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Trade: XRP/USDT/240/SINWMA/RMA/2720

Strategy
XRP/USDT/240/SINWMA/RMA/2720
Pair
XRP_USDT
Interval
4h
Score
605247
Daily Profit
0.256905
Profit Factor
4.207923
Profitability
57.777778
Streak
0.000000
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-21 05:56
Expiration Time
2025-12-05 01:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 864406.7069 742068.6379 122338.069 -13196803.4825 60852208.0626 -74049011.5452
Total P&L (%) 864.4067 742.0686 122.3381 -13196.8035 60852.2081 -74049.0115
Avg Daily Profit (%) 0.3459 0.2969 0.0489 0 0.2569 0
Buy And Hold Return (%) 899.5987 899.5987 899.5987 899.5987 899.5987 899.5987
Max Trade Drawdown -175370 -52518 -128994 -85071568 -5539544 -86191218
Profit Factor 2.8255 4.6068 1.4569 0.884 4.2079 0.219
Total Trades 90 45 45 90 45 45
Winning Trades 52 25 27 50 26 24
Losing Trades 38 20 18 40 19 21
Profitability (%) 57.7778 55.5556 60 55.5556 57.7778 53.3333
Ratio Avg Win / Avg Loss 2.0648 3.6854 0.9712 0.7072 3.075 0.1916
Largest Winning Trade 168918 168918 60201 44348458 44348458 4498913
Largest Losing Trade -119643 -49160 -119643 -84471487 -3313675 -84471487
Avg Bars in Trades 163 180 147 163 180 147
Avg Bars in Winners 188 185 190 178 169 188
Avg Bars in Losers 130 173 82 145 195 100
Bars Traded 14735 8108 6627 14735 8108 6627
Profit Streak 170.9559 170.9559 201.7893 0 0 0
Trades During Streak 5 2 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -148440 -147650 -291221 -579817 605247 -580279

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1544558400000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758423391712,
    "expiration_time": 1764891072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 119,
            "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": [
        [
            864406.7069081272,
            742068.637872943,
            122338.0690351846,
            -13196803.482534856,
            60852208.062640406,
            -74049011.54517527
        ],
        [
            864.406707,
            742.068638,
            122.338069,
            -13196.803483,
            60852.208063,
            -74049.011545
        ],
        [
            0.345855,
            0.296907,
            0.048948,
            0,
            0.256905,
            0
        ],
        [
            899.598716,
            899.598716,
            899.598716,
            899.598716,
            899.598716,
            899.598716
        ],
        [
            -175370,
            -52518,
            -128994,
            -85071568,
            -5539544,
            -86191218
        ],
        [
            2.825511,
            4.606777,
            1.456874,
            0.884012,
            4.207923,
            0.218957
        ],
        [
            90,
            45,
            45,
            90,
            45,
            45
        ],
        [
            52,
            25,
            27,
            50,
            26,
            24
        ],
        [
            38,
            20,
            18,
            40,
            19,
            21
        ],
        [
            57.777778,
            55.555556,
            60,
            55.555556,
            57.777778,
            53.333333
        ],
        [
            2.064796,
            3.685422,
            0.971249,
            0.70721,
            3.07502,
            0.191588
        ],
        [
            168918,
            168918,
            60201,
            44348458,
            44348458,
            4498913
        ],
        [
            -119643,
            -49160,
            -119643,
            -84471487,
            -3313675,
            -84471487
        ],
        [
            163,
            180,
            147,
            163,
            180,
            147
        ],
        [
            188,
            185,
            190,
            178,
            169,
            188
        ],
        [
            130,
            173,
            82,
            145,
            195,
            100
        ],
        [
            14735,
            8108,
            6627,
            14735,
            8108,
            6627
        ],
        [
            170.955922,
            170.955923,
            201.789256,
            0,
            0,
            0
        ],
        [
            5,
            2,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -148440,
            -147650,
            -291221,
            -579817,
            605247,
            -580279
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542412800000,
    "first_datapoint_time": 1544558400000,
    "last_datapoint_time": 1758412800000,
    "evaluation_time": 1758423391712,
    "expiration_time": 1764891072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 150,
            "offset": 0
        }
    },
    "second_band": {
        "type": "rma",
        "factors": {
            "length": 119,
            "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)