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Trade: XRP/USDT/480/SINWMA/MIDPOINT/9963

Strategy
XRP/USDT/480/SINWMA/MIDPOINT/9963
Pair
XRP_USDT
Interval
8h
Score
341023
Daily Profit
0.157567
Profit Factor
1.829756
Profitability
43.925234
Streak
16.425532
Best Strategy
Training Data Length
2501.330000
Evaluation Time
2025-09-23 21:12
Expiration Time
2025-12-07 18:57

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 90868.0357 334827.7741 -243959.7384 5032466.2522 -52296.4644 5084762.7166
Total P&L (%) 90.868 334.8278 -243.9597 5032.4663 -52.2965 5084.7627
Avg Daily Profit (%) 0.0363 0.1339 -0.0975 0.1576 -0.0296 0.158
Buy And Hold Return (%) 838.3776 838.3776 838.3776 838.3776 838.3776 838.3776
Max Trade Drawdown -319384 -48914 -325566 -2739858 -1222778 -1932853
Profit Factor 1.1244 3.0763 0.5714 1.8298 0.9762 2.3141
Total Trades 107 53 54 107 53 54
Winning Trades 81 41 40 47 24 23
Losing Trades 26 12 14 60 29 31
Profitability (%) 75.7009 77.3585 74.0741 43.9252 45.283 42.5926
Ratio Avg Win / Avg Loss 0.3609 0.9004 0.2 2.3359 1.1796 3.119
Largest Winning Trade 99225 99225 40503 7188766 568736 7188766
Largest Losing Trade -319384 -48914 -319384 -1932853 -465568 -1932853
Avg Bars in Trades 66 70 62 66 70 62
Avg Bars in Winners 39 32 45 72 85 59
Avg Bars in Losers 150 200 108 61 58 63
Bars Traded 7096 3747 3349 7096 3747 3349
Profit Streak 16.4255 136.7589 16.4255 16.4255 136.7589 16.4255
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -390541 -352553 -757137 341023 -760040 -170899

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1549094400000,
    "last_datapoint_time": 1758643200000,
    "evaluation_time": 1758651165965,
    "expiration_time": 1765126656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 228,
            "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": [
        [
            90868.035679543,
            334827.7740621372,
            -243959.7383825942,
            5032466.252183131,
            -52296.4643892558,
            5084762.716572386
        ],
        [
            90.868036,
            334.827774,
            -243.959738,
            5032.466252,
            -52.296464,
            5084.762717
        ],
        [
            0.036328,
            0.13386,
            -0.097532,
            0.157567,
            -0.029586,
            0.157973
        ],
        [
            838.377637,
            838.377637,
            838.377637,
            838.377637,
            838.377637,
            838.377637
        ],
        [
            -319384,
            -48914,
            -325566,
            -2739858,
            -1222778,
            -1932853
        ],
        [
            1.124397,
            3.0763,
            0.571402,
            1.829756,
            0.976181,
            2.314094
        ],
        [
            107,
            53,
            54,
            107,
            53,
            54
        ],
        [
            81,
            41,
            40,
            47,
            24,
            23
        ],
        [
            26,
            12,
            14,
            60,
            29,
            31
        ],
        [
            75.700935,
            77.358491,
            74.074074,
            43.925234,
            45.283019,
            42.592593
        ],
        [
            0.360918,
            0.900381,
            0.199991,
            2.335858,
            1.179552,
            3.118996
        ],
        [
            99225,
            99225,
            40503,
            7188766,
            568736,
            7188766
        ],
        [
            -319384,
            -48914,
            -319384,
            -1932853,
            -465568,
            -1932853
        ],
        [
            66,
            70,
            62,
            66,
            70,
            62
        ],
        [
            39,
            32,
            45,
            72,
            85,
            59
        ],
        [
            150,
            200,
            108,
            61,
            58,
            63
        ],
        [
            7096,
            3747,
            3349,
            7096,
            3747,
            3349
        ],
        [
            16.425532,
            136.758865,
            16.425532,
            16.425532,
            136.758865,
            16.425532
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
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            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -390541,
            -352553,
            -757137,
            341023,
            -760040,
            -170899
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 7504,
    "evaluation_days": 2501.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1549094400000,
    "last_datapoint_time": 1758643200000,
    "evaluation_time": 1758651165965,
    "expiration_time": 1765126656000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 7,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 228,
            "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)