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Trade: XRP/USDT/720/SWMA/MIDPRICE/4993

Strategy
XRP/USDT/720/SWMA/MIDPRICE/4993
Pair
XRP_USDT
Interval
12h
Score
438901
Daily Profit
0.146604
Profit Factor
4.625118
Profitability
66.666667
Streak
139.344691
Best Strategy
Training Data Length
2501.500000
Evaluation Time
2025-09-23 23:16
Expiration Time
2025-12-07 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 702601.5255 628808.0802 73793.4453 2635021.1471 3804069.5324 -1169048.3853
Total P&L (%) 702.6015 628.8081 73.7934 2635.0211 3804.0695 -1169.0484
Avg Daily Profit (%) 0.2809 0.2514 0.0295 0.1324 0.1466 0
Buy And Hold Return (%) 804.6345 804.6345 804.6345 804.6345 804.6345 804.6345
Max Trade Drawdown -68124 -72873 -68124 -1853271 -436783 -1999435
Profit Factor 2.4463 3.7949 1.2829 1.638 4.6251 0.6205
Total Trades 85 42 43 85 42 43
Winning Trades 52 28 24 52 28 24
Losing Trades 33 14 19 33 14 19
Profitability (%) 61.1765 66.6667 55.814 61.1765 66.6667 55.814
Ratio Avg Win / Avg Loss 1.5524 1.8974 1.0157 1.0395 2.3126 0.4912
Largest Winning Trade 178551 178551 58118 2094145 2094145 454775
Largest Losing Trade -68124 -49220 -68124 -1853271 -207687 -1853271
Avg Bars in Trades 55 65 44 55 65 44
Avg Bars in Winners 57 57 58 57 57 58
Avg Bars in Losers 50 81 27 50 81 27
Bars Traded 4679 2746 1933 4679 2746 1933
Profit Streak 68.8447 139.3447 68.8447 68.8447 139.3447 68.8447
Trades During Streak 2 2 1 2 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149464 -147225 -317908 -13867 438901 -579415

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548158400000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758658581306,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 131,
            "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": [
        [
            702601.5254614333,
            628808.0802031287,
            73793.4452583047,
            2635021.1470886916,
            3804069.532354971,
            -1169048.3852662793
        ],
        [
            702.601525,
            628.80808,
            73.793445,
            2635.021147,
            3804.069532,
            -1169.048385
        ],
        [
            0.280872,
            0.251372,
            0.0295,
            0.132357,
            0.146604,
            0
        ],
        [
            804.634469,
            804.634469,
            804.634469,
            804.634469,
            804.634469,
            804.634469
        ],
        [
            -68124,
            -72873,
            -68124,
            -1853271,
            -436783,
            -1999435
        ],
        [
            2.44626,
            3.79485,
            1.282931,
            1.638036,
            4.625118,
            0.620504
        ],
        [
            85,
            42,
            43,
            85,
            42,
            43
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            33,
            14,
            19,
            33,
            14,
            19
        ],
        [
            61.176471,
            66.666667,
            55.813953,
            61.176471,
            66.666667,
            55.813953
        ],
        [
            1.552434,
            1.897425,
            1.015654,
            1.039523,
            2.312559,
            0.491232
        ],
        [
            178551,
            178551,
            58118,
            2094145,
            2094145,
            454775
        ],
        [
            -68124,
            -49220,
            -68124,
            -1853271,
            -207687,
            -1853271
        ],
        [
            55,
            65,
            44,
            55,
            65,
            44
        ],
        [
            57,
            57,
            58,
            57,
            57,
            58
        ],
        [
            50,
            81,
            27,
            50,
            81,
            27
        ],
        [
            4679,
            2746,
            1933,
            4679,
            2746,
            1933
        ],
        [
            68.844691,
            139.344691,
            68.844691,
            68.844691,
            139.344691,
            68.844691
        ],
        [
            2,
            2,
            1,
            2,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149464,
            -147225,
            -317908,
            -13867,
            438901,
            -579415
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 5003,
    "evaluation_days": 2501.5,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1548158400000,
    "last_datapoint_time": 1758628800000,
    "evaluation_time": 1758658581306,
    "expiration_time": 1765112688000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 28,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 131,
            "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)