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Trade: XRP/USDT/240/SWMA/KCU/1107

Strategy
XRP/USDT/240/SWMA/KCU/1107
Pair
XRP_USDT
Interval
4h
Score
450305
Daily Profit
0.190647
Profit Factor
2.003964
Profitability
51.351351
Streak
109.499747
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-19 22:59
Expiration Time
2025-12-03 17:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 835677.5091 753348.7382 82328.771 5816156.0505 11578894.87 -5762738.8195
Total P&L (%) 835.6775 753.3487 82.3288 5816.1561 11578.8949 -5762.7388
Avg Daily Profit (%) 0.3344 0.3014 0.0329 0.1634 0.1906 0
Buy And Hold Return (%) 731.508 731.508 731.508 731.508 731.508 731.508
Max Trade Drawdown -117781 -53843 -94915 -11659963 -5014243 -8216332
Profit Factor 2.9399 4.1538 1.429 1.2574 2.004 0.4789
Total Trades 75 37 38 75 37 38
Winning Trades 38 19 19 38 19 19
Losing Trades 37 18 19 37 18 19
Profitability (%) 50.6667 51.3514 50 50.6667 51.3514 50
Ratio Avg Win / Avg Loss 2.8625 3.9352 1.429 1.2244 1.8985 0.4789
Largest Winning Trade 338072 338072 51062 12132780 12132780 983797
Largest Losing Trade -34375 -34375 -24668 -3878281 -2655481 -3878281
Avg Bars in Trades 193 272 116 193 272 116
Avg Bars in Winners 240 321 159 240 321 159
Avg Bars in Losers 145 221 74 145 221 74
Bars Traded 14533 10090 4443 14533 10090 4443
Profit Streak 92.1664 109.4997 92.1664 92.1664 109.4997 92.1664
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -166905 -139667 -313220 -52683 450305 -580206

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542297600000,
    "first_datapoint_time": 1545883200000,
    "last_datapoint_time": 1758297600000,
    "evaluation_time": 1758311978110,
    "expiration_time": 1764775872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 237,
            "offset": 0,
            "scalar": 1
        }
    }
}
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": [
        [
            835677.5091437016,
            753348.7381921418,
            82328.7709515601,
            5816156.050522252,
            11578894.869983176,
            -5762738.819460922
        ],
        [
            835.677509,
            753.348738,
            82.328771,
            5816.156051,
            11578.89487,
            -5762.738819
        ],
        [
            0.334361,
            0.30142,
            0.03294,
            0.163388,
            0.190647,
            0
        ],
        [
            731.507956,
            731.507956,
            731.507956,
            731.507956,
            731.507956,
            731.507956
        ],
        [
            -117781,
            -53843,
            -94915,
            -11659963,
            -5014243,
            -8216332
        ],
        [
            2.939882,
            4.153827,
            1.428975,
            1.257442,
            2.003964,
            0.478905
        ],
        [
            75,
            37,
            38,
            75,
            37,
            38
        ],
        [
            38,
            19,
            19,
            38,
            19,
            19
        ],
        [
            37,
            18,
            19,
            37,
            18,
            19
        ],
        [
            50.666667,
            51.351351,
            50,
            50.666667,
            51.351351,
            50
        ],
        [
            2.862517,
            3.935205,
            1.428975,
            1.224352,
            1.898492,
            0.478905
        ],
        [
            338072,
            338072,
            51062,
            12132780,
            12132780,
            983797
        ],
        [
            -34375,
            -34375,
            -24668,
            -3878281,
            -2655481,
            -3878281
        ],
        [
            193,
            272,
            116,
            193,
            272,
            116
        ],
        [
            240,
            321,
            159,
            240,
            321,
            159
        ],
        [
            145,
            221,
            74,
            145,
            221,
            74
        ],
        [
            14533,
            10090,
            4443,
            14533,
            10090,
            4443
        ],
        [
            92.166413,
            109.499747,
            92.166413,
            92.166413,
            109.499747,
            92.166413
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -166905,
            -139667,
            -313220,
            -52683,
            450305,
            -580206
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542297600000,
    "first_datapoint_time": 1545883200000,
    "last_datapoint_time": 1758297600000,
    "evaluation_time": 1758311978110,
    "expiration_time": 1764775872000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 237,
            "offset": 0,
            "scalar": 1
        }
    }
}

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)