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Trade: XRP/USDT/120/T3/SWMA/9440

Strategy
XRP/USDT/120/T3/SWMA/9440
Pair
XRP_USDT
Interval
2h
Score
375961
Daily Profit
0.255077
Profit Factor
1.506226
Profitability
47.863248
Streak
0.000000
Best Strategy
Training Data Length
2082.670000
Evaluation Time
2025-09-22 16:47
Expiration Time
2025-12-06 13:25

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1029098.5625 889187.1739 139911.3886 20047101.6127 21672021.1863 -1624919.5736
Total P&L (%) 1029.0986 889.1872 139.9114 20047.1016 21672.0212 -1624.9196
Avg Daily Profit (%) 0.4941 0.4269 0.0672 0.2551 0.2588 0
Buy And Hold Return (%) 1101.2544 1101.2544 1101.2544 1101.2544 1101.2544 1101.2544
Max Trade Drawdown -87724 -64415 -46436 -22143600 -12979572 -9164028
Profit Factor 2.9433 3.9269 1.6197 1.5062 1.9642 0.9051
Total Trades 117 58 59 117 58 59
Winning Trades 56 25 31 56 25 31
Losing Trades 61 33 28 61 33 28
Profitability (%) 47.8632 43.1034 52.5424 47.8632 43.1034 52.5424
Ratio Avg Win / Avg Loss 3.2061 5.1835 1.4629 1.6407 2.5927 0.8175
Largest Winning Trade 363266 363266 46307 17679754 17679754 4812753
Largest Losing Trade -46436 -32532 -46436 -6961185 -6961185 -5338189
Avg Bars in Trades 207 219 196 207 219 196
Avg Bars in Winners 266 286 250 266 286 250
Avg Bars in Losers 153 168 136 153 168 136
Bars Traded 24311 12718 11593 24311 12718 11593
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -150125 -331529 -443407 375961 -170465 -757128

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1578535200000,
    "first_datapoint_time": 1579716000000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758548856753,
    "expiration_time": 1765020326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 165,
            "offset": 0,
            "a": 0.78022
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 127,
            "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": [
        [
            1029098.5625091691,
            889187.1739090165,
            139911.3886001537,
            20047101.6127075,
            21672021.18628676,
            -1624919.5735792625
        ],
        [
            1029.098563,
            889.187174,
            139.911389,
            20047.101613,
            21672.021186,
            -1624.919574
        ],
        [
            0.494125,
            0.426946,
            0.067179,
            0.255077,
            0.258811,
            0
        ],
        [
            1101.254397,
            1101.254397,
            1101.254397,
            1101.254397,
            1101.254397,
            1101.254397
        ],
        [
            -87724,
            -64415,
            -46436,
            -22143600,
            -12979572,
            -9164028
        ],
        [
            2.943262,
            3.926915,
            1.619691,
            1.506226,
            1.964159,
            0.905106
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            56,
            25,
            31,
            56,
            25,
            31
        ],
        [
            61,
            33,
            28,
            61,
            33,
            28
        ],
        [
            47.863248,
            43.103448,
            52.542373,
            47.863248,
            43.103448,
            52.542373
        ],
        [
            3.206053,
            5.183528,
            1.462947,
            1.64071,
            2.59269,
            0.817515
        ],
        [
            363266,
            363266,
            46307,
            17679754,
            17679754,
            4812753
        ],
        [
            -46436,
            -32532,
            -46436,
            -6961185,
            -6961185,
            -5338189
        ],
        [
            207,
            219,
            196,
            207,
            219,
            196
        ],
        [
            266,
            286,
            250,
            266,
            286,
            250
        ],
        [
            153,
            168,
            136,
            153,
            168,
            136
        ],
        [
            24311,
            12718,
            11593,
            24311,
            12718,
            11593
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -150125,
            -331529,
            -443407,
            375961,
            -170465,
            -757128
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24992,
    "evaluation_days": 2082.67,
    "actual_first_datapoint_time": 1578535200000,
    "first_datapoint_time": 1579716000000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758548856753,
    "expiration_time": 1765020326400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 165,
            "offset": 0,
            "a": 0.78022
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 127,
            "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)