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Trade: XRP/USDT/120/KCU/SWMA/9975

Strategy
XRP/USDT/120/KCU/SWMA/9975
Pair
XRP_USDT
Interval
2h
Score
315417
Daily Profit
0.169453
Profit Factor
2.034860
Profitability
51.376147
Streak
34.125741
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-09-19 10:01
Expiration Time
2025-12-03 07:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 711217.2859 687058.6643 24158.6216 2975589.7382 3299342.8516 -323753.1135
Total P&L (%) 711.2173 687.0587 24.1586 2975.5897 3299.3429 -323.7531
Avg Daily Profit (%) 0.3415 0.3299 0.0116 0.1646 0.1695 0
Buy And Hold Return (%) 1202.2976 1202.2976 1202.2976 1202.2976 1202.2976 1202.2976
Max Trade Drawdown -112821 -49466 -115061 -1726940 -825699 -1870794
Profit Factor 2.0171 3.4095 1.0583 1.3988 2.0349 0.9242
Total Trades 218 109 109 218 109 109
Winning Trades 114 56 58 114 56 58
Losing Trades 104 53 51 104 53 51
Profitability (%) 52.2936 51.3761 53.211 52.2936 51.3761 53.211
Ratio Avg Win / Avg Loss 1.8402 3.2269 0.9306 1.2761 1.9259 0.8127
Largest Winning Trade 339322 339322 58075 1987358 1987358 823893
Largest Losing Trade -36979 -22940 -36979 -379205 -300710 -379205
Avg Bars in Trades 113 62 164 113 62 164
Avg Bars in Winners 146 81 210 146 81 210
Avg Bars in Losers 76 43 111 76 43 111
Bars Traded 24741 6832 17909 24741 6832 17909
Profit Streak 34.1257 34.1257 40.1257 34.1257 34.1257 40.1257
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150265 -149653 -500000 256759 315417 -579638

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1578254400000,
    "first_datapoint_time": 1579226400000,
    "last_datapoint_time": 1758261600000,
    "evaluation_time": 1758265263987,
    "expiration_time": 1764739526400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 55,
            "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": [
        [
            711217.2858633046,
            687058.6642779238,
            24158.6215853808,
            2975589.7381808124,
            3299342.851643808,
            -323753.1134629969
        ],
        [
            711.217286,
            687.058664,
            24.158622,
            2975.589738,
            3299.342852,
            -323.753113
        ],
        [
            0.341493,
            0.329893,
            0.0116,
            0.16464,
            0.169453,
            0
        ],
        [
            1202.297565,
            1202.297565,
            1202.297565,
            1202.297565,
            1202.297565,
            1202.297565
        ],
        [
            -112821,
            -49466,
            -115061,
            -1726940,
            -825699,
            -1870794
        ],
        [
            2.017096,
            3.409527,
            1.058337,
            1.398806,
            2.03486,
            0.924234
        ],
        [
            218,
            109,
            109,
            218,
            109,
            109
        ],
        [
            114,
            56,
            58,
            114,
            56,
            58
        ],
        [
            104,
            53,
            51,
            104,
            53,
            51
        ],
        [
            52.293578,
            51.376147,
            53.211009,
            52.293578,
            51.376147,
            53.211009
        ],
        [
            1.840157,
            3.226874,
            0.930607,
            1.276104,
            1.92585,
            0.812688
        ],
        [
            339322,
            339322,
            58075,
            1987358,
            1987358,
            823893
        ],
        [
            -36979,
            -22940,
            -36979,
            -379205,
            -300710,
            -379205
        ],
        [
            113,
            62,
            164,
            113,
            62,
            164
        ],
        [
            146,
            81,
            210,
            146,
            81,
            210
        ],
        [
            76,
            43,
            111,
            76,
            43,
            111
        ],
        [
            24741,
            6832,
            17909,
            24741,
            6832,
            17909
        ],
        [
            34.12574,
            34.12574,
            40.12574,
            34.125741,
            34.125741,
            40.125741
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150265,
            -149653,
            -500000,
            256759,
            315417,
            -579638
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1578254400000,
    "first_datapoint_time": 1579226400000,
    "last_datapoint_time": 1758261600000,
    "evaluation_time": 1758265263987,
    "expiration_time": 1764739526400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 136,
            "offset": 0,
            "scalar": 1
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 55,
            "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)