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Trade: XRP/USDT/240/SINWMA/SUPERTREND/1103

Strategy
XRP/USDT/240/SINWMA/SUPERTREND/1103
Pair
XRP_USDT
Interval
4h
Score
418911
Daily Profit
0.192821
Profit Factor
2.068155
Profitability
47.260274
Streak
84.835427
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-15 11:03
Expiration Time
2025-11-29 09:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 966812.0846 850382.5575 116429.5272 11959679.5982 12229804.0873 -270124.4891
Total P&L (%) 966.8121 850.3826 116.4295 11959.6796 12229.8041 -270.1245
Avg Daily Profit (%) 0.3868 0.3402 0.0466 0.1919 0.1928 0
Buy And Hold Return (%) 716.9442 716.9442 716.9442 716.9442 716.9442 716.9442
Max Trade Drawdown -150518 -102770 -82422 -5058793 -2298734 -4780809
Profit Factor 1.9081 2.4629 1.2409 1.4574 2.0682 0.9816
Total Trades 292 146 146 292 146 146
Winning Trades 129 69 60 129 69 60
Losing Trades 163 77 86 163 77 86
Profitability (%) 44.1781 47.2603 41.0959 44.1781 47.2603 41.0959
Ratio Avg Win / Avg Loss 2.4111 2.7485 1.7786 1.8415 2.3079 1.407
Largest Winning Trade 356044 356044 44534 6075504 6075504 3554365
Largest Losing Trade -31104 -29497 -31104 -3363882 -1579705 -3363882
Avg Bars in Trades 50 53 47 50 53 47
Avg Bars in Winners 69 67 71 69 67 71
Avg Bars in Losers 35 41 30 35 41 30
Bars Traded 14791 7839 6951 14791 7839 6951
Profit Streak 0 84.8354 0 0 84.8354 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -44829 -94215 -299268 337985 418911 -582741

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1541908800000,
    "first_datapoint_time": 1543737600000,
    "last_datapoint_time": 1757923200000,
    "evaluation_time": 1757923380899,
    "expiration_time": 1764401472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 79,
            "offset": 0,
            "multiplier": 4.31742
        }
    }
}
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": [
        [
            966812.0846210816,
            850382.5574536332,
            116429.5271674482,
            11959679.598214887,
            12229804.087307774,
            -270124.4890928869
        ],
        [
            966.812085,
            850.382557,
            116.429527,
            11959.679598,
            12229.804087,
            -270.124489
        ],
        [
            0.386829,
            0.340244,
            0.046584,
            0.191933,
            0.192821,
            0
        ],
        [
            716.944188,
            716.944188,
            716.944188,
            716.944188,
            716.944188,
            716.944188
        ],
        [
            -150518,
            -102770,
            -82422,
            -5058793,
            -2298734,
            -4780809
        ],
        [
            1.90814,
            2.462937,
            1.240894,
            1.457352,
            2.068155,
            0.981625
        ],
        [
            292,
            146,
            146,
            292,
            146,
            146
        ],
        [
            129,
            69,
            60,
            129,
            69,
            60
        ],
        [
            163,
            77,
            86,
            163,
            77,
            86
        ],
        [
            44.178082,
            47.260274,
            41.09589,
            44.178082,
            47.260274,
            41.09589
        ],
        [
            2.411061,
            2.748495,
            1.778615,
            1.84146,
            2.307941,
            1.406995
        ],
        [
            356044,
            356044,
            44534,
            6075504,
            6075504,
            3554365
        ],
        [
            -31104,
            -29497,
            -31104,
            -3363882,
            -1579705,
            -3363882
        ],
        [
            50,
            53,
            47,
            50,
            53,
            47
        ],
        [
            69,
            67,
            71,
            69,
            67,
            71
        ],
        [
            35,
            41,
            30,
            35,
            41,
            30
        ],
        [
            14791,
            7839,
            6951,
            14791,
            7839,
            6951
        ],
        [
            0,
            84.835427,
            0,
            0,
            84.835427,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -44829,
            -94215,
            -299268,
            337985,
            418911,
            -582741
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1541908800000,
    "first_datapoint_time": 1543737600000,
    "last_datapoint_time": 1757923200000,
    "evaluation_time": 1757923380899,
    "expiration_time": 1764401472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "sinwma",
        "factors": {
            "length": 127,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 79,
            "offset": 0,
            "multiplier": 4.31742
        }
    }
}

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)