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Trade: XRP/USDT/240/SWMA/MIDPOINT/2403

Strategy
XRP/USDT/240/SWMA/MIDPOINT/2403
Pair
XRP_USDT
Interval
4h
Score
331656
Daily Profit
0.182831
Profit Factor
1.815313
Profitability
43.750000
Streak
18.024569
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-23 11:35
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 849448.7983 780751.4376 68697.3606 4270933.7889 9509940.1354 -5239006.3465
Total P&L (%) 849.4488 780.7514 68.6974 4270.9338 9509.9401 -5239.0063
Avg Daily Profit (%) 0.3399 0.3124 0.0275 0.1513 0.1828 0
Buy And Hold Return (%) 568.9483 568.9483 568.9483 568.9483 568.9483 568.9483
Max Trade Drawdown -110059 -74893 -113382 -8685568 -3521997 -7713732
Profit Factor 2.1222 2.9644 1.1911 1.1735 1.8153 0.5957
Total Trades 225 112 113 225 112 113
Winning Trades 102 49 53 102 49 53
Losing Trades 123 63 60 123 63 60
Profitability (%) 45.3333 43.75 46.9027 45.3333 43.75 46.9027
Ratio Avg Win / Avg Loss 2.5591 3.8113 1.3484 1.4151 2.334 0.6744
Largest Winning Trade 291706 291706 43449 9459670 9459670 763484
Largest Losing Trade -27475 -27475 -23638 -2253478 -1670465 -2253478
Avg Bars in Trades 64 75 53 64 75 53
Avg Bars in Winners 80 97 63 80 97 63
Avg Bars in Losers 51 58 44 51 58 44
Bars Traded 14555 8472 6084 14555 8472 6084
Profit Streak 0 18.0246 0 0 18.0246 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 8527 -37422 -333722 -22738 331656 -582236

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": 1545638400000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758616522721,
    "expiration_time": 1765035072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 166,
            "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": [
        [
            849448.7982633129,
            780751.4376425354,
            68697.3606207768,
            4270933.788895148,
            9509940.135438412,
            -5239006.346543266
        ],
        [
            849.448798,
            780.751438,
            68.697361,
            4270.933789,
            9509.940135,
            -5239.006347
        ],
        [
            0.339871,
            0.312384,
            0.027486,
            0.151257,
            0.182831,
            0
        ],
        [
            568.948322,
            568.948322,
            568.948322,
            568.948322,
            568.948322,
            568.948322
        ],
        [
            -110059,
            -74893,
            -113382,
            -8685568,
            -3521997,
            -7713732
        ],
        [
            2.122184,
            2.964363,
            1.19109,
            1.173459,
            1.815313,
            0.595695
        ],
        [
            225,
            112,
            113,
            225,
            112,
            113
        ],
        [
            102,
            49,
            53,
            102,
            49,
            53
        ],
        [
            123,
            63,
            60,
            123,
            63,
            60
        ],
        [
            45.333333,
            43.75,
            46.902655,
            45.333333,
            43.75,
            46.902655
        ],
        [
            2.559105,
            3.811324,
            1.348404,
            1.415053,
            2.333974,
            0.674372
        ],
        [
            291706,
            291706,
            43449,
            9459670,
            9459670,
            763484
        ],
        [
            -27475,
            -27475,
            -23638,
            -2253478,
            -1670465,
            -2253478
        ],
        [
            64,
            75,
            53,
            64,
            75,
            53
        ],
        [
            80,
            97,
            63,
            80,
            97,
            63
        ],
        [
            51,
            58,
            44,
            51,
            58,
            44
        ],
        [
            14555,
            8472,
            6084,
            14555,
            8472,
            6084
        ],
        [
            0,
            18.024568,
            0,
            0,
            18.024569,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            8527,
            -37422,
            -333722,
            -22738,
            331656,
            -582236
        ]
    ]
}
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": 1545638400000,
    "last_datapoint_time": 1758556800000,
    "evaluation_time": 1758616522721,
    "expiration_time": 1765035072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 215,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midpoint",
        "factors": {
            "length": 166,
            "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)