425245,
            19317.68591,
            24883.406112,
            -5565.720202
        ],
        [
            0.375387,
            0.316429,
            0.058958,
            0.210931,
            0.221032,
            0
        ],
        [
            815.293083,
            815.293083,
            815.293083,
            815.293083,
            815.293083,
            815.293083
        ],
        [
            -64744,
            -45989,
            -52916,
            -9859967,
            -3043410,
            -10344813
        ],
        [
            3.721055,
            7.200175,
            1.678298,
            1.966385,
            5.002116,
            0.595869
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            38,
            17,
            21,
            38,
            17,
            21
        ],
        [
            25,
            14,
            11,
            25,
            14,
            11
        ],
        [
            60.31746,
            54.83871,
            65.625,
            60.31746,
            54.83871,
            65.625
        ],
        [
            2.448063,
            5.929555,
            0.879108,
            1.293675,
            4.11939,
            0.312122
        ],
        [
            366774,
            366774,
            47749,
            18018867,
            18018867,
            1008393
        ],
        [
            -52362,
            -17416,
            -52362,
            -7103285,
            -2756682,
            -7103285
        ],
        [
            76,
            85,
            69,
            76,
            85,
            69
        ],
        [
            76,
            82,
            71,
            76,
            82,
            71
        ],
        [
            77,
            88,
            64,
            77,
            88,
            64
        ],
        [
            4845,
            2635,
            2210,
            4845,
            2635,
            2210
        ],
        [
            0,
            125.743583,
            0,
            0,
            125.743583,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -251972,
            -147062,
            -277578,
            -138906,
            618037,
            -578784
        ]
    ]
}
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": 1548201600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1759038645563,
    "expiration_time": 1765196496000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 103,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sma",
        "factors": {
            "length": 128,
            "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)