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Trade: XRP/USDT/240/DEMA/SINWMA/3128

Strategy
XRP/USDT/240/DEMA/SINWMA/3128
Pair
XRP_USDT
Interval
4h
Score
358386
Daily Profit
0.148134
Profit Factor
2.304365
Profitability
52.112676
Streak
53.469469
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-24 14:16
Expiration Time
2025-12-06 17:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -37708.999 260790.8988 -298499.8978 3943191.186 1326085.1874 2617105.9986
Total P&L (%) -37.709 260.7909 -298.4999 3943.1912 1326.0852 2617.106
Avg Daily Profit (%) -0.0151 0.1043 -0.1194 0.1481 0.1064 0.1322
Buy And Hold Return (%) 876.3458 876.3458 876.3458 876.3458 876.3458 876.3458
Max Trade Drawdown -352204 -64045 -357475 -1249755 -439218 -1249755
Profit Factor 0.9538 2.711 0.5504 2.3044 2.6028 2.1919
Total Trades 142 71 71 142 71 71
Winning Trades 106 52 54 74 36 38
Losing Trades 36 19 17 68 35 33
Profitability (%) 74.6479 73.2394 76.0563 52.1127 50.7042 53.5211
Ratio Avg Win / Avg Loss 0.3239 0.9906 0.1733 2.1175 2.5305 1.9035
Largest Winning Trade 59961 59961 27610 2884269 354898 2884269
Largest Losing Trade -352204 -46175 -352204 -1249755 -130105 -1249755
Avg Bars in Trades 103 109 98 103 109 98
Avg Bars in Winners 66 67 65 104 113 96
Avg Bars in Losers 214 224 202 102 104 100
Bars Traded 14727 7746 6981 14727 7746 6981
Profit Streak 53.4695 107.1361 53.4695 53.4695 107.1361 53.4695
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575633 -299339 -662673 358386 -141187 -99880

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1544947200000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758712562136,
    "expiration_time": 1765035072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 108,
            "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": [
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            -298499.8978471866,
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            1326085.1873902192,
            2617105.99856243
        ],
        [
            -37.708999,
            260.790899,
            -298.499898,
            3943.191186,
            1326.085187,
            2617.105999
        ],
        [
            -0.015088,
            0.104344,
            -0.119432,
            0.148134,
            0.106386,
            0.132209
        ],
        [
            876.345784,
            876.345784,
            876.345784,
            876.345784,
            876.345784,
            876.345784
        ],
        [
            -352204,
            -64045,
            -357475,
            -1249755,
            -439218,
            -1249755
        ],
        [
            0.95381,
            2.710986,
            0.550428,
            2.304365,
            2.60275,
            2.191927
        ],
        [
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            71,
            71,
            142,
            71,
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        ],
        [
            106,
            52,
            54,
            74,
            36,
            38
        ],
        [
            36,
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            68,
            35,
            33
        ],
        [
            74.647887,
            73.239437,
            76.056338,
            52.112676,
            50.704225,
            53.521127
        ],
        [
            0.323935,
            0.990552,
            0.173283,
            2.117524,
            2.530451,
            1.903515
        ],
        [
            59961,
            59961,
            27610,
            2884269,
            354898,
            2884269
        ],
        [
            -352204,
            -46175,
            -352204,
            -1249755,
            -130105,
            -1249755
        ],
        [
            103,
            109,
            98,
            103,
            109,
            98
        ],
        [
            66,
            67,
            65,
            104,
            113,
            96
        ],
        [
            214,
            224,
            202,
            102,
            104,
            100
        ],
        [
            14727,
            7746,
            6981,
            14727,
            7746,
            6981
        ],
        [
            53.469469,
            107.136136,
            53.469469,
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            107.136136,
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        ],
        [
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        ],
        [
            0.8,
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            1.45,
            1.45
        ],
        [
            -575633,
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            -662673,
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            -141187,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1544947200000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758712562136,
    "expiration_time": 1765035072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dema",
        "factors": {
            "length": 167,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 108,
            "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)