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Trade: XRP/USDT/240/SINWMA/MIDPOINT/2680

Strategy
XRP/USDT/240/SINWMA/MIDPOINT/2680
Pair
XRP_USDT
Interval
4h
Score
315810
Daily Profit
0.150552
Profit Factor
1.493362
Profitability
47.791165
Streak
0.000000
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-19 13:45
Expiration Time
2025-12-03 09:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 877144.6347 801409.4436 75735.1911 4194728.545 4275717.0138 -80988.4688
Total P&L (%) 877.1446 801.4094 75.7352 4194.7285 4275.717 -80.9885
Avg Daily Profit (%) 0.351 0.3207 0.0303 0.1506 0.1513 -0.0664
Buy And Hold Return (%) 906.1722 906.1722 906.1722 906.1722 906.1722 906.1722
Max Trade Drawdown -129189 -106585 -62911 -2146870 -1517137 -948188
Profit Factor 1.9849 2.5094 1.2106 1.4934 1.8769 0.9777
Total Trades 249 124 125 249 124 125
Winning Trades 119 51 68 119 51 68
Losing Trades 130 73 57 130 73 57
Profitability (%) 47.7912 41.129 54.4 47.7912 41.129 54.4
Ratio Avg Win / Avg Loss 2.1684 3.5919 1.0148 1.6314 2.6865 0.8195
Largest Winning Trade 339202 339202 56395 2246612 2246612 582327
Largest Losing Trade -51020 -36193 -51020 -1211628 -1211628 -777446
Avg Bars in Trades 58 69 47 58 69 47
Avg Bars in Winners 76 103 56 76 103 56
Avg Bars in Losers 41 46 36 41 46 36
Bars Traded 14553 8659 5894 14553 8659 5894
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 -152234 -155600 -318295 315810 213326 -580429

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542268800000,
    "first_datapoint_time": 1544500800000,
    "last_datapoint_time": 1758268800000,
    "evaluation_time": 1758278722601,
    "expiration_time": 1764747072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 156,
            "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": [
        [
            877144.6347156026,
            801409.443639953,
            75735.1910756499,
            4194728.545004953,
            4275717.013789578,
            -80988.4687846261
        ],
        [
            877.144635,
            801.409444,
            75.735191,
            4194.728545,
            4275.717014,
            -80.988469
        ],
        [
            0.350952,
            0.32065,
            0.030302,
            0.150552,
            0.151301,
            -0.066401
        ],
        [
            906.172225,
            906.172225,
            906.172225,
            906.172225,
            906.172225,
            906.172225
        ],
        [
            -129189,
            -106585,
            -62911,
            -2146870,
            -1517137,
            -948188
        ],
        [
            1.98489,
            2.509377,
            1.210582,
            1.493362,
            1.876876,
            0.977666
        ],
        [
            249,
            124,
            125,
            249,
            124,
            125
        ],
        [
            119,
            51,
            68,
            119,
            51,
            68
        ],
        [
            130,
            73,
            57,
            130,
            73,
            57
        ],
        [
            47.791165,
            41.129032,
            54.4,
            47.791165,
            41.129032,
            54.4
        ],
        [
            2.168367,
            3.591854,
            1.014752,
            1.631403,
            2.686508,
            0.819514
        ],
        [
            339202,
            339202,
            56395,
            2246612,
            2246612,
            582327
        ],
        [
            -51020,
            -36193,
            -51020,
            -1211628,
            -1211628,
            -777446
        ],
        [
            58,
            69,
            47,
            58,
            69,
            47
        ],
        [
            76,
            103,
            56,
            76,
            103,
            56
        ],
        [
            41,
            46,
            36,
            41,
            46,
            36
        ],
        [
            14553,
            8659,
            5894,
            14553,
            8659,
            5894
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -152234,
            -155600,
            -318295,
            315810,
            213326,
            -580429
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542268800000,
    "first_datapoint_time": 1544500800000,
    "last_datapoint_time": 1758268800000,
    "evaluation_time": 1758278722601,
    "expiration_time": 1764747072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 156,
            "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)