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Trade: XRP/USDT/360/BBL/SWMA/1995

Strategy
XRP/USDT/360/BBL/SWMA/1995
Pair
XRP_USDT
Interval
6h
Score
433877
Daily Profit
0.167194
Profit Factor
1.671105
Profitability
66.666667
Streak
66.844209
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-22 17:15
Expiration Time
2025-12-06 14:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 752219.046 652482.6278 99736.4182 6412806.897 6324387.8867 88419.0103
Total P&L (%) 752.219 652.4826 99.7364 6412.8069 6324.3879 88.419
Avg Daily Profit (%) 0.3009 0.261 0.0399 0.1672 0.1666 0.0253
Buy And Hold Return (%) 778.3313 778.3313 778.3313 778.3313 778.3313 778.3313
Max Trade Drawdown -95804 -72851 -87777 -2458941 -1733473 -2980420
Profit Factor 2.3897 3.2086 1.4056 1.6711 2.436 1.0172
Total Trades 117 58 59 117 58 59
Winning Trades 78 39 39 78 39 39
Losing Trades 39 19 20 39 19 20
Profitability (%) 66.6667 67.2414 66.1017 66.6667 67.2414 66.1017
Ratio Avg Win / Avg Loss 1.1948 1.5632 0.7208 0.8356 1.1868 0.5216
Largest Winning Trade 175378 175378 40215 1849719 1849719 933285
Largest Losing Trade -51368 -51368 -38224 -1308762 -1063561 -1308762
Avg Bars in Trades 79 135 23 79 135 23
Avg Bars in Winners 55 81 29 55 81 29
Avg Bars in Losers 126 248 11 126 248 11
Bars Traded 9275 7887 1388 9275 7887 1388
Profit Streak 66.8442 125.3442 66.8442 66.8442 125.3442 66.8442
Trades During Streak 4 3 2 4 3 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -149529 -327555 -479672 433877 -165185 -701451

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547294400000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758550539681,
    "expiration_time": 1765022400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 22,
            "offset": 0,
            "std": 4.81648
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 221,
            "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": [
        [
            752219.0459871433,
            652482.6278140892,
            99736.4181730533,
            6412806.89697522,
            6324387.886689387,
            88419.0102858329
        ],
        [
            752.219046,
            652.482628,
            99.736418,
            6412.806897,
            6324.387887,
            88.41901
        ],
        [
            0.300888,
            0.260993,
            0.039895,
            0.167194,
            0.166646,
            0.025343
        ],
        [
            778.331331,
            778.331331,
            778.331331,
            778.331331,
            778.331331,
            778.331331
        ],
        [
            -95804,
            -72851,
            -87777,
            -2458941,
            -1733473,
            -2980420
        ],
        [
            2.389664,
            3.208616,
            1.405648,
            1.671105,
            2.435971,
            1.017164
        ],
        [
            117,
            58,
            59,
            117,
            58,
            59
        ],
        [
            78,
            39,
            39,
            78,
            39,
            39
        ],
        [
            39,
            19,
            20,
            39,
            19,
            20
        ],
        [
            66.666667,
            67.241379,
            66.101695,
            66.666667,
            67.241379,
            66.101695
        ],
        [
            1.194832,
            1.563172,
            0.720845,
            0.835552,
            1.186755,
            0.521623
        ],
        [
            175378,
            175378,
            40215,
            1849719,
            1849719,
            933285
        ],
        [
            -51368,
            -51368,
            -38224,
            -1308762,
            -1063561,
            -1308762
        ],
        [
            79,
            135,
            23,
            79,
            135,
            23
        ],
        [
            55,
            81,
            29,
            55,
            81,
            29
        ],
        [
            126,
            248,
            11,
            126,
            248,
            11
        ],
        [
            9275,
            7887,
            1388,
            9275,
            7887,
            1388
        ],
        [
            66.844209,
            125.344209,
            66.844209,
            66.844209,
            125.344209,
            66.844209
        ],
        [
            4,
            3,
            2,
            4,
            3,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -149529,
            -327555,
            -479672,
            433877,
            -165185,
            -701451
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1542542400000,
    "first_datapoint_time": 1547294400000,
    "last_datapoint_time": 1758542400000,
    "evaluation_time": 1758550539681,
    "expiration_time": 1765022400000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "bbl",
        "factors": {
            "length": 22,
            "offset": 0,
            "std": 4.81648
        }
    },
    "second_band": {
        "type": "swma",
        "factors": {
            "length": 221,
            "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)