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Trade: XRP/USDT/240/SINWMA/MIDPOINT/3888

Strategy
XRP/USDT/240/SINWMA/MIDPOINT/3888
Pair
XRP_USDT
Interval
4h
Score
370125
Daily Profit
0.193780
Profit Factor
1.647437
Profitability
46.896552
Streak
0.000000
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-14 06:14
Expiration Time
2025-11-28 01:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1012007.6459 883342.3434 128665.3024 12524334.1895 11316093.2815 1208240.908
Total P&L (%) 1012.0076 883.3423 128.6653 12524.3342 11316.0933 1208.2409
Avg Daily Profit (%) 0.4049 0.3535 0.0515 0.1938 0.1897 0.1029
Buy And Hold Return (%) 747.8077 747.8077 747.8077 747.8077 747.8077 747.8077
Max Trade Drawdown -95114 -91524 -37827 -7677973 -4565730 -3130331
Profit Factor 2.5172 3.0124 1.5642 1.6474 1.9165 1.1727
Total Trades 145 72 73 145 72 73
Winning Trades 68 31 37 68 31 37
Losing Trades 77 41 36 77 41 36
Profitability (%) 46.8966 43.0556 50.6849 46.8966 43.0556 50.6849
Ratio Avg Win / Avg Loss 2.8504 3.9841 1.5219 1.8655 2.5348 1.141
Largest Winning Trade 322140 322140 47891 7979611 7979611 2431588
Largest Losing Trade -35310 -35310 -29744 -3855286 -3855286 -1262900
Avg Bars in Trades 100 132 68 100 132 68
Avg Bars in Winners 134 192 84 134 192 84
Avg Bars in Losers 70 87 50 70 87 50
Bars Traded 14540 9563 4978 14540 9563 4978
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 -42097 -176446 -359000 370125 -70569 -167066

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1545235200000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757819672271,
    "expiration_time": 1764285840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "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": [
        [
            1012007.6458830654,
            883342.343448694,
            128665.3024343721,
            12524334.189500084,
            11316093.281505417,
            1208240.9079946629
        ],
        [
            1012.007646,
            883.342343,
            128.665302,
            12524.33419,
            11316.093282,
            1208.240908
        ],
        [
            0.404937,
            0.353454,
            0.051483,
            0.19378,
            0.189747,
            0.102938
        ],
        [
            747.807723,
            747.807723,
            747.807723,
            747.807723,
            747.807723,
            747.807723
        ],
        [
            -95114,
            -91524,
            -37827,
            -7677973,
            -4565730,
            -3130331
        ],
        [
            2.5172,
            3.012358,
            1.564163,
            1.647437,
            1.916549,
            1.172654
        ],
        [
            145,
            72,
            73,
            145,
            72,
            73
        ],
        [
            68,
            31,
            37,
            68,
            31,
            37
        ],
        [
            77,
            41,
            36,
            77,
            41,
            36
        ],
        [
            46.896552,
            43.055556,
            50.684932,
            46.896552,
            43.055556,
            50.684932
        ],
        [
            2.850359,
            3.984086,
            1.521888,
            1.86548,
            2.53479,
            1.14096
        ],
        [
            322140,
            322140,
            47891,
            7979611,
            7979611,
            2431588
        ],
        [
            -35310,
            -35310,
            -29744,
            -3855286,
            -3855286,
            -1262900
        ],
        [
            100,
            132,
            68,
            100,
            132,
            68
        ],
        [
            134,
            192,
            84,
            134,
            192,
            84
        ],
        [
            70,
            87,
            50,
            70,
            87,
            50
        ],
        [
            14540,
            9563,
            4978,
            14540,
            9563,
            4978
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -42097,
            -176446,
            -359000,
            370125,
            -70569,
            -167066
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1541808000000,
    "first_datapoint_time": 1545235200000,
    "last_datapoint_time": 1757808000000,
    "evaluation_time": 1757819672271,
    "expiration_time": 1764285840000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "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)