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Trade: XRP/USDT/240/SINWMA/DCM/4211

Strategy
XRP/USDT/240/SINWMA/DCM/4211
Pair
XRP_USDT
Interval
4h
Score
302526
Daily Profit
0.157589
Profit Factor
1.363449
Profitability
49.659864
Streak
0.000000
Best Strategy
Training Data Length
2499.500000
Evaluation Time
2025-09-21 20:35
Expiration Time
2025-12-05 17:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 842717.531 747538.391 95179.14 5020496.644 4954565.5699 65931.0741
Total P&L (%) 842.7175 747.5384 95.1791 5020.4966 4954.5656 65.9311
Avg Daily Profit (%) 0.3372 0.2991 0.0381 0.1576 0.1571 0.0203
Buy And Hold Return (%) 716.6828 716.6828 716.6828 716.6828 716.6828 716.6828
Max Trade Drawdown -78120 -82597 -64974 -5565282 -3039343 -2525938
Profit Factor 2.3642 2.9913 1.3928 1.3634 1.5841 1.0124
Total Trades 147 73 74 147 73 74
Winning Trades 73 32 41 73 32 41
Losing Trades 74 41 33 74 41 33
Profitability (%) 49.6599 43.8356 55.4054 49.6599 43.8356 55.4054
Ratio Avg Win / Avg Loss 2.3966 3.8326 1.121 1.3821 2.0296 0.8148
Largest Winning Trade 304292 304292 41012 4410890 4410890 1652846
Largest Losing Trade -30785 -30785 -22285 -2855040 -2855040 -1133912
Avg Bars in Trades 93 114 71 93 114 71
Avg Bars in Winners 125 168 92 125 168 92
Avg Bars in Losers 60 72 45 60 72 45
Bars Traded 13680 8386 5294 13680 8386 5294
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 -97096 -212141 -370640 302526 -63811 -603637

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14997,
    "evaluation_days": 2499.5,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1545868800000,
    "last_datapoint_time": 1758470400000,
    "evaluation_time": 1758476139307,
    "expiration_time": 1764949104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 238,
            "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": [
        [
            842717.5310211582,
            747538.3909865281,
            95179.1400346308,
            5020496.643967311,
            4954565.569864997,
            65931.0741023149
        ],
        [
            842.717531,
            747.538391,
            95.17914,
            5020.496644,
            4954.56557,
            65.931074
        ],
        [
            0.337154,
            0.299075,
            0.038079,
            0.157589,
            0.15707,
            0.020262
        ],
        [
            716.682779,
            716.682779,
            716.682779,
            716.682779,
            716.682779,
            716.682779
        ],
        [
            -78120,
            -82597,
            -64974,
            -5565282,
            -3039343,
            -2525938
        ],
        [
            2.364241,
            2.991276,
            1.392796,
            1.363449,
            1.584107,
            1.012367
        ],
        [
            147,
            73,
            74,
            147,
            73,
            74
        ],
        [
            73,
            32,
            41,
            73,
            32,
            41
        ],
        [
            74,
            41,
            33,
            74,
            41,
            33
        ],
        [
            49.659864,
            43.835616,
            55.405405,
            49.659864,
            43.835616,
            55.405405
        ],
        [
            2.396628,
            3.832572,
            1.121031,
            1.382127,
            2.029637,
            0.814832
        ],
        [
            304292,
            304292,
            41012,
            4410890,
            4410890,
            1652846
        ],
        [
            -30785,
            -30785,
            -22285,
            -2855040,
            -2855040,
            -1133912
        ],
        [
            93,
            114,
            71,
            93,
            114,
            71
        ],
        [
            125,
            168,
            92,
            125,
            168,
            92
        ],
        [
            60,
            72,
            45,
            60,
            72,
            45
        ],
        [
            13680,
            8386,
            5294,
            13680,
            8386,
            5294
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -97096,
            -212141,
            -370640,
            302526,
            -63811,
            -603637
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14997,
    "evaluation_days": 2499.5,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1545868800000,
    "last_datapoint_time": 1758470400000,
    "evaluation_time": 1758476139307,
    "expiration_time": 1764949104000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 221,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcm",
        "factors": {
            "length": 238,
            "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)