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Trade: XRP/USDT/240/T3/SINWMA/2424

Strategy
XRP/USDT/240/T3/SINWMA/2424
Pair
XRP_USDT
Interval
4h
Score
500782
Daily Profit
0.199595
Profit Factor
4.076971
Profitability
44.186047
Streak
171.796939
Best Strategy
Training Data Length
2499.330000
Evaluation Time
2025-09-21 18:07
Expiration Time
2025-12-05 13:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 927743.6882 793407.7874 134335.9007 12716200.0894 14499322.0338 -1783121.9445
Total P&L (%) 927.7437 793.4078 134.3359 12716.2001 14499.322 -1783.1219
Avg Daily Profit (%) 0.3712 0.3174 0.0537 0.1944 0.1996 0
Buy And Hold Return (%) 868.2028 868.2028 868.2028 868.2028 868.2028 868.2028
Max Trade Drawdown -90198 -57486 -50793 -4157809 -2361607 -4474760
Profit Factor 3.0484 4.5949 1.5785 2.0296 4.077 0.7666
Total Trades 86 43 43 86 43 43
Winning Trades 41 19 22 41 19 22
Losing Trades 45 24 21 45 24 21
Profitability (%) 47.6744 44.186 51.1628 47.6744 44.186 51.1628
Ratio Avg Win / Avg Loss 3.3458 5.8041 1.5068 2.2276 5.1499 0.7317
Largest Winning Trade 370029 370029 50032 9900382 9900382 1779239
Largest Losing Trade -48984 -25791 -48984 -3118674 -1050626 -3118674
Avg Bars in Trades 171 171 170 171 171 170
Avg Bars in Winners 222 217 227 222 217 227
Avg Bars in Losers 124 136 110 124 136 110
Bars Traded 14726 7392 7333 14726 7392 7333
Profit Streak 0 171.7969 0 0 171.7969 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 -129792 -150480 -283820 402203 500782 -580576

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1544400000000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758467255537,
    "expiration_time": 1764934272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 136,
            "offset": 0,
            "a": 0.87381
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 60,
            "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": [
        [
            927743.6881755379,
            793407.7874469354,
            134335.9007286025,
            12716200.089378865,
            14499322.033838652,
            -1783121.9444597838
        ],
        [
            927.743688,
            793.407787,
            134.335901,
            12716.200089,
            14499.322034,
            -1783.121944
        ],
        [
            0.371197,
            0.317448,
            0.053749,
            0.194373,
            0.199595,
            0
        ],
        [
            868.202825,
            868.202825,
            868.202825,
            868.202825,
            868.202825,
            868.202825
        ],
        [
            -90198,
            -57486,
            -50793,
            -4157809,
            -2361607,
            -4474760
        ],
        [
            3.048421,
            4.594949,
            1.57852,
            2.029588,
            4.076971,
            0.766563
        ],
        [
            86,
            43,
            43,
            86,
            43,
            43
        ],
        [
            41,
            19,
            22,
            41,
            19,
            22
        ],
        [
            45,
            24,
            21,
            45,
            24,
            21
        ],
        [
            47.674419,
            44.186047,
            51.162791,
            47.674419,
            44.186047,
            51.162791
        ],
        [
            3.345828,
            5.804146,
            1.506769,
            2.227596,
            5.149858,
            0.731719
        ],
        [
            370029,
            370029,
            50032,
            9900382,
            9900382,
            1779239
        ],
        [
            -48984,
            -25791,
            -48984,
            -3118674,
            -1050626,
            -3118674
        ],
        [
            171,
            171,
            170,
            171,
            171,
            170
        ],
        [
            222,
            217,
            227,
            222,
            217,
            227
        ],
        [
            124,
            136,
            110,
            124,
            136,
            110
        ],
        [
            14726,
            7392,
            7333,
            14726,
            7392,
            7333
        ],
        [
            0,
            171.796939,
            0,
            0,
            171.796939,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -129792,
            -150480,
            -283820,
            402203,
            500782,
            -580576
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 14996,
    "evaluation_days": 2499.33,
    "actual_first_datapoint_time": 1542456000000,
    "first_datapoint_time": 1544400000000,
    "last_datapoint_time": 1758456000000,
    "evaluation_time": 1758467255537,
    "expiration_time": 1764934272000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "t3",
        "factors": {
            "length": 136,
            "offset": 0,
            "a": 0.87381
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 60,
            "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)