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Trade: XRP/USDT/240/SWMA/RMA/4408

Strategy
XRP/USDT/240/SWMA/RMA/4408
Pair
XRP_USDT
Interval
4h
Score
672186
Daily Profit
0.214369
Profit Factor
6.782247
Profitability
57.142857
Streak
139.050785
Best Strategy
Training Data Length
2505.000000
Evaluation Time
2025-10-04 04:13
Expiration Time
2025-12-18 05:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 826898.88 723130.0253 103768.8547 2156774.2486 21261747.3275 -19104973.0788
Total P&L (%) 826.8989 723.13 103.7689 2156.7742 21261.7473 -19104.9731
Avg Daily Profit (%) 0.3301 0.2887 0.0414 0.1245 0.2144 0
Buy And Hold Return (%) 947.5797 947.5797 947.5797 947.5797 947.5797 947.5797
Max Trade Drawdown -157595 -60582 -118227 -23965700 -1111997 -23133013
Profit Factor 2.7038 4.538 1.3694 1.0737 6.7822 0.2534
Total Trades 98 49 49 98 49 49
Winning Trades 56 28 28 56 28 28
Losing Trades 42 21 21 42 21 21
Profitability (%) 57.1429 57.1429 57.1429 57.1429 57.1429 57.1429
Ratio Avg Win / Avg Loss 2.0278 3.4035 1.027 0.8053 5.0867 0.19
Largest Winning Trade 167222 167222 64054 15748954 15748954 1173746
Largest Losing Trade -90056 -49512 -90056 -22664579 -881857 -22664579
Avg Bars in Trades 151 166 137 151 166 137
Avg Bars in Winners 158 141 175 158 141 175
Avg Bars in Losers 142 198 87 142 198 87
Bars Traded 14878 8136 6741 14878 8136 6741
Profit Streak 0 139.0508 0 0 139.0508 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150282 -147543 -301820 -171390 672186 -579755
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15030,
    "evaluation_days": 2505,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544832000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759540387845,
    "expiration_time": 1766028960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 121,
            "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": [
        [
            826898.879952259,
            723130.0252950651,
            103768.854657194,
            2156774.2486145743,
            21261747.327464044,
            -19104973.07884948
        ],
        [
            826.89888,
            723.130025,
            103.768855,
            2156.774249,
            21261.747327,
            -19104.973079
        ],
        [
            0.330099,
            0.288675,
            0.041425,
            0.124489,
            0.214369,
            0
        ],
        [
            947.579673,
            947.579673,
            947.579673,
            947.579673,
            947.579673,
            947.579673
        ],
        [
            -157595,
            -60582,
            -118227,
            -23965700,
            -1111997,
            -23133013
        ],
        [
            2.703759,
            4.537979,
            1.369353,
            1.073699,
            6.782247,
            0.253354
        ],
        [
            98,
            49,
            49,
            98,
            49,
            49
        ],
        [
            56,
            28,
            28,
            56,
            28,
            28
        ],
        [
            42,
            21,
            21,
            42,
            21,
            21
        ],
        [
            57.142857,
            57.142857,
            57.142857,
            57.142857,
            57.142857,
            57.142857
        ],
        [
            2.027819,
            3.403484,
            1.027015,
            0.805274,
            5.086686,
            0.190015
        ],
        [
            167222,
            167222,
            64054,
            15748954,
            15748954,
            1173746
        ],
        [
            -90056,
            -49512,
            -90056,
            -22664579,
            -881857,
            -22664579
        ],
        [
            151,
            166,
            137,
            151,
            166,
            137
        ],
        [
            158,
            141,
            175,
            158,
            141,
            175
        ],
        [
            142,
            198,
            87,
            142,
            198,
            87
        ],
        [
            14878,
            8136,
            6741,
            14878,
            8136,
            6741
        ],
        [
            0,
            139.050785,
            0,
            0,
            139.050785,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150282,
            -147543,
            -301820,
            -171390,
            672186,
            -579755
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15030,
    "evaluation_days": 2505,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1544832000000,
    "last_datapoint_time": 1759536000000,
    "evaluation_time": 1759540387845,
    "expiration_time": 1766028960000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 125,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 121,
            "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)