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Trade: XRP/USDT/240/SINWMA/KCB/5497

Strategy
XRP/USDT/240/SINWMA/KCB/5497
Pair
XRP_USDT
Interval
4h
Score
350105
Daily Profit
0.195621
Profit Factor
1.421235
Profitability
44.642857
Streak
34.861627
Best Strategy
Training Data Length
2499.500000
Evaluation Time
2025-09-22 03:40
Expiration Time
2025-12-06 01:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 991401.0896 864816.6489 126584.4406 13126041.1574 15035266.8245 -1909225.6671
Total P&L (%) 991.4011 864.8166 126.5844 13126.0412 15035.2668 -1909.2257
Avg Daily Profit (%) 0.3966 0.346 0.0506 0.1956 0.201 0
Buy And Hold Return (%) 871.6742 871.6742 871.6742 871.6742 871.6742 871.6742
Max Trade Drawdown -95000 -65770 -62337 -7510576 -5096879 -4921786
Profit Factor 2.3036 2.9085 1.4118 1.4212 1.8052 0.8471
Total Trades 168 84 84 168 84 84
Winning Trades 75 37 38 75 37 38
Losing Trades 93 47 46 93 47 46
Profitability (%) 44.6429 44.0476 45.2381 44.6429 44.0476 45.2381
Ratio Avg Win / Avg Loss 2.8565 3.6946 1.7091 1.7623 2.2931 1.0255
Largest Winning Trade 314824 314824 59521 10281418 10281418 1922062
Largest Losing Trade -35689 -35689 -26586 -3350249 -3350249 -1762455
Avg Bars in Trades 87 92 82 87 92 82
Avg Bars in Winners 121 124 117 121 124 117
Avg Bars in Losers 60 67 53 60 67 53
Bars Traded 14728 7797 6931 14728 7797 6931
Profit Streak 34.8616 34.8616 43.195 34.8616 34.8616 43.195
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -109152 -153040 -290808 350105 337281 -580739

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14997,
    "evaluation_days": 2499.5,
    "actual_first_datapoint_time": 1542484800000,
    "first_datapoint_time": 1544169600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758501644591,
    "expiration_time": 1764977904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 118,
            "offset": 0,
            "scalar": 3
        }
    }
}
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": [
        [
            991401.0895621146,
            864816.648932745,
            126584.4406293697,
            13126041.157428969,
            15035266.824534245,
            -1909225.6671052824
        ],
        [
            991.40109,
            864.816649,
            126.584441,
            13126.041157,
            15035.266825,
            -1909.225667
        ],
        [
            0.39664,
            0.345996,
            0.050644,
            0.195621,
            0.201026,
            0
        ],
        [
            871.67422,
            871.67422,
            871.67422,
            871.67422,
            871.67422,
            871.67422
        ],
        [
            -95000,
            -65770,
            -62337,
            -7510576,
            -5096879,
            -4921786
        ],
        [
            2.303609,
            2.908488,
            1.41184,
            1.421235,
            1.805238,
            0.847128
        ],
        [
            168,
            84,
            84,
            168,
            84,
            84
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            93,
            47,
            46,
            93,
            47,
            46
        ],
        [
            44.642857,
            44.047619,
            45.238095,
            44.642857,
            44.047619,
            45.238095
        ],
        [
            2.856475,
            3.694566,
            1.70907,
            1.762331,
            2.29314,
            1.02547
        ],
        [
            314824,
            314824,
            59521,
            10281418,
            10281418,
            1922062
        ],
        [
            -35689,
            -35689,
            -26586,
            -3350249,
            -3350249,
            -1762455
        ],
        [
            87,
            92,
            82,
            87,
            92,
            82
        ],
        [
            121,
            124,
            117,
            121,
            124,
            117
        ],
        [
            60,
            67,
            53,
            60,
            67,
            53
        ],
        [
            14728,
            7797,
            6931,
            14728,
            7797,
            6931
        ],
        [
            34.861627,
            34.861627,
            43.19496,
            34.861627,
            34.861627,
            43.194961
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -109152,
            -153040,
            -290808,
            350105,
            337281,
            -580739
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14997,
    "evaluation_days": 2499.5,
    "actual_first_datapoint_time": 1542484800000,
    "first_datapoint_time": 1544169600000,
    "last_datapoint_time": 1758499200000,
    "evaluation_time": 1758501644591,
    "expiration_time": 1764977904000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 114,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 118,
            "offset": 0,
            "scalar": 3
        }
    }
}

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)