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Trade: XRP/USDT/240/SINWMA/MIDPOINT/6517

Strategy
XRP/USDT/240/SINWMA/MIDPOINT/6517
Pair
XRP_USDT
Interval
4h
Score
432597
Daily Profit
0.180170
Profit Factor
1.588410
Profitability
49.635036
Streak
67.622960
Best Strategy
Training Data Length
2499.170000
Evaluation Time
2025-09-15 09:57
Expiration Time
2025-11-29 05:24

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 941793.4073 829606.8639 112186.5434 8890146.7141 8105798.5595 784348.1545
Total P&L (%) 941.7934 829.6069 112.1865 8890.1467 8105.7986 784.3482
Avg Daily Profit (%) 0.3768 0.332 0.0449 0.1802 0.1765 0.0873
Buy And Hold Return (%) 765.6123 765.6123 765.6123 765.6123 765.6123 765.6123
Max Trade Drawdown -68472 -75906 -51178 -6239603 -4820238 -2107046
Profit Factor 2.5616 3.0966 1.5409 1.5884 1.8101 1.1537
Total Trades 137 68 69 137 68 69
Winning Trades 68 34 34 68 34 34
Losing Trades 69 34 35 69 34 35
Profitability (%) 49.635 50 49.2754 49.635 50 49.2754
Ratio Avg Win / Avg Loss 2.5993 3.0966 1.5863 1.6118 1.8101 1.1877
Largest Winning Trade 312859 312859 39145 5997891 5997891 1422754
Largest Losing Trade -37647 -37647 -27392 -4666738 -4666738 -1031544
Avg Bars in Trades 105 140 70 105 140 70
Avg Bars in Winners 130 172 88 130 172 88
Avg Bars in Losers 80 108 53 80 108 53
Bars Traded 14442 9576 4866 14442 9576 4866
Profit Streak 67.623 107.623 67.623 67.623 107.623 67.623
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -78561 -232517 -397744 432597 -96555 -387334

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1541908800000,
    "first_datapoint_time": 1545480000000,
    "last_datapoint_time": 1757908800000,
    "evaluation_time": 1757919423716,
    "expiration_time": 1764386640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 248,
            "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": [
        [
            941793.4072749784,
            829606.8638724058,
            112186.5434025724,
            8890146.714053057,
            8105798.559546477,
            784348.1545065795
        ],
        [
            941.793407,
            829.606864,
            112.186543,
            8890.146714,
            8105.79856,
            784.348155
        ],
        [
            0.376842,
            0.331953,
            0.04489,
            0.18017,
            0.176511,
            0.087254
        ],
        [
            765.612309,
            765.612309,
            765.612309,
            765.612309,
            765.612309,
            765.612309
        ],
        [
            -68472,
            -75906,
            -51178,
            -6239603,
            -4820238,
            -2107046
        ],
        [
            2.561611,
            3.096582,
            1.540929,
            1.58841,
            1.810074,
            1.153718
        ],
        [
            137,
            68,
            69,
            137,
            68,
            69
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            69,
            34,
            35,
            69,
            34,
            35
        ],
        [
            49.635036,
            50,
            49.275362,
            49.635036,
            50,
            49.275362
        ],
        [
            2.599282,
            3.096582,
            1.586251,
            1.611769,
            1.810074,
            1.187651
        ],
        [
            312859,
            312859,
            39145,
            5997891,
            5997891,
            1422754
        ],
        [
            -37647,
            -37647,
            -27392,
            -4666738,
            -4666738,
            -1031544
        ],
        [
            105,
            140,
            70,
            105,
            140,
            70
        ],
        [
            130,
            172,
            88,
            130,
            172,
            88
        ],
        [
            80,
            108,
            53,
            80,
            108,
            53
        ],
        [
            14442,
            9576,
            4866,
            14442,
            9576,
            4866
        ],
        [
            67.62296,
            107.62296,
            67.62296,
            67.62296,
            107.62296,
            67.62296
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -78561,
            -232517,
            -397744,
            432597,
            -96555,
            -387334
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14995,
    "evaluation_days": 2499.17,
    "actual_first_datapoint_time": 1541908800000,
    "first_datapoint_time": 1545480000000,
    "last_datapoint_time": 1757908800000,
    "evaluation_time": 1757919423716,
    "expiration_time": 1764386640000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 218,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 248,
            "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)