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Trade: XRP/USDT/240/SINWMA/SSF/8630

Strategy
XRP/USDT/240/SINWMA/SSF/8630
Pair
XRP_USDT
Interval
4h
Score
318937
Daily Profit
0.163751
Profit Factor
1.485273
Profitability
62.162162
Streak
0.000000
Best Strategy
Training Data Length
2505.330000
Evaluation Time
2025-10-04 13:10
Expiration Time
2025-12-18 13:50

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 647944.8787 577182.3771 70762.5016 -22394323.216 5928845.7594 -28323168.9753
Total P&L (%) 647.9449 577.1824 70.7625 -22394.3232 5928.8458 -28323.169
Avg Daily Profit (%) 0.2586 0.2304 0.0282 0 0.1638 0
Buy And Hold Return (%) 741.3378 741.3378 741.3378 741.3378 741.3378 741.3378
Max Trade Drawdown -157645 -50077 -169415 -40075325 -8095402 -33321270
Profit Factor 2.524 5.0748 1.2496 0.5396 1.4853 0.2224
Total Trades 75 37 38 75 37 38
Winning Trades 52 26 26 48 23 25
Losing Trades 23 11 12 27 14 13
Profitability (%) 69.3333 70.2703 68.4211 64 62.1622 65.7895
Ratio Avg Win / Avg Loss 1.1164 2.147 0.5767 0.3035 0.9041 0.1156
Largest Winning Trade 95317 95317 37572 8525119 8525119 2212489
Largest Losing Trade -157645 -50077 -157645 -27539015 -6150221 -27539015
Avg Bars in Trades 193 199 187 193 199 187
Avg Bars in Winners 187 190 184 185 185 185
Avg Bars in Losers 207 220 196 207 221 191
Bars Traded 14507 7365 7142 14507 7365 7142
Profit Streak 0 359.424 0 82.0906 0 108.2573
Trades During Streak 0 4 0 1 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -212032 -145635 -320414 -639405 318937 -578156
Evaluation Data
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15032,
    "evaluation_days": 2505.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546387200000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759572630924,
    "expiration_time": 1766058624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 162,
            "offset": 210,
            "poles": 2
        }
    }
}
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": [
        [
            647944.8787200298,
            577182.3771128054,
            70762.5016072245,
            -22394323.21595617,
            5928845.759376712,
            -28323168.97533288
        ],
        [
            647.944879,
            577.182377,
            70.762502,
            -22394.323216,
            5928.845759,
            -28323.168975
        ],
        [
            0.258627,
            0.230382,
            0.028245,
            0,
            0.163751,
            0
        ],
        [
            741.337811,
            741.337811,
            741.337811,
            741.337811,
            741.337811,
            741.337811
        ],
        [
            -157645,
            -50077,
            -169415,
            -40075325,
            -8095402,
            -33321270
        ],
        [
            2.52399,
            5.074843,
            1.249587,
            0.5396,
            1.485273,
            0.222392
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            52,
            26,
            26,
            48,
            23,
            25
        ],
        [
            23,
            11,
            12,
            27,
            14,
            13
        ],
        [
            69.333333,
            70.27027,
            68.421053,
            64,
            62.162162,
            65.789474
        ],
        [
            1.11638,
            2.147049,
            0.576733,
            0.303525,
            0.904079,
            0.115644
        ],
        [
            95317,
            95317,
            37572,
            8525119,
            8525119,
            2212489
        ],
        [
            -157645,
            -50077,
            -157645,
            -27539015,
            -6150221,
            -27539015
        ],
        [
            193,
            199,
            187,
            193,
            199,
            187
        ],
        [
            187,
            190,
            184,
            185,
            185,
            185
        ],
        [
            207,
            220,
            196,
            207,
            221,
            191
        ],
        [
            14507,
            7365,
            7142,
            14507,
            7365,
            7142
        ],
        [
            0,
            359.423969,
            0,
            82.090636,
            0,
            108.257302
        ],
        [
            0,
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            0,
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            0,
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        ],
        [
            0.8,
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        ],
        [
            -212032,
            -145635,
            -320414,
            -639405,
            318937,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 15032,
    "evaluation_days": 2505.33,
    "actual_first_datapoint_time": 1543046400000,
    "first_datapoint_time": 1546387200000,
    "last_datapoint_time": 1759564800000,
    "evaluation_time": 1759572630924,
    "expiration_time": 1766058624000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 233,
            "offset": 0
        }
    },
    "second_band": {
        "type": "ssf",
        "factors": {
            "length": 162,
            "offset": 210,
            "poles": 2
        }
    }
}

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)