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Trade: XRP/USDT/240/SINWMA/MIDPRICE/3155

Strategy
XRP/USDT/240/SINWMA/MIDPRICE/3155
Pair
XRP_USDT
Interval
4h
Score
345983
Daily Profit
0.168870
Profit Factor
1.502945
Profitability
46.405229
Streak
0.000000
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-23 23:15
Expiration Time
2025-12-06 17:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 905847.7861 794562.1908 111285.5952 6683361.9763 6012993.5129 670368.4634
Total P&L (%) 905.8478 794.5622 111.2856 6683.362 6012.9935 670.3685
Avg Daily Profit (%) 0.3624 0.3179 0.0445 0.1689 0.1647 0.0817
Buy And Hold Return (%) 674.0188 674.0188 674.0188 674.0188 674.0188 674.0188
Max Trade Drawdown -77284 -87048 -40746 -4753121 -2734737 -2774804
Profit Factor 2.4194 2.9335 1.4897 1.5029 1.7329 1.1319
Total Trades 153 76 77 153 76 77
Winning Trades 71 32 39 71 32 39
Losing Trades 82 44 38 82 44 38
Profitability (%) 46.4052 42.1053 50.6494 46.4052 42.1053 50.6494
Ratio Avg Win / Avg Loss 2.7942 4.0335 1.4515 1.7358 2.3827 1.1028
Largest Winning Trade 317959 317959 41344 4178337 4178337 2354866
Largest Losing Trade -30965 -30965 -26390 -2734737 -2734737 -1204685
Avg Bars in Trades 89 112 67 89 112 67
Avg Bars in Winners 125 164 94 125 164 94
Avg Bars in Losers 57 73 39 57 73 39
Bars Traded 13686 8512 5174 13686 8512 5174
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 -45331 -148018 -339846 345983 -41507 -366556

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1546041600000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758658545841,
    "expiration_time": 1765035072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "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": [
        [
            905847.7860621725,
            794562.1908294961,
            111285.5952326771,
            6683361.976311907,
            6012993.512876605,
            670368.4634352984
        ],
        [
            905.847786,
            794.562191,
            111.285595,
            6683.361976,
            6012.993513,
            670.368463
        ],
        [
            0.362436,
            0.31791,
            0.044526,
            0.16887,
            0.1647,
            0.081723
        ],
        [
            674.018834,
            674.018834,
            674.018834,
            674.018834,
            674.018834,
            674.018834
        ],
        [
            -77284,
            -87048,
            -40746,
            -4753121,
            -2734737,
            -2774804
        ],
        [
            2.419362,
            2.933485,
            1.489685,
            1.502945,
            1.73288,
            1.131862
        ],
        [
            153,
            76,
            77,
            153,
            76,
            77
        ],
        [
            71,
            32,
            39,
            71,
            32,
            39
        ],
        [
            82,
            44,
            38,
            82,
            44,
            38
        ],
        [
            46.405229,
            42.105263,
            50.649351,
            46.405229,
            42.105263,
            50.649351
        ],
        [
            2.794192,
            4.033541,
            1.451488,
            1.735796,
            2.382711,
            1.10284
        ],
        [
            317959,
            317959,
            41344,
            4178337,
            4178337,
            2354866
        ],
        [
            -30965,
            -30965,
            -26390,
            -2734737,
            -2734737,
            -1204685
        ],
        [
            89,
            112,
            67,
            89,
            112,
            67
        ],
        [
            125,
            164,
            94,
            125,
            164,
            94
        ],
        [
            57,
            73,
            39,
            57,
            73,
            39
        ],
        [
            13686,
            8512,
            5174,
            13686,
            8512,
            5174
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -45331,
            -148018,
            -339846,
            345983,
            -41507,
            -366556
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542556800000,
    "first_datapoint_time": 1546041600000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758658545841,
    "expiration_time": 1765035072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 210,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 243,
            "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)