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Trade: XRP/USDT/360/DCM/SINWMA/4796

Strategy
XRP/USDT/360/DCM/SINWMA/4796
Pair
XRP_USDT
Interval
6h
Score
427776
Daily Profit
0.150080
Profit Factor
1.918330
Profitability
48.951049
Streak
23.964781
Best Strategy
Training Data Length
2500.000000
Evaluation Time
2025-09-11 02:09
Expiration Time
2025-11-24 20:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -335630.8129 200731.7602 -536362.573 4148689.3204 2356019.2078 1792670.1126
Total P&L (%) -335.6308 200.7318 -536.3626 4148.6893 2356.0192 1792.6701
Avg Daily Profit (%) -0.1343 0.0803 -0.2145 0.1501 0.1281 0.1177
Buy And Hold Return (%) 644.1135 644.1135 644.1135 644.1135 644.1135 644.1135
Max Trade Drawdown -531328 -54430 -614678 -1645113 -501905 -1436532
Profit Factor 0.7111 1.9503 0.4358 1.9183 2.5791 1.5925
Total Trades 143 72 71 143 72 71
Winning Trades 86 47 39 70 32 38
Losing Trades 57 25 32 73 40 33
Profitability (%) 60.1399 65.2778 54.9296 48.951 44.4444 53.5211
Ratio Avg Win / Avg Loss 0.4713 1.0374 0.3575 2.0005 3.2239 1.383
Largest Winning Trade 44900 44900 29676 2337219 1336346 2337219
Largest Losing Trade -402198 -40989 -402198 -1436532 -287585 -1436532
Avg Bars in Trades 67 55 79 67 55 79
Avg Bars in Winners 54 50 60 67 59 75
Avg Bars in Losers 86 65 102 66 52 84
Bars Traded 9644 4001 5643 9644 4001 5643
Profit Streak 23.9648 23.9648 29.7148 23.9648 23.9648 29.7148
Trades During Streak 2 1 1 2 1 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -578053 -325588 -666279 427776 -100236 -122583

Evaluation Data

{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541527200000,
    "first_datapoint_time": 1545674400000,
    "last_datapoint_time": 1757527200000,
    "evaluation_time": 1757545757085,
    "expiration_time": 1764007200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 193,
            "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": [
        [
            -335630.8128679916,
            200731.7601526901,
            -536362.573020682,
            4148689.3203885173,
            2356019.2078012857,
            1792670.112587232
        ],
        [
            -335.630813,
            200.73176,
            -536.362573,
            4148.68932,
            2356.019208,
            1792.670113
        ],
        [
            -0.134252,
            0.080293,
            -0.214545,
            0.15008,
            0.128127,
            0.117692
        ],
        [
            644.113539,
            644.113539,
            644.113539,
            644.113539,
            644.113539,
            644.113539
        ],
        [
            -531328,
            -54430,
            -614678,
            -1645113,
            -501905,
            -1436532
        ],
        [
            0.711113,
            1.950334,
            0.435755,
            1.91833,
            2.5791,
            1.592492
        ],
        [
            143,
            72,
            71,
            143,
            72,
            71
        ],
        [
            86,
            47,
            39,
            70,
            32,
            38
        ],
        [
            57,
            25,
            32,
            73,
            40,
            33
        ],
        [
            60.13986,
            65.277778,
            54.929577,
            48.951049,
            44.444444,
            53.521127
        ],
        [
            0.471319,
            1.037412,
            0.357543,
            2.000545,
            3.223875,
            1.382954
        ],
        [
            44900,
            44900,
            29676,
            2337219,
            1336346,
            2337219
        ],
        [
            -402198,
            -40989,
            -402198,
            -1436532,
            -287585,
            -1436532
        ],
        [
            67,
            55,
            79,
            67,
            55,
            79
        ],
        [
            54,
            50,
            60,
            67,
            59,
            75
        ],
        [
            86,
            65,
            102,
            66,
            52,
            84
        ],
        [
            9644,
            4001,
            5643,
            9644,
            4001,
            5643
        ],
        [
            23.964781,
            23.964781,
            29.714781,
            23.964781,
            23.964781,
            29.714781
        ],
        [
            2,
            1,
            1,
            2,
            1,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -578053,
            -325588,
            -666279,
            427776,
            -100236,
            -122583
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "XRP_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 10000,
    "evaluation_days": 2500,
    "actual_first_datapoint_time": 1541527200000,
    "first_datapoint_time": 1545674400000,
    "last_datapoint_time": 1757527200000,
    "evaluation_time": 1757545757085,
    "expiration_time": 1764007200000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 154,
            "offset": 0
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 193,
            "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)