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Trade: XRP/USDT/240/SINWMA/MIDPOINT/5676

Strategy
XRP/USDT/240/SINWMA/MIDPOINT/5676
Pair
XRP_USDT
Interval
4h
Score
306600
Daily Profit
0.148413
Profit Factor
1.805672
Profitability
50.349650
Streak
64.024350
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-11 19:35
Expiration Time
2025-11-25 17:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 907512.9444 836999.6622 70513.2822 3971439.0664 3212773.2677 758665.7986
Total P&L (%) 907.5129 836.9997 70.5133 3971.4391 3212.7733 758.6658
Avg Daily Profit (%) 0.3631 0.3349 0.0282 0.1484 0.1402 0.0861
Buy And Hold Return (%) 887.3973 887.3973 887.3973 887.3973 887.3973 887.3973
Max Trade Drawdown -138740 -111890 -70521 -1114272 -718644 -509003
Profit Factor 2.2469 2.9642 1.2337 1.8057 2.1109 1.3724
Total Trades 143 71 72 143 71 72
Winning Trades 72 36 36 72 36 36
Losing Trades 71 35 36 71 35 36
Profitability (%) 50.3497 50.7042 50 50.3497 50.7042 50
Ratio Avg Win / Avg Loss 2.2157 2.8819 1.2337 1.7806 2.0522 1.3724
Largest Winning Trade 389830 389830 60999 1560589 1560589 686021
Largest Losing Trade -45288 -45288 -39572 -598597 -598597 -340179
Avg Bars in Trades 101 129 73 101 129 73
Avg Bars in Winners 137 168 105 137 168 105
Avg Bars in Losers 65 89 41 65 89 41
Bars Traded 14512 9209 5303 14512 9209 5303
Profit Streak 64.0244 71.5244 64.0244 64.0244 71.5244 64.0244
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -143620 -237234 -400186 306600 -90377 -321782

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1545048000000,
    "last_datapoint_time": 1757606400000,
    "evaluation_time": 1757608503825,
    "expiration_time": 1764084672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 240,
            "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": [
        [
            907512.944417049,
            836999.662200009,
            70513.2822170402,
            3971439.0663679084,
            3212773.267748271,
            758665.7986196383
        ],
        [
            907.512944,
            836.999662,
            70.513282,
            3971.439066,
            3212.773268,
            758.665799
        ],
        [
            0.363102,
            0.33489,
            0.028213,
            0.148413,
            0.14015,
            0.086068
        ],
        [
            887.397315,
            887.397315,
            887.397315,
            887.397315,
            887.397315,
            887.397315
        ],
        [
            -138740,
            -111890,
            -70521,
            -1114272,
            -718644,
            -509003
        ],
        [
            2.246929,
            2.964232,
            1.233737,
            1.805672,
            2.110885,
            1.372394
        ],
        [
            143,
            71,
            72,
            143,
            71,
            72
        ],
        [
            72,
            36,
            36,
            72,
            36,
            36
        ],
        [
            71,
            35,
            36,
            71,
            35,
            36
        ],
        [
            50.34965,
            50.704225,
            50,
            50.34965,
            50.704225,
            50
        ],
        [
            2.215722,
            2.881893,
            1.233737,
            1.780593,
            2.052249,
            1.372394
        ],
        [
            389830,
            389830,
            60999,
            1560589,
            1560589,
            686021
        ],
        [
            -45288,
            -45288,
            -39572,
            -598597,
            -598597,
            -340179
        ],
        [
            101,
            129,
            73,
            101,
            129,
            73
        ],
        [
            137,
            168,
            105,
            137,
            168,
            105
        ],
        [
            65,
            89,
            41,
            65,
            89,
            41
        ],
        [
            14512,
            9209,
            5303,
            14512,
            9209,
            5303
        ],
        [
            64.02435,
            71.52435,
            64.02435,
            64.02435,
            71.52435,
            64.02435
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -143620,
            -237234,
            -400186,
            306600,
            -90377,
            -321782
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1541592000000,
    "first_datapoint_time": 1545048000000,
    "last_datapoint_time": 1757606400000,
    "evaluation_time": 1757608503825,
    "expiration_time": 1764084672000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 141,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 240,
            "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)